Stochastic spectral embedding

no code implementations • 9 Apr 2020 • S. Marelli, P. -R. Wagner, C. Lataniotis, B. Sudret

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification.

Uncertainty Quantification

Extending classical surrogate modelling to high-dimensions through supervised dimensionality reduction: a data-driven approach

no code implementations • 15 Dec 2018 • C. Lataniotis, S. Marelli, B. Sudret

Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ).

Supervised dimensionality reduction Uncertainty Quantification