CEE 696-002: Data Assimilation in Civil and Environmental Engineering and Earth Science

Spring Semester 2021

Schedule

Date	Topic	Reading	Action Items
01/11/2021 M	Introduction to Inverse Problem and Data Assimilation	materials	Read Ch.1
01/13/2021 W	Linear Algebra (1) - Review	materials	Watch 3B1B
01/18/2021 M	No Class (MLK Day)
01/20/2021 W	Linear Algebra (2) - Least Squares/Overdetermined System	materials
01/25/2021 M	Linear Inverse Problem (1) - Underdetermined and Ill-posed System		Read Ch.2/HW1 (Exercise 1-5)
01/27/2021 W	Linear Inverse Problem (2) - SVD
02/01/2021 M	Linear Inverse Problem (3) - SVD/Uncertainty/Regularization		HW1 due
02/03/2021 W	Probability/Statistics Review (1) - Bayes Theorem	materials	Watch 3B1B
02/08/2021 M	Probability/Statistics Review (2) - Gaussian Process	materials	Read Ch. 3
02/10/2021 W	Linear Gaussian Inverse Problem (1) - Intro	materials
02/15/2021 M	No Class (President's Day)
02/17/2021 W	Linear Gaussian Inverse Problem (2) - UQ	materials	HW2 (Exercise 6-15)
02/22/2021 M	Linear Gaussian Inverse Problem (3) - Examples/Connection to DA	materials
02/24/2021 W	Kalman Filter (1) - Intro	materials	Read KF note (google drive)
03/01/2021 M	Kalman Filter (2) - State Space Model	materials	HW2 due
03/03/2021 W	Kalman Filter (3) - Derivation
03/08/2021 M	Kalman Filter (4) - Application
03/10/2021 W	Hyperparameter Selection (1) - Intro
03/15/2021 M	No Class (Spring Recess)
03/17/2021 W	No Class (Spring Recess)
03/22/2021 M	Midterm
03/24/2021 W	Hyperparameter Selection (2) - L-Curve/CV
03/29/2021 M	Hyperparameter Selection (3) - Hierachical Bayesian/Restricted Maximum Likelihood
03/31/2021 W	Quasilinear Gaussian (1) - Intro
04/05/2021 M	Quasilinear Gaussian (2) - Method
04/07/2021 W	Quasilinear Gaussian (3) - Adjoint-state method	materials
04/12/2021 M	Quasilinear Gaussian (4) - Example
04/14/2021 W	Hierarchical Bayesian (1) - Intro
04/19/2021 M	Hierarchical Bayesian (2) - Geostatistical Approach		Read Ch. 3 pg 71-82
04/21/2021 W	Hierarchical Bayesian (3) - Example		Read Ch. 4
04/26/2021 M	No Class
04/28/2021 M	Ensemble/Spectral Approximation
05/03/2021 M	Review
05/10/2021 M	Final Report Due