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Paul Constantine (University of Colorado)
Monday 09 April 2018, 11:30-12:00
Subspace-based dimension reduction for forward and inverse uncertainty quantification
â ī¸ Important: UNQW04 - UQ for inverse problems in complex systems
- đ¤ Speaker: Paul Constantine (University of Colorado)
- đ Date & Time: Monday 09 April 2018, 11:30 - 12:00
- đ Venue: Seminar Room 1, Newton Institute
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Abstract
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. Active subspaces
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