Seminar - Prof Pierre Gremaud - UC High Performance Computing - University of Canterbury - New Zealand

Variable importance for scattered data,
Prof Pierre Gremaud

Date: Monday 23 November 2015
Time: 12.00-1.00pm
Venue: Erskine 244
Cost: None
RSVP: email to register your interest

The determination of  the relative importance of the inputs to a black box function Y is a fundamental task: not only does it yield  an  improved understanding of the underlying problem, it also facilitates the development of efficient predictors. For many applications, evaluating Y is computationally expensive; for some applications, Y may only be accessed through a given dataset. Global sensitivity analysis is thus often performed on surrogate models, introducing bias. We propose a new notion of variable importance and demonstrate its performance when used in conjunction with  surrogate models from non-parametric statistics.

These concepts and methods will be introduced from scratch and illustrated by multiple examples.
Joint work with Joey Hart.

This seminar will be hosted in Erskine 244.
Prof Gremaud will also run a workshop on Tuesday 24 November: Uncertainty Quantification: introduction and examples.

Prof Pierre Gremaud comes to us from North Carolina State University, his research interests include numerical PDEs, mathematical modeling, material and medical science applications, granular materials.

You are warmly invited to attend this seminar. Please email to register your interest.

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