The course provides an introduction to probabilistic forecasting methods, computational methods for Bayesian inference and their application to dynamical models; a process often called data assimilation. Typical application areas include weather forecasting, machine learning and the prediction of financial markets. The course is taught in English. A basic understanding of numerical analysis, statistics, and stochastic processes is desirable.
- Kursleiter*in: Jakiw Ioan Pidstrigach
- Kursleiter*in: Prof. Dr. Sebastian Reich