UQ Seminar SoSe 2018

For the 2018 Summer Semester, the UQ research seminar will focus on particle methods in Bayesian inverse problems and data assimilation, and will meet weekly on Wednesdays, 10:15–11:45, in room 009 of Arnimallee 6.

Please note that, due to the SIAM Conference on Uncertainty Quantification 2018 taking place in Garden Grove, California, the UQ seminar will not meet on Wednesday 18 April 2018; the first meeting will be on Wednesday 25 April 2018.

Topics

• Preliminaries on Bayesian inversion
• Linear Gaussian filtering
• Particle filters
• Optimal transport and applications to filtering

Literatur

• Kaipio, Jari; Somersalo, Erkki. Statistical and Computational Inverse Problems. Applied Mathematical Sciences, 160. Springer-Verlag, New York, 2005. xvi+339 pp. ISBN: 0-387-22073-9
• Reich, Sebastian; Cotter, Colin. Probabilistic Forecasting and Bayesian Data Assimilation. Cambridge University Press, New York, 2015. x+297 pp. ISBN: 978-1-107-66391-6; 978-1-107-06939-8
• Smith, Ralph C. Uncertainty Quantification. Theory, implementation, and applications. Computational Science & Engineering, 12. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2014. xviii+382 pp. ISBN: 978-1-611973-21-1
• Sullivan, T. J. Introduction to Uncertainty Quantification. Texts in Applied Mathematics, 63. Springer, Cham, 2015. xii+342 pp. ISBN: 978-3-319-23394-9; 978-3-319-23395-6