Visit our Christmas Gift Finder
Click & Collect from 2 Hours*
Free Delivery to UK Shops
Free UK Standard Delivery On all orders £20 and over Free Delivery to UK Shops Local shops and expert booksellers nationwide Free Click & Collect to UK shops From 2 hours of your order*
Probabilistic Forecasting and Bayesian Data Assimilation (Hardback)
  • Probabilistic Forecasting and Bayesian Data Assimilation (Hardback)
zoom

Probabilistic Forecasting and Bayesian Data Assimilation (Hardback)

(author), (author)
£100.00
Hardback 308 Pages / Published: 14/05/2015
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.

Publisher: Cambridge University Press
ISBN: 9781107069398
Number of pages: 308
Weight: 500 g
Dimensions: 249 x 170 x 18 mm


MEDIA REVIEWS
'... an ideal platform for capstone experiences tailored to students with interests spanning applied mathematics and statistics.' D. V. Feldman, Choice
'Looking at it again from the mathematician's viewpoint, this is a beautiful articulation of the deep fact that methods which were originally developed to solve specific problems, and to get around specific issues, can be reformulated as special instances of a general theory. This book by Reich and Cotter thus makes an important and potentially very influential contribution to the literature. It is arguably most exciting in that the perspective promises to produce more and better algorithms. What more could one ask of a mathematical theory?' Christopher Jones, SIAM Review
"... an ideal platform for capstone experiences tailored to students with interests spanning applied mathematics and statistics." D. V. Feldman, Choice
'Looking at it again from the mathematician's viewpoint, this is a beautiful articulation of the deep fact that methods which were originally developed to solve specific problems, and to get around specific issues, can be reformulated as special instances of a general theory. This book by Reich and Cotter thus makes an important and potentially very influential contribution to the literature. It is arguably most exciting in that the perspective promises to produce more and better algorithms. What more could one ask of a mathematical theory?' Christopher Jones, SIAM Review

You may also be interested in...

The Signal and the Noise
Added to basket
The Theory That Would Not Die
Added to basket
Biostatistics For Dummies
Added to basket
Statistical Thermodynamics
Added to basket
Statistics II for Dummies
Added to basket
Introductory Statistics with R
Added to basket
Probability
Added to basket
£26.49
Paperback
The Manga Guide To Statistics
Added to basket
Principles of Statistics
Added to basket
Psychology Statistics For Dummies
Added to basket
Bayes' Rule
Added to basket
£19.95
Paperback
How to Lie with Statistics
Added to basket

Please sign in to write a review

Your review has been submitted successfully.