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.

The accompanying Jupyter notebook is available on Github. The Sobol indices notebook is also available.