This is an informal discussion on the Wishart distribution and law of large numbers for Wishart samples with application to the convergence of the sample covariance. Other topics to be discussed include laws of large numbers in Hilbert and Banach spaces.

NOTE: The seminar starts at 10AM. 1. Discussion of "The Geometry of Statistics" presentation from the Statistics Seminar

2. Central limit theorem in Banach spaces

This is a follow-up to the previous seminar "A roadmap to the proof of Kalman filter formulas in a Hilbert space". We'll try to solve some of the problems posed there.

I will introduce the basics of morphing and image registration as we use them in data assimilation.

The purpose of this talk is to give enough background and information to use Loren's code (under development).

NOTE UNUSUAL DAY.

This is mostly a hands-on coding session to question, discuss, and test combinations of our codes: 1. enkf (matlab) 2. morphing (fortran) 3. fft data assimilation (matlab) 3. epidemic simulation (java) 4. weather-wildfire (fortran) If time allows, further discussion will deal with: 1. requirements for the cross-covariance 2. covariance models in the frequency domain 3. covariogram and its computation by the FFT (Marcotte, 1996)

We'll compare our notes and codes. PLEASE NOTE UNUSUAL DAY.

This talk will begin a survey of EnKF literature. Arter the talk, we'll continue working on the ICCS10 and MS10 conference papers, connect and test codes, etc.

This talk will continue a survey of EnKF literature. Arter the talk, we'll continue working on the ICCS10 conference paper, connect and test the epidemic simulation and FFT EnKF codes, etc.

Possible topics include: 1. FFT EnKF (Jan), 2. Continue the review (Ashok), 3. Epidemic model (Loren), 4. EnKF in Hilbert spaces (Jan), a graphical EnKF demo (Volodymyr)

Oscar will give a brief presentation about the basics of 3D VAR. Further topics, time and interest permitting: background for FFTEnKF and 1D EnKF demo (Volodymyr), FFTEnKF and covariance fitting (Jan), continuation of comparison of deterministic EnKFs (Ashok), discussion of epidemic models (Loren),...