A Bayesian tutorial for data assimilation

Data assimilation is the process by which observational data are fused with scientific information. The Bayesian paradigm provides a coherent probabilistic approach for combining information, and thus is an appropriate framework for data assimilation. Viewing data assimilation as a problem in Bayesian statistics is not new. However, the field of Bayesian statistics is rapidly evolving and new approaches for model construction and sampling have been utilized recently in a wide variety of disciplines to combine information. This article includes a brief introduction to Bayesian methods. Paying particular attention to data assimilation, we review linkages to optimal interpolation, kriging, Kalman filtering, smoothing, and variational analysis. Discussion is provided concerning Monte Carlo methods for implementing Bayesian analysis, including importance sampling, particle filtering, ensemble Kalman filtering, and Markov chain Monte Carlo sampling. Finally, hierarchical Bayesian modeling is reviewed. We indicate how this approach can be used to incorporate significant physically based prior information into statistical models, thereby accounting for uncertainty. The approach is illustrated in a simplified advection–diffusion model.     

A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a airplane). It uses a deterministic approximation of an adjoint transport solution to reduce variance, computed quickly by ignoring atmospheric interactions. This allows significant variance and computational cost reductions when the atmospheric scattering and absorption coefficient are small. When combined with an atmospheric photon-redirection scheme, significant variance reduction (equivalently acceleration) is achieved in the presence of atmospheric interactions.