A path integral method for data assimilation
نویسندگان
چکیده
منابع مشابه
A Path Integral Method for Data Assimilation
We describe a path integral approach for data assimilation. It is based on the generalized hybrid Monte Carlo sampling scheme. Since it makes no assumptions on linearity in the dynamics, or on Gaussianity in the statistics, it permits consideration of very general estimation problems. The method can be used for such tasks as computing a smoother solution, parameter estimation, and data/model in...
متن کاملPath Integral Method with Symmetry
In both classical and quantum mechanics, a dynamical system with symmetry is reduced to a system which has a smaller number of degrees of freedom. In this paper we formulate path integrals for the quantum system reduced by symmetry. The original system is defined in terms of a Riemannian manifold M , on which a Lie group G acts by isometric transformations. Then we show that the path integral o...
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولPath Dependent Option Pricing: the path integral partial averaging method
In this paper I develop a new computational method for pricing path dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform analytically a partial averaging over the underlying risk-neutral diffusion process. This result greatly eases the computational burden placed on the subsequent numerical evaluation. For short-medium t...
متن کاملNonlinearity in Data Assimilation Applications: A Practical Method for Analysis
A new method to quantify the nonlinearity of data assimilation problems is proposed. The method includes the effects of system errors, measurement errors, observational network, and sampling interval. It is based on computation of the first neglected term in a ‘‘Taylor’’ series expansion of the errors introduced by an extended Kalman filter, and can be computed at very little cost when one is a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physica D: Nonlinear Phenomena
سال: 2008
ISSN: 0167-2789
DOI: 10.1016/j.physd.2007.07.020