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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Practical and principled methods for large-scale data assimilation and parameter estimation.

## Practical and principled methods for large-scale data assimilation and parameter estimation.Add to your list(s) Download to your calendar using vCal - Farmer, CL (University of Oxford)
- Tuesday 13 December 2011, 16:00-16:30
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact Mustapha Amrani. Inverse Problems Uncertainty quantification can begin by specifying the initial state of a system as a probability measure. Part of the state (the ‘parameters’) might not evolve, and might not be directly observable. Many inverse problems are generalisations of uncertainty quantification such that one modifies the probability measure to be consistent with measurements, a forward model and the initial measure. The inverse problem, interpreted as computing the posterior probability measure of the states, including the parameters and the variables, from a sequence of noise corrupted observations, is reviewed in the talk. Bayesian statistics provides a natural framework for a solution but leads to very challenging computational problems, particularly when the dimension of the state space is very large, as when arising from the discretisation of a partial differential equation theory. In this talk we show how the Bayesian framework provides a unification of the leading techniques in use today. In particular the framework provides an interpretation and generalisation of Tikhonov regularisation, a method of forecast verification and a way of quantifying and managing uncertainty. A summary overview of the field is provided and some future problems and lines of enquiry are suggested. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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