BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Talks.cam//talks.cam.ac.uk// X-WR-CALNAME:Talks.cam BEGIN:VEVENT SUMMARY:Deterministic RBF Surrogate Methods for Uncertainty Quantification \, Global Optimization and Parallel HPC Applications - Christine Shoemaker (National University of Singapore) DTSTART:20180208T100000Z DTEND:20180208T110000Z UID:TALK100204@talks.cam.ac.uk CONTACT:INI IT DESCRIPTION:Co-author: Antoine Espinet (Cornell University)

This talk will describe general-purpose algorithms for glob al optimization These algorithms can be used to estimate model parameters to fit complex simulation models to data\, to select among alternative opt ions for design or management\, or to quantify model uncertainty. In gener al the numerical results indicate these algorithms do very well in compari son to alternatives\, including Gaussian Process based approaches.. Prof. Shoemaker&rsquo\;s group has developed open source (free) PySOT optimizati on software that is available online (18\,000 downloads) . The algorithms can be run in serial or parallel. The focus of the talk will be on SOARS\ , an Uncertainty Quantification method for using optimization-based samp ling to build a surrogate likelihood function followed by additional sampl ing The algorithms builds a surrogate approximation of the likelihood func tion based on simulations done during the optimization search. Then MCMC i s performed by evaluating the surrogate likelihood function rather than th e original expensive-to-evaluate function. Numerical results indicate the SOARS algorithm is very accurate when compared to the posterior densities computed when using the expensive exact likelihood function. I also di scuss an application to a model of the underground movement of a plume of geologically sequestered carbon dioxide. The uncertainty in the paramete r values obtained from the MCMC analysis on the surrogate likelihood funct ion can be used to assess alternative strategies for identifying a cost-ef fective plan that will most efficiently give a reliable forecast of a carb on dioxide underground plume. This includes joint work with David Ruppert\ , Antoine Espinet\, Nikolay Bliznyuk\, and Yilun Wang.

Related Lin ks LOCATION:Seminar Room 1\, Newton Institute END:VEVENT END:VCALENDAR