Progress
Candidate: Javad Rezaie
Supervisor:
Jo Eidsvik, Department of Mathematical Sciences, NTNU
Co - supervisor:
Henning Omre,
Department of Mathematical Sciences, NTNU
Working title: Statistical Modeling of Petroleum Reservoirs
Start: 16.03.09
Estimated time for defense of thesis: Spring 2013
Publications
"A shrinked Gaussian mixture filter for non-linear dynamics", Presented in the 23rd Nordic conference on Mathematical Statistics (NORDSTAT), June 2010 .
"A Robustified Gaussian Mixture Monte Carlo filtering for non-linear systems", In preparation for publishing in a Journal.
Attendance at conferences / workshops
· Sibiu, Romania, August 2009: 1st summer school on data assimilation and its applications in engineering.
· Bergen, Norway, May 2010: 5th international workshop on ensemble Kalman filter for model updating.
· Voss, Norway, June 2010: Nordic Conference on Mathematical Statistics. Presented: A shrinked Gaussian mixture filter for non-linear dynamics
Courses
The following courses have been passed during my Ph.D
· TMA4300 Modern Statistical Methods
· MA8109 Stochastic Differential Equations.
· MA8704 Probability Theory and Asymptotic Techniques.
Updates related to research directions
· Spring 2009 :Definition of problem and research challenges connected to problem.
· Fall 2009 :Courses amounting to 15 credits, working with mixture of Gaussian methods for proposing a new method for high dimensional systems.
· Spring 2010:Courses amounting to 7.5 credits, Continuing working on Gaussian mixture methods and proposing a novel method in this direction.
· Fall 2010: Research on Integrated Nested Laplace Approximation (INLA) method and also working on some of useful filtering methods for high dimensional systems.