Monte-carlo methods / Workshop Cet événement est passé. 11 décembre @ 8 H 30 min - 17 H 30 min Thematic Semester on “Monte-Carlo: propagation of uncertainty, particle methods, stochastic algorithms for Big Data” Workshop on “Propagation of Uncertainty” 11th December 2015 Venue : IHP (Institut Henri Poincaré), amphi Hermite 8h30 – 9h00 Welcome of the participants 9h00 – 9h40 Olivier le Maître, LIMSI-CNRS Multiresolution and separated representations for uncertainty quantification 9h40 – 10h20 Guillaume Perrin, CEA / DAM Île-de-France Statistical inverse problems for non-Gaussian non-stationary stochastic processes defined by a set of realizations 10h20 – 10h50 Coffee break 10h50 – 11h30 Olivier Roustant, Ecole des Mines de Saint-Etienne Inequality constraints, support analysis and uncertainty quantification. 11h30 – 12h10 Bruno Sudret, ETH Zürich Sparse polynomial chaos expansions for uncertainty propagation and sensitivity analysis 12h10 – 14h00 Lunch time 14h00 – 14h40 Anthony Nouy, Ecole Centrale Nantes Low-rank approximations and subspace-based model order reduction 14h40 – 15h20 Bertrand Iooss, EDF R&D Uncertainty quantification and validation of simulation experiments: Research topics for industrial risk management in EDF 15h20 – 15h50 Coffee break 15h50 – 16h30 Clémentine Prieur, Université Joseph Fourier Grenoble 1 Goal-oriented error estimation, with application to sensitivity analysis 16h30 – 17h30 Round table Propagation of uncertainty and model validation in finance and insurance Confirmed participants: Bertrand Iooss (EDF R&D), Claude Martini (Zeliade Systems), Anthony Nouy (Ecole Centrale Nantes) Organisateur Labex Louis Bachelier Lieu Institut Henri Poincaré 11 rue Pierre et Marie Curie, Paris, 75005 France
