Introduction to Stochastic Modeling and MCMC methods

Add to your list(s) Download to your calendar using vCal

• Christian Soize (Université Gustave Eiffel)
• Monday 10 July 2023, 11:15-12:15
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact nobody.

USMW01 - Introduction to Uncertainty Quantification in Mechanics of Materials

Lecture: Monday 10 July 2023, 11:15 – 12:15Title: Introduction to stochastic modeling and MCMC methodsPresenter: Christian SOIZE 1. Introduction to stochastic modeling in Uncertainty Quantification (UQ). Aleatory and epistemic uncertainties. Sources of uncertainties and variabilities. Major challenges for the computational models. Brief summary of a strategy in UQ. 2. Multivariate Kernel Density Estimation (KDE) method in nonparametric statistics. Problem definition. Multivariate kernel density estimation method. 3. MCMC methods for generating realizations/samples. Main algorithms for the MCMC method: Metropolis-Hastings, Gibbs sampler,   Langevin Metropolis-Hastings, MCMC Hamiltonian dynamics algorithms. Metropolis-Hastings algorithm. Example and analysis for the Metropolis-Hastings algorithm. MCMC dissipative Hamiltonian dynamics algorithm.- Example and analysis of the ISDE -based algorithm.

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

This talk is included in these lists:

• All CMS events
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• Seminar Room 1, Newton Institute
• bld31

Note that ex-directory lists are not shown.