Subsampling for uncertainty quantification

2017-06-18T13:54:09Z (GMT) by James Shaw
Effective Quadratures deterministically subsamples an expensive dynamical model to create a polynomial approximation. This talk presents an overview of the Effective Quadratures package and applies it using a Rosenbrock function as a stand-in for an expensive dynamical model.<div><br></div><div>The accompanying Jupyter notebook is <a href="">available on Github</a>. The Sobol indices notebook is <a href="">also available</a>.</div>