Numerical Analysis Seminar: Themis Sapsis, MIT, Likelihood-weighted active learning with application to Bayesian optimization, uncertainty quantification, and decision making in high dimensions
ZoomAnalysis of physical and engineering systems is characterized by unique computational challenges associated with high dimensionality of parameter spaces, large cost of simulations or experiments, as well as existence of uncertainty. For a wide range of these problems the goal is to either quantify uncertainty and compute risk for critical events, optimize parameters or control…