Chair of applied mathematics OQUAIDO

Optimization and uncertainty quantification for expensive data

The research program is at the intersection between the operational goals and scientific limitations described below:

Operational goals

Practical issues arising with expensive-to-evaluate numerical simulators can be gathered in 4 categories:

distribution conditionelle distribution conditionelle

Scientific limitations

The above operational goals are nowadays successfully handled when there is a few (an order of 10) continuous variables. The objective of the Chair is to widen the field of possibilities with a special focus on: