Friday, November 24, 2023

UQSay #66

The sixty-sixth UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, November 30, 2023.

2–3 PM — Elaine Spiller (Marquette University) — [slides]

Two recent advances in UQ with Gaussian process models:
the zGP and the PPLE

Gaussian processes (GPs) are an effective and widely used tools to emulate computer simulations of physical process models for uncertainty quantification (UQ). Over the last 10-15 years, GP modeling of computer simulations has advanced tremendously to handle challenges posed by complex and realistic simulators. We will discuss two recent challenges. The first challenge is the "zero-problem” — simulations that result in positive, real-valued output or zero. Such zero-censored data pose a significant obstacle to GP emulators because of both the inherent non-stationary and because GPs have full support. The second challenge we will explore is emulating high-dimensional multi-physics simulations. Here we will combine two recent GP approaches: linked GP emulation (for coupled physical simulations) and parallel partial emulators (PPEs) for emulating simulators with high-dimensional output. The resulting parallel partial linked GP emulator (PPLE) proves an efficient approach to emulate high-dimensional multi-physics simulators.

Reference: E.T. Spiller, R.W. Wolpert, P. Tierz & T.G. Asher, “The zero problem: Gaussian process emulators for range constrained computer models”, 2023. [github]

Joint work with Robert Wolpert (Duke Univ.) and Sue Minkoff (Univ. of Texas)

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.