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DTSTAMP:20240910T210934Z
SUMMARY:24th STUOD Sandbox Workshop
DESCRIPTION:The 24th STUOD Sandbox meeting to be held in a hybrid mode on
Friday\, 30th June. The Sandboxes are special events\, set in specially eq
uipped audio-visual rooms\, among Ifremer\, Imperial\, and Inria with all
available tools to manipulate and test ideas.\nThe 24th meeting of the San
dbox Series will be devoted to Data Assimilation theory and application.
\nDraft programme: \nSession I\nChair: Dan Crisan \n09.00am-9.50am And
rew Stuart (Caltech) on “The Ensemble Kalman Filter in the Near-Gaussi
an Setting“\nSummary: The ensemble Kalman filter is widely used in appli
cations because\, for high dimensional filtering problems\, it has a robus
tness that is not shared by the particle filter\; in particular it does no
t suffer from weight collapse. However there is no theory which quantifies
its accuracy\, as an approximation of the true filtering distribution\, e
xcept in the Gaussian setting. To address this issue we provide an analysi
s of the accuracy of the ensemble Kalman filter for problems where the fil
tering distribution is non-Gaussian. Our analysis is developed for the mea
n field ensemble Kalman filter. We rewrite this filter in terms of maps on
probability measures\, and then we introduce a weighted total variation m
etric in which these maps are locally Lipschitz. Using these stability est
imates we demonstrate that\, if the true filtering distribution is close t
o Gaussian after appropriate lifting to the joint space of state and data\
, then it is well approximated by the mean-field ensemble Kalman filter.\n
09.50am-10.20am Discussion \n10.20am-10.30am Break \nSession II\nChair: Et
ienne Memin \n10.30am-10.50am Alex Lobbe (ICL) “Noise Calibration for th
e Stochastic Rotating Shallow Water Model” \n10.50am-11.10am Maneesh Si
ngh (ICL) “Towards nudging particle filter for Stochastic PDEs“\n11.10
am-11.30am Benjamin Dufee (Inria) on “Data assimilation for ensemble for
ecast in RKHS“\n11.30am-11.50am Hamza Ruzayqat (King Abdullah University
of Science and Technology) on “Sequential Markov Chain Monte Carlo for
Lagrangian Data Assimilation with Applications to Unknown Data Locations
”\n11.50am-12.20pm Discussion \n
URL:https://www.imperial.ac.uk/events/160872/24th-stuod-sandbox-workshop-2/
DTSTART;TZID=Europe/London:20230630T090000
DTEND;TZID=Europe/London:20230630T120000
LOCATION:Huxley 340\, Department of Mathematics\, South Kensington Campus\,
Chalmers House\, London\, United Kingdom
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