Small sample designs for multi-level, multi-output computer simulators

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

• Michael Goldstein (Durham University)
• Tuesday 06 March 2018, 09:00-09:45
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact INI IT.

UNQW03 - Reducing dimensions and cost for UQ in complex systems

This talk is concerned with some general principles for the design of experiments to learn about computer simulators with many inputs and many outputs which may be evaluated at different levels of accuracy and for which the top level simulator is expensive to evaluate for any input choice. Our aim is to use many evaluations of a fast approximation to the simulator to build an informative prior for the top level simulator. Based on this prior, we may build a small but informative design for the slow simulator. We will illustrate the methodology on a design problem for an oil reservoir simulator. (The work is joint with Jonathan Cumming.)

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

This talk is included in these lists:

This talk is not included in any other list

Note that ex-directory lists are not shown.