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Ensuring monotonicity in emulation

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UNQ - Uncertainty quantification for complex systems: theory and methodologies

In this informal seminar, I will describe attempts to force emulators to have monotonic or convex outputs with respect to some of the input parameters. Various prior set-ups will be discussed including piecewise linear approximations, truncated Gaussian processes and non-linear transformations of Gaussian processes alongside computational methods such as Bayes linear updating and approximate Bayesian computations.



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

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