1st week
- R&S= Patrick Raanes & Andreas Stordal (NORCE, Norway) – Ensemble methods, Theory and Phyton exercisesA broad introduction to the EnKF (Bayesian perspective), with Python code and exercises in Jupyter notebooks. We’ll cover:
- DA&EnKF
- Bayesian Inference
- Univariate Kalman filtering
- Multivariate Kalman
- Time series analysis
- Dynamical Systems, chaos, Lorenz
- Ensemble representation
- Writing your own EnKF
Time permitting, we will also do a history matching tutorial (https://github.com/patnr/HistoryMatching )
The students should have a computer and a Google account (to run the notebooks in the cloud). If they want, they can also work locally, following the installation instructions here: https://github.com/nansencenter/DA-tutorials
- Femke Vossepoel (TU Delft) – Particle filters
- Arnold Heemink (TU Delft) – Variational methods
- Introduction and formulation of a data assimilation problem as a nonlinear optimization problem.
- The simple scalar case: Estimating parameters using different optimization algorithms
- The large scale case: Estimating the initial condition of a linear numerical model using the Lagrangian approach
- Calculus of variations and the adjoint formalism
- Variational data assimilation
- Revisit of the large scale case: Estimating the initial condition of a linear numerical model using variational data assimilation
- The continuous case: Estimating parameters in a partial differential equation using variational data assimilation
- The variational data assimilation algorithm for large scale non-linear numerical models
- Special topics: Regularization, Automatic Differentiation, comparison with Deep Neural Networks, Model Order Reduction to obtain adjoint-free implementations, and Check pointing
- A&M = Anca Hanea and Mark Burgman (CEBRA, UniMelb, Australia) – Risk modelling, uncertainty quantification & structured expert judgment
- rational decision making and how does probabilistic modelling fit in
- why and where we need experts
- experts’ biases when expert judgement (EJ) is needed
- EJ for models, EJ for parameters
- workshop – 4 groups — build a BN from a narrative problem
- consensus (qualitative) modelling
- IDEA for parameters; calibration and target questions
- Workshop (same groups) second round IDEA
- scores in the classical model (CM) for EJ
- the consensus BN quantified, EJ scores for performance
- Tijana Janic : In summer school I would like to focus on use of physical constraints in EnKF. Hybrid EnKF as in this paper and several others following it: https://journals.ametsoc.org/view/journals/mwre/142/2/mwr-d-13-00056.1.xml?tab_body=abstract-display
| Hours | Monday | Tuesday | Wednesday | Thursday | Friday |
| 9:00-10:30
(5 min. break) |
Remus (30min)
R&S (1) |
Arnold (1) | Femke (3) | R&S (10) | M (3) |
| 10:30-10:45 | Coffee | Coffee | Coffee | Coffee | Coffee |
| 10:45-11:45 | R&S (2) | Femke (1) | Femke (4) | R&S (11) | M (4) |
| 12:00-13:00 | Lunch | Lunch | Lunch | Lunch | Lunch |
| 13:15-14:15 | R&S (3) | Femke (2) | Arnold (2) | R&S (12) | M (5) |
| 14:15-15:15 | R&S (4) | R&S (7) | Arnold (3) | R&S (13) | M (6) |
| 15:15-15:30 | Coffee | Coffee | Coffee | Coffee | Coffee |
| 15:30-16:30 | R&S (5) | R&S (8) | R&S (10) | Tijana (3) | M (6) |
| 16:30-17:30 | R&S (6) | R&S (9) | R&S (11) | Tijana (4) | M (6) |
| 17:30-18:00 | Student presentations | Student presentations | Student presentations | Tijana (5) | Student presentations |
2nd week
- Laurent Bertino (NASEN center, Norway)– Oceanography and Environmental Applications
- Mahaut de Vareilles (UiB)
- V&V= Martin Verlaan (TU Delft and Deltares, The Netherlands) & Nils van Velzen (Vortech, The Netherlands) – The Open DA paradigm – theory and the toolbox.
- Use OpenDA to show some aspects of especially Ensemble Kalman filtering. It will mainly be in the form of hands-on exercises.
- Andreea Cojocaru (UiS) – the economics of oceans, with concentration on aquaculture, fisheries, seafood markets and coastal communities.
- Jo Eidsvik (NTNU) – State space models, Bayesian filtering methods, data assimilation, sampling designs, design criteria, monitoring, value of information analysis, with applications of autonomous ocean sampling and geophysical monitoring for CO2 storage applications.
| Hours | Monday | Tuesday | Wednesday | Thursday | Friday |
| 9:00-10:30 (5 min. break) |
R&S (14) | Andreea (3) | Mahaut (3) | Jo (3) | Laurent (3) |
| 10:30-10:45 | Coffee | Coffee | Coffee | Coffee | Coffee |
| 10:45-11:45 | R&S (15) | Andreea (4) | Mahaut (4) | Jo (4) | Laurent (4) |
| 12:00-13:00 | Lunch | Lunch | Lunch | Lunch | |
| 13:15-14:15 | Andreea (1) | Mahaut (1) | Jo (1) | Laurent (1) | |
| 14:15-15:15 | Andreea (2) | Mahaut (2) | Jo (2) | Laurent (2) | |
| 15:15-15:30 | Coffee | Coffee | Coffee | Coffee | |
| 15:30-16:30 | V&V (1) | V&V (3) | V&V (5) | V&V (7) | |
| 16:30-17:30 | V&V (2) | V&V (4) | V&V (6) | V&V (8) |