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SUMMARY:Uncertainty quantification and data assimilation - Sebastian Reich
  (Universität Potsdam)
DTSTART:20230120T110000Z
DTEND:20230120T123000Z
UID:TALK182357@talks.cam.ac.uk
DESCRIPTION:The two sessions on uncertainty quantification (UQ) and data a
 ssimilation (DA) will serve three purposes: i) They will provide an introd
 uction to interacting particle approaches for UQ and DA and their mean-fie
 ld limits as pioneered in the geophysics community and now also widely use
 d in engineering. ii) The quality of these algorithms needs to be addresse
 d both from a Bayesian as well as from a frequentist perspective.\nWhile a
  Bayesian perspective is well established within computational UQ and DA\,
  a frequentist perspective is equally important. iii) Finally\, there is t
 he issue of robustness with regard to model and data discrepancies. We wil
 l discuss a specific instance arising from correlated high frequency data.
 &nbsp\;
LOCATION:Seminar Room 1\, Newton Institute
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