Session 3: Uncertainty quantification: From basics to high-performance computing
Dr. Linus Seelinger & Dr. Lorenzo Tamellini
Uncertainty quantification (UQ) determines the effect of uncertain data on model predictions or inference. This is crucial in medical decision making, nuclear waste disposal, design of safe aircraft, etc. This session introduces UQ and some state-of-the-art methods, namely sparse grids surrogate modeling and the Sparse Grids Matlab Kit. Moreover, through UM-Bridge, a universal UQ software interface, the exercises cover both basic examples and high-performance applications on a cluster.