SIAM Conference on Uncertainty Quantification (UQ20)
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Emmanuel Gobet
Ecole Polytechnique
France
Session
MS301: UQ in Finance
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Date: 03-26-2020 , Time: 08:30 am
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Topic: UQ for complex systems
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Presentation
Risk measures of a mixture model, an approach with mixture of MCMC and splitting
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Date: 03-26-2020 , Time: 10:00 am
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Topic: UQ for complex systems
Details