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Faculty Candidate Seminar - Matthias Morzfeld


 
05/21/2019 - 1:00pm
Location: 
Eckart 227
Event Description: 

SCRIPPS INSTITUTION OF OCEANOGRAPHY FACULTY CANDIDATE SEMINAR - 
Theoretical/Computational Geophysics

DATE:          May 21st, Tuesday, 1 p.m.  

LOCATION:     Eckart 227

SPEAKER:      Matthias Morzfeld
            University of Arizona
            
TITLE:          What is Bayesian inference, why is it useful in Earth science and why is it challenging to do numerically?

ABSTRACT:
 

Bayesian inference is used to update the predictions of computational models based on observations. I will first give three examples of Bayesian inference in Earth science: (i) predicting reversals of Earth’s magnetic axial dipole; (ii) intra-hour forecasting of global horizontal irradiance for use in solar power forecasts; and (iii) connecting a “phenomenological” predator-prey model for stratocumulus cloud desks to large eddy simulations.
 
The second part of the talk describes the numerical solution of Bayesian inference problems, which is often based on sampling a posterior probability distribution. Sampling posterior distributions is difficult because these are usually high-dimensional (many parameters or states to estimate) and non-standard (e.g., not Gaussian). In particular a high-dimension causes numerical difficulties and slow convergence in many sampling algorithms. I will explain how ideas from numerical weather prediction can be leveraged to design Markov chain Monte Carlo (MCMC) samplers whose convergence rates are independent of the problem dimension for a well-defined class of problems. This will lead to a “map” of characteristics that make Bayesian inference problems numerically feasible to solve. 

 

 

Faculty Host: Steve Constable (sconstable@ucsd.edu)
For more information on this event, contact: 
lcosti@ucsd.edu
Event Calendar: 
Seminars