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Uncertainty quantification of numerical experiments: Several issues in industrial applications

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UNQW01 - Key UQ methodologies and motivating applications

In this talk, I will present some recent works of EDF R &D about the uncertainty management of cpu-expensive computer codes (also called numerical models). I will focus on the following topics: visualization tools in uncertainty and sensitivity analysis, functional risk curve estimation via a metamodel-based methodology, sensitivity analysis with dependent inputs using Shapley effects and robustness analysis of quantile estimation by the way of a recent technique based on perturbation of inputs' probability distributions.

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

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