1st week

  1. 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

  1. Femke Vossepoel (TU Delft) – Particle filters
  2. 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
  3. 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
  4. 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

  1. Laurent Bertino (NASEN center, Norway)– Oceanography and Environmental Applications
  2. Mahaut de Vareilles (UiB)
  3. 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.
  4. Andreea Cojocaru (UiS) – the economics of oceans, with concentration on aquaculture, fisheries, seafood markets and coastal communities.
  5. 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)