Back to Departmental Colloquium: Fall 2024
Departmental Colloquium
Date: Thursday, Oct 3, 2024
Time: 4:00PM - 5:00PM
Location: JWB 335
Daniel Sanz-Alonso
University of Chicago
Title |
Ensemble Kalman Methods and Structured Operator Estimation |
Abstract |
Data assimilation is concerned with estimating the state of a dynamical system from partial observations. In applications such as numerical weather prediction where the state is high dimensional and the dynamics are expensive to simulate, ensemble Kalman filters are often the method of choice. In this talk, I will present new results on structured covariance operator estimation that help explain why these algorithms can be effective even when deployed with a small ensemble size. Our theory also explains the importance of using covariance localization in ensemble Kalman methods for global data assimilation. |
Applied Mathematics
Data Science and Machine Learning