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Uncertainty quantification of numerical experiments: Several issues in industrial applications

Presented by: 
Bertrand Iooss Electricté de France, Université Paul Sabatier Toulouse III
Monday 8th January 2018 - 14:00 to 15:00
INI Seminar Room 1
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.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons