In the framework of the Institut Henri Poincaré (IHP) trimester The Mathematics of Climate and the Environment, Dan Crisan, Omar Ghattas and myself will give a series of lectures on Big data, data assimilation and uncertainty quantification.

Details on the trimester can be found here. Registration can be performed on the IHP website. The IHP is located in the centre of Paris, near École Normale, the Panthéon and the Luxembourg garden.

The tentative synopsis and dates of my lectures on data assimilation is:

  • Monday, October 28 10:30-12:30 Lecture 1: Elementary principles of geophysical data assimilation. The Bayesian standpoint. Classical methods of data assimilation: 3D-Var, the Kalman filter, 4D-Var.
  • Tuesday, October 29, 10:30-12:30 Lecture 2: The ensemble Kalman filter and its variants (focus on the algorithmic/mathematical aspects.)
  • Thursday, October 31, 10:30-12:30 Lecture 3: Recent advances: hybrid and ensemble variational techniques. Discussion on what to expect from machine learning/deep learning.