MATH Seminar

Title: Bayesian Filtering Methods for Dynamic Parameter Estimation in Differential Equations
Seminar: Numerical Analysis and Scientific Computing
Speaker: Andrea Arnold of Worcester Polytechnic Institute
Contact: Matthias Chung, matthias.chung@emory.edu
Date: 2023-10-03 at 10:00AM
Venue: MSC N306
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Abstract:
Estimating and quantifying uncertainty in unknown system parameters from partial, noisy system measurements remains a challenging inverse problem. In addition to constant parameters, a variety of systems stemming from real-world applications include unobservable parameters that change with time but have unknown evolution models. In this talk, we present several approaches using Bayesian filtering techniques to estimate time-varying parameters in deterministic dynamical systems governed by differential equations.

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