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E-book
Author Abarbanel, H. D. I., author

Title The statistical physics of data assimilation and machine learning / Henry D.I. Abarbanel
Published Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2022
©2022

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Description 1 online resource
Contents Prologue: Linking "the future" with the present -- A data assimilation reminder -- Remembrance of things path -- SDA variational principles; Euler-Lagrange equations and Hamiltonian formulation -- Using waveform information -- Annealing in the model precision Rf -- Discrete time integration in data assimilation variational principles; Lagrangian and Hamiltonian formulations -- Monte Carlo methods -- Machine learning and its equivalence to statistical data assimilation -- Two examples of the practical use of data assimilation -- Unfinished business
Summary "Data assimilation is a hugely important mathematical technique, relevant in fields as diverse as geophysics, data science, and neuroscience. This modern book provides an authoritative treatment of the field as it relates to several scientific disciplines, with a particular emphasis on recent developments from machine learning and its role in the optimisation of data assimilation. Underlying theory from statistical physics, such as path integrals and Monte Carlo methods, are developed in the text as a basis for data assimilation, and the author then explores examples from current multidisciplinary research such as the modelling of shallow water systems, ocean dynamics, and neuronal dynamics in the avian brain. The theory of data assimilation and machine learning is introduced in an accessible and unified manner, and the book is suitable for undergraduate and graduate students from science and engineering without specialized experience of statistical physics"-- Provided by publisher
Bibliography Includes bibliographical references and index
Notes Description based on online resource; title from digital title page (viewed on April 20, 2022)
Subject Statistical physics -- Data processing
Stochastic processes.
Supervised learning (Machine learning) -- Mathematical models
Discrete-time systems.
Stochastic Processes
Discrete-time systems
Statistical physics -- Data processing
Stochastic processes
Form Electronic book
LC no. 2021025372
ISBN 9781009024846
1009024841