Subspace-based dimension reduction for forward and inverse uncertainty quantification

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• Paul Constantine (University of Colorado)
• Monday 09 April 2018, 11:30-12:00
• Seminar Room 1, Newton Institute.

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UNQW04 - UQ for inverse problems in complex systems

Many methods in uncertainty quantification suffer from the curse of dimensionality. I will discuss several approaches for identifying exploitable low-dimensional structure—e.g., active subspaces or likelihood-informed subspaces—-that enable otherwise infeasible forward and inverse uncertainty quantification.

Related Links

• http://activesubspaces.org  Active subspaces

This talk is part of the Isaac Newton Institute Seminar Series series.

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