Frequentist Ensemble Kalman Filtering

25.01.2023, 4:30 pm  –  House 9, Room 2.22
SIAM Chapter Seminar

Maia Tienstra

Abstract:

In this talk I will briefly discuss statistical inverse problems, and how we can solve them using the Ensemble Kalman filter. I will then explain how in this setting, we implement early stopping in the statistical sense, and give an introduction into the two toy models we use to develop the theory. I will hopefully end with an overview of the numerical simulations that empirically lead us into the theory.

 

You can find more information on our website:

https://www.math.uni-potsdam.de/studium/studierende/default-8819680ed3

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