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Gaussian process emulation

Presented by: 
Tony O'Hagan University of Sheffield
Date: 
Thursday 11th January 2018 - 10:00 to 11:00
Venue: 
INI Seminar Room 1
Abstract: 
Gaussian process (GP) emulators are a widely used tool in uncertainty quantification (UQ). This talk will define an emulator as a particular kind of surrogate model, then why GPs provide a tractable and flexible basis for constructing emulators, and set out some basic GP theory. There are a number of choices to be made in building a GP emulator, and these are discussed before going on to describe other uses of GPs in UQ and elsewhere.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons