Tuesdays 4:30 pm-7:00pm at SAMSI, Research Triangle Park, NC, beginning Tuesday, August 28, 2018
No class during week of Thanksgiving (November 20, 2017)
Last class: Tuesday, December 4, 2018
Instructors: This course will be jointly taught by multiple instructors; lead instructor is Ralph Smith, Professor of Mathematics, N.C. State University. Additional Instructor is: Jim Berger, Arts and Sciences, Statistics Professor, Duke University
This course is being offered in conjunction with the SAMSI year-long research program on Model Uncertainty: Mathematical and Statistical.
This course will introduce statistical and mathematical sensitivity analysis and uncertainty quantification techniques for large-scale models arising in current applications. This includes the construction and verification of surrogate models and emulators for complex simulation models, frequentist and Bayesian inference techniques, and techniques to quantify uncertainties associated with statistical quantities of interest. Examples will be drawn from applications in materials science, biology and biomedical sciences, and nuclear engineering.
- NCSU – MA 810.001
- UNC-CH – STOR 894.1 / MATH 892.1
- Duke – STA 790.01 / Math 790-71.01