Data-Driven Computational Methods : Parameter and Operator Estimations (Hardcover)

1. Introduction; 2. Markov chain Monte Carlo; 3. Ensemble Kalman filters; 4. Stochastic spectral methods; 5. Karhunen?Loeve expansion; 6. Diffusion forecast; Appendix A. Elementary probability theory; Appendix B. Stochastic processes; Appendix C. Elementary differential geometry; References; Index.