OPTUS-CURTIN CENTRE OF EXCELLENCE IN AI SEMINAR SERIESAbstract:
ENSEMBLE FILTERING IS A DATA ASSIMILATION METHOD FOR FILTERING IN
HIGH-dimensional STATE-space models arising in, e.g., fluid mechanics,
weather forecasting, and geophysical sciences. In this talk I will
introduce ENSEMBLE/particle filtering methods. I will relate classical
particle Bayesian filters with so-called ENSEMBLE STATE ESTIMATORS. I
will present one particular ENSEMBLE FILTERING METHOD AS A MEAN-field
McKean-Vlasov-type particle interpretation of a certain nonlinear
diffusion.
Bio: A.N. Bishop currently holds a joint position with the School of
Biomedical Engineering at UTS and the CSIRO at the Australian
Technology Park in Sydney. Until recently, Dr. Bishop held an
ARC DECRA Fellowship (originally at the ANU for 3 years, and then at
UTS for 3 years). Prior to joining UTS, Dr. Bishop held academic
positions at the Australian National University (ANU) in
Canberra, Australia, and the Royal Institute of Technology (KTH) in
Stockholm, Sweden.
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25/05/2019 Last update