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Monday, January 2, 2023

UQSay #52

The fifty-second UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, January 5, 2023.

2–3 PM — Georgios Karagiannis (Durham University)


Bayesian spanning treed co-kriging for high dimensional output emulation

We propose a new Bayesian emulator, called Bayesian spanning treed co-kriging, suitable to analyze computer models with non-stationary massive outputs in the multifidelity setting. Our motivation comes from a real-life application with a storm surge simulator. Given certain assumptions on the Bayesian model, we introduce a suitable stochastic mechanism that facilitates predictions in a principal manner. The good performance of our method is demonstrated in benchmark examples, while our method is implemented for the analysis of a surge simulator given simulations at different fidelity levels.

Organizing committee: Pierre Barbillon (MIA-Paris), Julien Bect (L2S), Nicolas Bousquet (EDF R&D), Amélie Fau (LMPS), Filippo Gatti (LMPS), Bertrand Iooss (EDF R&D), Alexandre Janon (LMO), Sidonie Lefebvre (ONERA), Didier Lucor (LISN), Emmanuel Vazquez (L2S).

Coordinators: Julien Bect (L2S) & Sidonie Lefebvre (ONERA)

Practical details: the seminar will be held online using Microsoft Teams.

If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).

You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.

The technical side of things: you can use Teams either directly from your web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.