effective-quadratures.pptx (3.26 MB)

Subsampling for uncertainty quantification

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posted on 18.06.2017 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.

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NERC studentship

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