The Statistical Physics of Data Assimilation and Machine Learning

Henry D. I. Abarbanel

204 pages, parution le 16/02/2022

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Résumé

The theory of data assimilation and machine learning is introduced in an accessible and pedagogical manner, with a focus on the underlying statistical physics. This modern and cross-disciplinary book is suitable for undergraduate and graduate students from science and engineering without specialized experience of statistical physics.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.1. Prologue: linking 'The Future' with the present; 2. A data assimilation reminder; 3. Remembrance of things path; 4. SDA variational principles; Euler-Lagrange equations and Hamiltonian formulation; 5. Using waveform information; 6. Annealing in the model precision Rf; 7. Discrete time integration in data assimilation variational principles; Lagrangian and Hamiltonian formulations; 8. Monte Carlo methods; 9. Machine learning and its equivalence to statistical data assimilation; 10. Two examples of the practical use of data assimilation; 11. Unfinished business; Bibliography; Index.Henry D. I. Abarbanel has worked in several fields of physics including high energy physics, nonlinear dynamics, and data assimilation in neurobiology. He is the author of two previous books: Analysis of Observed Chaotic Data (1996) and Predicting the Future: Completing Models of Observed Complex Systems (2013). He is a Distinguished Professor of Physics at University of California, San Diego (UCSD) and a Distinguished Research Physicist at UCSD's Scripps Institution of Oceanography.

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	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Henry D. I. Abarbanel
Parution	16/02/2022
Nb. de pages	204
EAN13	9781316519639

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The Statistical Physics of Data Assimilation and Machine Learning

Résumé

Caractéristiques techniques

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