报告题目 (Title)：The nonlinear filtering algorithms in sequential data assimilation
中文题目：非线性滤波算法在顺序数据同化中的应用
报告人 (Speaker)：闻林杰 讲师， 中国石油大学（北京）
报告时间 (Time)：2024年8月15日 (周四) 10:00
报告地点 (Place)：校本部 GJ403
邀请人(Inviter)：纪丽洁
摘要：Data assimilation is an essential task in the field of earth science in dealing with mathematical models of dynamical systems, and the filtering algorithm for nonlinear dynamical systems is a research hotspot in the field of data assimilation. In the first work we propose for modest dimensional filtering problems a defensive marginal PF algorithm which constructs a sampling distribution in the marginal space by combining the standard PF and the EnKF approximation using a multiple importance sampling (MIS) scheme. In the second work we propose transport mapping based variational ensemble Kalman filter for sequential Bayesian filtering problems with generic observation models, including affine-mapping and SVGD based mapping.