One of the drivers for this seminar series is to get a glimpse of the many research questions, ideas, and results linked to the activities in our division. The seminars are intended to be very informal and we make plenty of room for questions and discussions.
Speaker: Moses Chan, Northwestern University
Title of the lecture: “Using Gaussian Processes as Building Blocks for Uncertainty Quantification”
Overview
- Date:Starts 5 September 2025, 13:15Ends 5 September 2025, 14:15
- Location:Von Bahr, Soliden
- Language:English
Abstract: In learning unknown parameters from physical experiments, uncertainty quantification plays an important role for understanding how confident one can be with their results, specifically, how the experimental data constrain the parameters. In cases where numerical calculations (or computer simulation runs) are costly, the use of emulators has shown a promising direction. Gaussian processes (GPs) are commonly considered as a "black-box" emulator method, non-intrusive, flexibile, good for interpolation, and provides natural uncertainty quantification. However, GPs also famously break down as the parameter dimension grows, or become intractable as the amount of data increases. In this seminar, we take the perspective where GPs can be used as building blocks for constructing tractable emulator. The main idea is to retain the advantageous properties of GPs while tackling its shortcomings.
Note: Attendees are welcome to bring along their laptops to run several computational examples and to explore the construction of GP-based emulators.
Contact
- Professor, Subatomic, High Energy and Plasma Physics, Physics
