Computational Uncertainty Quantification

Videos from BIRS Workshop 17w5072

, King Abdullah University of Sciences and Technology
- 09:51
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Watch video | Download video: 201710090934-Tempone.mp4 (62M)
, Ecole Centrale de Nantes
- 11:20
Principal component analysis for the approximation of high-dimensional functions in tree-based tensor formats
Watch video | Download video: 201710091059-Nouy.mp4 (61M)
, MIT
- 11:43
Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting
Watch video | Download video: 201710091124-Morrison.mp4 (70M)
, MIT
- 12:04
Dimension reduction of the input parameter space of vector-valued functions
Watch video | Download video: 201710091144-Zahm.mp4 (74M)
, Tongji University
- 12:26
The probability density evolution method for uncertainty quantification and global reliability of complex civil structures
Watch video | Download video: 201710091206-Chen.mp4 (57M)
, University of New Mexico
- 09:39
Hybrid fuzzy-stochastic predictive modeling and computation
Watch video | Download video: 201710100919-Motamed.mp4 (57M)
, CNRS - CentraleSupélec
- 10:00
Fully scalable implementation of a volume coupling scheme for the modeling of random polycrystalline materials
Watch video | Download video: 201710100940-Cottereau.mp4 (51M)
, KTH
- 11:12
Stochastic regularity of a quadratic observable of high frequency waves
Watch video | Download video: 201710101051-Runborg.mp4 (58M)
, University of Wisconsin-Madison
- 11:31
Uncertainty quantification for multiscale kinetic equations with uncertain coefficients
Watch video | Download video: 201710101112-Jin.mp4 (53M)
, EPFL
- 11:59
Numerical methods for stochastic conservation laws
Watch video | Download video: 201710101142-Hoel.mp4 (57M)
, Ecole Polytechnique Fédéral de Lausanne
- 09:21
Convergence analysis of Padé approximations for Helmholtz problems with parametric/ stochastic wavenumber
Watch video | Download video: 201710110901-Nobile.mp4 (72M)
, Centre National de la Recherche Scientifique
- 09:44
A domain decomposition method for stochastic elliptic differential equations
Watch video | Download video: 201710110922-LeMaitre.mp4 (62M)
, CNR-IMATI Pavia
- 10:05
Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
Watch video | Download video: 201710110947-Tamellini.mp4 (61M)
, Oxford University
- 11:14
MLMC for value-at-risk
Watch video | Download video: 201710111056-Haji-Ali.mp4 (59M)
, King Abdullah University of Science and Technology
- 11:35
Multilevel weighted least squares approximation
Watch video | Download video: 201710111115-Wolfers.mp4 (69M)
, Oak Ridge National Laboratory
- 11:58
Multilevel Monte Carlo methods for Bayesian inference
Watch video | Download video: 201710111137-Law.mp4 (66M)
, Colorado School of Mines
- 12:22
Parameter space dimension reduction for forward and inverse uncertainty quantification
Watch video | Download video: 201710111159-Constantine.mp4 (71M)
, University of Texas
- 09:23
Efficient and scalable methods for large-scale stochastic PDE-constrained optimal control
Watch video | Download video: 201710120902-Ghattas.mp4 (62M)
, University of Chicago
- 09:50
Long time propagation of stochasticity by dynamical PCEs
Watch video | Download video: 201710120924-Bal.mp4 (72M)
, SUNY - Buffalo
- 10:14
Accurate and efficient estimation of probability of failure in design of large-scale systems
Watch video | Download video: 201710120951-Das.mp4 (78M)
, Massachusetts Institute of Technology
- 11:13
Inference via low-dimensional couplings
Watch video | Download video: 201710121040-Marzouk.mp4 (102M)
, Sandia National Laboratories
- 11:38
A consistent Bayesian approach for stochastic inverse problems
Watch video | Download video: 201710121115-Wildey.mp4 (73M)
, King Abdullah University of Science and Technology
- 11:54
Bayesian optimal experimental design using Laplace-based importance sampling
Watch video | Download video: 201710121139-Beck.mp4 (54M)
, University of South Carolina
- 13:31
Fast Bayesian filtering for high dimensional nonlinear dynamical systems
Watch video | Download video: 201710121222-Terejanu.mp4 (174M)