Bayesian data assimilation based on a family of outer measures

Jeremie Houssineau; Daniel E. Clark

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arXiv · 1611.02989

Bayesian data assimilation based on a family of outer measures

Jeremie Houssineau·Daniel E. Clark

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Abstract

A flexible representation of uncertainty that remains within the standard framework of probabilistic measure theory is presented along with a study of its properties. This representation relies on a specific type of outer measure that is based on the measure of a supremum, hence combining additive and highly sub-additive components. It is shown that this type of outer measure enables the introduction of intuitive concepts such as pullback and general data assimilation operations.

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Jeremie Houssineau, Daniel E. Clark. 2016-11-09. Bayesian data assimilation based on a family of outer measures. https://arxiv.org/abs/1611.02989

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