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Join us for a mini-course taught by Andrew Stuart, Bren Professor of Computing and Mathematical Sciences at Caltech.

Title: Ensemble Kalman Methods: A Mean Field Perspective


  • Monday, April 25, at 4:30PM-6:00PM in Eckhart 206
  • Tuesday, April 26, at 4:30PM-6:00PM in Eckhart 202

Description: The ensemble Kalman methodology is an innovative and flexible set of tools which can be used for both state estimation in dynamical systems and parameter estimation for generic inverse problems. It has primarily been developed by practitioners in the geophysical sciences, with notable impact on the fields of oceanography, oil reservoir simulation and weather forecasting. Despite its wide adoption in the geosciences, the methodology is hard to analyze and firm theoretical foundations are only now starting to emerge. The purpose of this talk is to provide a unifying mean field perspective on the subject area. This perspective helps to clarify inter-relations within the existing literature, and provides a framework within which open problems may be addressed.

This event is sponsored by the Committee on Applied Math (CAM), the DSI AI+Science Research Initiative, and the National Science Foundation (NSF).


Andrew Stuart

Bren Professor of Computing and Mathematical Sciences, Caltech