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