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020 _a9781107706804 (ebook)
020 _z9781107069398 (hardback)
020 _z9781107663916 (paperback)
035 _a(UkCbUP)CR9781107706804
039 9 _y03-08-2017
_zhafiz
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA279.5
_b.R45 2015
082 0 0 _a519.2
_223
100 1 _aReich, Sebastian,
_eauthor.
245 1 0 _aProbabilistic Forecasting and Bayesian Data Assimilation /
_cSebastian Reich, Colin Cotter.
246 3 _aProbabilistic Forecasting & Bayesian Data Assimilation
264 1 _aCambridge :
_bCambridge University Press,
_c2015.
300 _a1 online resource (308 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 07 Mar 2017).
520 _aIn 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.
650 0 _aBayesian statistical decision theory
650 0 _aProbabilities
650 0 _aUncertainty (Information theory)
700 1 _aCotter, Colin,
_eauthor.
776 0 8 _iPrint version:
_z9781107069398
856 4 0 _uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1017/CBO9781107706804
907 _a.b16442623
_b2022-10-31
_c2019-11-12
942 _n0
914 _avtls003618621
998 _anone
_b2017-08-03
_cm
_da
_feng
_genk
_y0
_z.b16442623
999 _c617478
_d617478