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2018 MUMS Opening Workshop

20 August 2018, MUMS Opening Workshop: An Overview of Reduced-Order Models and Emulators, Elaine Spiller

Typically quantifying uncertainty requires many evaluations of a computational model or simulator. If a simulator is computationally expensive and/or high-dimensional, working directly with a simulator often proves intractable. Surrogates of expensive simulators are popular and powerful tools for overcoming these challenges. I will give an overview of surrogate approaches from an applied math perspective and from a statistics perspective with the goal of setting the stage for the "other" community.

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