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Uncertainty quantification and data assimilation

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DDEW01 - Tutorial Workshop

The two sessions on uncertainty quantification (UQ) and data assimilation (DA) will serve three purposes: i) They will provide an introduction to interacting particle approaches for UQ and DA and their mean-field limits as pioneered in the geophysics community and now also widely used in engineering. ii) The quality of these algorithms needs to be addressed both from a Bayesian as well as from a frequentist perspective. While a Bayesian perspective is well established within computational UQ and DA, a frequentist perspective is equally important. iii) Finally, there is the issue of robustness with regard to model and data discrepancies. We will discuss a specific instance arising from correlated high frequency data. 

This talk is part of the Isaac Newton Institute Seminar Series series.

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