effective-quadratures.pptx (3.26 MB)
Subsampling for uncertainty quantification
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.
