@misc{WiljesTong2020, author = {Wiljes, Jana de and Tong, Xin T.}, title = {Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, volume = {33}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {9}, publisher = {IOP Publ.}, address = {Bristol}, issn = {1866-8372}, doi = {10.25932/publishup-54041}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-540417}, pages = {4752 -- 4782}, year = {2020}, abstract = {Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For spatial-temporal models, the ensemble Kalman filter with proper localisation techniques is considered to be a state-of-the-art DA methodology. This article proposes and investigates a localised ensemble Kalman Bucy filter for nonlinear models with short-range interactions. We derive dimension-independent and component-wise error bounds and show the long time path-wise error only has logarithmic dependence on the time range. The theoretical results are verified through some simple numerical tests.}, language = {en} } @phdthesis{Berner2016, author = {Berner, Nadine}, title = {Deciphering multiple changes in complex climate time series using Bayesian inference}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-100065}, school = {Universit{\"a}t Potsdam}, pages = {xvi, 135}, year = {2016}, abstract = {Change points in time series are perceived as heterogeneities in the statistical or dynamical characteristics of the observations. Unraveling such transitions yields essential information for the understanding of the observed system's intrinsic evolution and potential external influences. A precise detection of multiple changes is therefore of great importance for various research disciplines, such as environmental sciences, bioinformatics and economics. The primary purpose of the detection approach introduced in this thesis is the investigation of transitions underlying direct or indirect climate observations. In order to develop a diagnostic approach capable to capture such a variety of natural processes, the generic statistical features in terms of central tendency and dispersion are employed in the light of Bayesian inversion. In contrast to established Bayesian approaches to multiple changes, the generic approach proposed in this thesis is not formulated in the framework of specialized partition models of high dimensionality requiring prior specification, but as a robust kernel-based approach of low dimensionality employing least informative prior distributions. First of all, a local Bayesian inversion approach is developed to robustly infer on the location and the generic patterns of a single transition. The analysis of synthetic time series comprising changes of different observational evidence, data loss and outliers validates the performance, consistency and sensitivity of the inference algorithm. To systematically investigate time series for multiple changes, the Bayesian inversion is extended to a kernel-based inference approach. By introducing basic kernel measures, the weighted kernel inference results are composed into a proxy probability to a posterior distribution of multiple transitions. The detection approach is applied to environmental time series from the Nile river in Aswan and the weather station Tuscaloosa, Alabama comprising documented changes. The method's performance confirms the approach as a powerful diagnostic tool to decipher multiple changes underlying direct climate observations. Finally, the kernel-based Bayesian inference approach is used to investigate a set of complex terrigenous dust records interpreted as climate indicators of the African region of the Plio-Pleistocene period. A detailed inference unravels multiple transitions underlying the indirect climate observations, that are interpreted as conjoint changes. The identified conjoint changes coincide with established global climate events. In particular, the two-step transition associated to the establishment of the modern Walker-Circulation contributes to the current discussion about the influence of paleoclimate changes on the environmental conditions in tropical and subtropical Africa at around two million years ago.}, language = {en} } @unpublished{BoeckmannNiebsch1998, author = {B{\"o}ckmann, Christine and Niebsch, Jenny}, title = {Examination of the nonlinear LIDAR-operator : the influence of inhomogeneous absorbing spheres on the operator}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14725}, year = {1998}, abstract = {The determination of the atmospheric aerosol size distribution is an inverse illposed problem. The shape and the material composition of the air-carried particles are two substantial model parameters. Present evaluation algorithms only used an approximation with spherical homogeneous particles. In this paper we propose a new numerically efficient recursive algorithm for inhomogeneous multilayered coated and absorbing particles. Numerical results of real existing particles show that the influence of the two parameters on the model is very important and therefore cannot be ignored.}, language = {en} } @unpublished{Dicken1998, author = {Dicken, Volker}, title = {Simultaneous activity and attenuation reconstruction in emission tomography}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14747}, year = {1998}, abstract = {In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.}, language = {en} } @unpublished{BoeckmannBieleNeuberetal.1997, author = {B{\"o}ckmann, Christine and Biele, Jens and Neuber, Roland and Niebsch, Jenny}, title = {Retrieval of multimodal aerosol size distribution by inversion of multiwavelength data}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14360}, year = {1997}, abstract = {The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.}, language = {en} }