Professor of Mathematics,
Florida State University
"Polynomial chaos and Monte Carlo"
Oct 06, 2021 Schedule:
- Tea Time - F2F ( 417 DSL) / Virtual ( Zoom)
- 03:00 to 03:30 PM Eastern Time (US and Canada)
- Colloquium - F2F ( 499 DSL) / Virtual ( Zoom)
- 03:30 to 04:30 PM Eastern Time (US and Canada)
Meeting # 942 7359 5552
Abstract:
We will discuss some ideas on how to use polynomial chaos to obtain improved Monte Carlo estimators, and present some applications to global sensitivity analysis.