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Gaussian process emulation

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UNQW01 - Key UQ methodologies and motivating applications

Gaussian process (GP) emulators are a widely used tool in uncertainty quantification (UQ). This talk will define an emulator as a particular kind of surrogate model, then why GPs provide a tractable and flexible basis for constructing emulators, and set out some basic GP theory. There are a number of choices to be made in building a GP emulator, and these are discussed before going on to describe other uses of GPs in UQ and elsewhere.

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

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