Computational Uncertainty Quantification
Videos from BIRS Workshop
Raúl Tempone, King Abdullah University of Sciences and Technology
Monday Oct 9, 2017 09:34 - 09:51
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Anthony Nouy, Ecole Centrale de Nantes
Monday Oct 9, 2017 10:59 - 11:20
Principal component analysis for the approximation of high-dimensional functions in tree-based tensor formats
Rebecca Morrison, MIT
Monday Oct 9, 2017 11:24 - 11:43
Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting
Olivier Zahm, MIT
Monday Oct 9, 2017 11:44 - 12:04
Dimension reduction of the input parameter space of vector-valued functions
Jianbing Chen, Tongji University
Monday Oct 9, 2017 12:06 - 12:26
The probability density evolution method for uncertainty quantification and global reliability of complex civil structures
Mohammad Motamed, University of New Mexico
Tuesday Oct 10, 2017 09:19 - 09:39
Hybrid fuzzy-stochastic predictive modeling and computation
Régis Cottereau, CNRS - CentraleSupélec
Tuesday Oct 10, 2017 09:40 - 10:00
Fully scalable implementation of a volume coupling scheme for the modeling of random polycrystalline materials
Olof Runborg, KTH
Tuesday Oct 10, 2017 10:51 - 11:12
Stochastic regularity of a quadratic observable of high frequency waves
Shi Jin, Shanghai Jiao Tong University
Tuesday Oct 10, 2017 11:12 - 11:31
Uncertainty quantification for multiscale kinetic equations with uncertain coefficients
Håkon Hoel, EPFL
Tuesday Oct 10, 2017 11:42 - 11:59
Numerical methods for stochastic conservation laws
Fabio Nobile, Ecole Polytechnique Fédéral de Lausanne
Wednesday Oct 11, 2017 09:01 - 09:21
Convergence analysis of Padé approximations for Helmholtz problems with parametric/ stochastic wavenumber
Olivier Le Maître, Centre National de la Recherche Scientifique
Wednesday Oct 11, 2017 09:22 - 09:44
A domain decomposition method for stochastic elliptic differential equations
Lorenzo Tamellini, Consiglio Nazionale delle Ricerche
Wednesday Oct 11, 2017 09:47 - 10:05
Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
Abdul-Lateef Haji-Ali, Oxford University
Wednesday Oct 11, 2017 10:56 - 11:14
MLMC for value-at-risk
Sören Wolfers, King Abdullah University of Science and Technology
Wednesday Oct 11, 2017 11:15 - 11:35
Multilevel weighted least squares approximation
Kody Law, University of Manchester
Wednesday Oct 11, 2017 11:37 - 11:58
Multilevel Monte Carlo methods for Bayesian inference
Paul Constantine, Colorado School of Mines
Wednesday Oct 11, 2017 11:59 - 12:22
Parameter space dimension reduction for forward and inverse uncertainty quantification
Omar Ghattas, University of Texas at Austin
Thursday Oct 12, 2017 09:02 - 09:23
Efficient and scalable methods for large-scale stochastic PDE-constrained optimal control
Guillaume Bal, University of Chicago
Thursday Oct 12, 2017 09:24 - 09:50
Long time propagation of stochasticity by dynamical PCEs
Sonjoy Das, SUNY - Buffalo
Thursday Oct 12, 2017 09:51 - 10:14
Accurate and efficient estimation of probability of failure in design of large-scale systems
Youssef Marzouk, Massachusetts Institute of Technology
Thursday Oct 12, 2017 10:40 - 11:13
Inference via low-dimensional couplings
Tim Wildey, Sandia National Laboratories
Thursday Oct 12, 2017 11:15 - 11:38
A consistent Bayesian approach for stochastic inverse problems
Joakim Beck, King Abdullah University of Science and Technology
Thursday Oct 12, 2017 11:39 - 11:54
Bayesian optimal experimental design using Laplace-based importance sampling
Gabriel Terejanu, University of South Carolina
Thursday Oct 12, 2017 12:22 - 13:31
Fast Bayesian filtering for high dimensional nonlinear dynamical systems
