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="https://github.com/hertzsprung/seminar-effective-quadratures/blob/master/jshaw-subsampling.ipynb">available on Github</a>. The Sobol indices notebook is <a href="http://nbviewer.jupyter.org/github/Effective-Quadratures/Effective-Quadratures/blob/master/ipython-notebooks/Sobol.ipynb">also available</a>.</div>