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)

Click Here to Join via Zoom
Meeting # 942 7359 5552

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.