Autumn 2021 STAT 31150

Course: STAT 31150=CAAM 31150

Title: Inverse Problems and Data Assimilation

Instructor(s): Daniel Sanz-Alonso

Teaching Assistant(s): 

Class Schedule: Sec 1: TR 11:00 AM-12:20 PM in TBA

Textbook(s): TBA

Description: This class provides an introduction to Bayesian Inverse Problems and Data Assimilation, emphasizing the theoretical and algorithmic inter-relations between both subjects. We will study Gaussian approximations and optimization and sampling algorithms, including a variety of Kalman-based and particle filters as well as Markov chain Monte Carlo schemes designed for high-dimensional inverse problems.