This Friday the RTG: Uncertainty Quantification in Life Sciences (UQ4Life) will host its first distinguished lecture series. The seminar with Professor Robert B. Gramacy (https://bobby.gramacy.com/) will be held Friday January 31st in Withers 232A at 11 am. Professor Gramarcy is a professor of Statistics at Virginia Tech University and affiliated with their computational modeling and data analytics program.
Title: A surrogate modeling journey through Gaussian processes modeling for computer simulation experiments
Abstract: This talk begins with an overview of Gaussian process (GP) surrogate modeling, and my favorite application: active learning for the (Bayesian) optimization of a blackbox function. I shall then survey some important, recent methodological developments targeting specific situations that increasingly arise in practice: large simulation campaigns, noisy observations/stochastic simulation, nonstationary modeling, and the calibration of computer models to field data. The presentation concludes with an in-depth description of a recent application: contour location for reliability in an airfoil simulation experiment using deep GPs. Throughout, there will be reproducible visuals and demos supported by code, both run live and embedded in the slides. These are biased toward my own work, in part because I understand that code best. But along the way I shall also endeavour to provide an otherwise balanced discussion of myriad alternatives that can be found elsewhere in this fast-moving literature.
We will have Coffee and Donuts in 5104 Commons before Seminar at 10 am
Students click HERE to sign up to meet the speaker
Faculty click HERE to sign up to meet the speaker
(Please see the attached google doc to fill in your information.)
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