Probabilistic Forecasting and Bayesian Data Assimilation

Language: English

Published by Cambridge University Press, 2015

1107069394 / 9781107069398

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9781107069398

Title
Probabilistic Forecasting and Bayesian Data Assimilation
Author
Sebastian Reich
Publisher
Cambridge University Press
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1107069394
ISBN 13
9781107069398
Item weight
714 grams
Dimensions
250x175x21 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item30 to 40 business days7 to 14 business days
First itemUS$ 73.68US$ 85.27
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