All activities are taking place in the Meitner Hall of the Harnack-Haus (Ihnenstr. 16, 14195 Berlin) unless otherwise specified

Monday, 04 June 2012
(begin at 09:00)

Morning session (I. Horenko) Slides
Blackboard fotos: 1, 2, 3, 4, 5

• standard methods of statistical data analysis (Gaussian statistics, PCA/EOFs and spectral methods, statistical regression)
• Bayes theorem and its implications
• stationary VARX-processes
• Log-Likelihood-concept and approaches of parameter estimation
• concept of ill-posedness
• regularization strategies (Tykhonov regularization and regularized spline interpolation)
• some examples (from meteorology and climate)

Afternoon session (O. Kaiser, D. Igdalov and J. de Wiljes)

• hands-on software training (exercise software/data)

Tuesday, 05 June 2012
(begin at 09:00)

Morning session (I. Horenko) Slides
Blackboard fotos: 1, 2, 3, 4, 5

• mathematical derivation of the statistical entropy
• Occam’s principle and derivation of the Akaike Information Criterium for statistical model discrimination
• Bayesian Information Criterium (with derivation and implications)
• non-stationary and non-homogenous statistical methods
• Finite-Element-Methods of data analysis with Bounded Variation of the model parameters (FEM-BV)
• examples from meteorology and climate research

Afternoon session (O. Kaiser, D. Igdalov and J. de Wiljes)

• hands-on software training (exercise software/data lorenz) (FEM-BV software temporarily not available)

Wednesday, 06 June 2012
(begin at 09:00)

Morning session (I. Horenko) Slides Part1 ,Slides Part2
Blackboard fotos: 1, 2, 3, 4

• foundations of discrete processes (Bernoulli-, Markov-processes and their properties)
• concepts of master equation and Fokker-Planck equation
• spectral theory of discrete processes on the basis of the master equation
• parameter estimation for discrete processes
• standard methods (generalised linear models, logit regression, artificial neural networks)
• Application to cloud physics as an example

Afternoon session (O. Kaiser, D. Igdalov and J. de Wiljes)

• hands-on software training (exercise, software/data)

Thursday, 07 June 2012
(begin at 09:00)

Morning session (S. Reich)

• models vs "reality", model forecasting, ensemble methods and their assessment by observations (calibration and scoring)
• data assimilation with particle filters and the ensemble Kalman-Filters

Afternoon session (O. Kaiser, D. Igdalov and J. de Wiljes)

• hands-on software training (exercise, software/data, papers)

Friday, 08 June 2012
(begin at 09:00)

Morning session (S. Reich/I. Horenko)

• Various further applications: analysis of extremes, sea-ice modeling, etc.
• Slides J. de Wiljes
• Slides O. Kaiser