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Title: PROBABILISTIC FORECASTING AND BAYESIAN DATA ASSIMILATION
By: Sebastian Reich, Colin Cotter
Format: Hardback

List price: £117.00
Our price: £105.30
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ISBN 10: 1107069394
ISBN 13: 9781107069398
Availability: Usually dispatched within 1-3 weeks.
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Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 14 May, 2015
Pages: 308
Description: This book covers key ideas and concepts. It is an ideal introduction for graduate students in any field where Bayesian data assimilation is applied.
Synopsis: In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.
Illustrations: 70 b/w illus. 7 colour illus. 70 exercises
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
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