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Presentation
Multilevel Double-loop Monte Carlo and its counterpart in stochastic collocation
Author
Date:
03-24-2020 ,
Time:
02:30 pm
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Topic: Design of experiments
Details
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Presentation
- CANCELED - An Improved Multilevel Particle Filter
Author
Date:
03-24-2020 ,
Time:
03:00 pm
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Topic: Uncertainty propagation
Details
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Presentation
Hierarchical Data Assimilation via Multilevel Monte Carlo
Speaker
Date:
03-24-2020 ,
Time:
02:00 pm
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Topic: Data assimilation
Details
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Presentation
P54: Uncertainty quantification in the problem of salt contamination of groundwater flow
Author
Date:
03-24-2020 ,
Time:
04:15 pm
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Topic:
Details
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Presentation
Recent Advances on IGA-based Multi-Index Stochastic Collocation
Author
Date:
03-25-2020 ,
Time:
02:00 pm
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Topic: Uncertainty propagation
Details
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Presentation
A KDE-based Multi-level Markov chain Monte Carlo algorithm
Author
Date:
03-25-2020 ,
Time:
05:00 pm
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Topic: Statistical methods for UQ
Details
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Presentation
Computation of Electromagnetic Fields Scattered From Objects of Uncertain Shapes Using Multilevel Monte Carlo
Author
Date:
03-26-2020 ,
Time:
03:00 pm
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Topic: Uncertainty propagation
Details
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Presentation
Weak Error Rates for Option Pricing under the Rough Bergomi Model
Author
Date:
03-26-2020 ,
Time:
02:00 pm
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Topic: UQ for complex systems
Details
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Presentation
- CANCELED - Multilevel estimation of the expected information gain
Author
Date:
03-26-2020 ,
Time:
05:00 pm
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Topic: Design of experiments
Details
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Presentation
Modelling fatigue crack initiation in metallic specimens by spatial Poisson processes
Author
Date:
03-26-2020 ,
Time:
05:30 pm
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Topic: UQ for complex systems
Details
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Presentation
- CANCELED - Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
Author
Date:
03-26-2020 ,
Time:
04:30 pm
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Topic: UQ for complex systems
Details
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Presentation
Bayesian study of metallic fatigue data considering spatial Poisson processes
Author
Date:
03-27-2020 ,
Time:
08:30 am
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Topic: UQ for complex systems
Details
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Presentation
Physics-informed deep learning of divergence-free flows
Author
Date:
03-27-2020 ,
Time:
03:00 pm
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Topic: UQ for complex systems
Details
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Presentation
Importance Sampling for a Robust and Efficient Multilevel Monte Carlo Estimator for Stochastic Biological Systems
Author
Date:
03-27-2020 ,
Time:
03:30 pm
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Topic: UQ for complex systems
Details