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Agent-based models and data assimilation Ward, Jonathan

Description

In this talk I will describe what agent-based models (ABMs) are and the mathematical challenges they present. I will also introduce data assimilation and the ensemble Kalman filter (EnKF). Using an extremely simple ABM, corresponding to a Markov chain that can be solved exactly, I will illustrate how the EnKF works and highlight some of things one must consider when applying data assimilation techniques. I will discuss an application using real data of footfall counts in Leeds.

Item Metadata

Title
Agent-based models and data assimilation
Creator
Ward, Jonathan
Publisher
Banff International Research Station for Mathematical Innovation and Discovery
Date Issued
2019-03-18T11:19
Description
In this talk I will describe what agent-based models (ABMs) are and the mathematical challenges they present. I will also introduce data assimilation and the ensemble Kalman filter (EnKF). Using an extremely simple ABM, corresponding to a Markov chain that can be solved exactly, I will illustrate how the EnKF works and highlight some of things one must consider when applying data assimilation techniques. I will discuss an application using real data of footfall counts in Leeds.
Extent
36.0 minutes
Subject
Mathematics; Game theory, economics, social and behavioral sciences; Computer science
Type
Moving Image
File Format
video/mp4
Language
eng
Notes
Author affiliation: University of Leeds
Series
BIRS Workshop Lecture Videos (Banff, Alta)
Date Available
2019-09-15
Provider
Vancouver : University of British Columbia Library
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International
DOI
10.14288/1.0380880
URI
http://hdl.handle.net/2429/71680
Affiliation
Non UBC
Peer Review Status
Unreviewed
Scholarly Level
Faculty
Rights URI
http://creativecommons.org/licenses/by-nc-nd/4.0/
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Attribution-NonCommercial-NoDerivatives 4.0 International