Spectral Tensor-Train Decomposition for low-rank surrogate models

Daniele Bigoni, Allan Peter Engsig-Karup, Youssef M. Marzouk

Research output: Contribution to conferencePosterResearch

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Abstract

The construction of surrogate models is very important as a mean of acceleration in computational methods for uncertainty quantification (UQ). When the forward model is particularly expensive compared to the accuracy loss due to the use of a surrogate – as for example in computational fluid dynamics (CFD) – the latter can be used for the forward propagation of uncertainty [7] and the solution of inference problems.
Original languageEnglish
Publication date2014
Number of pages1
Publication statusPublished - 2014
EventSpatial Statistics and Uncertainty Quantification on Supercomputers - Bath, United Kingdom
Duration: 19 May 201421 May 2014
http://icms.org.uk/workshops/NAISBath

Workshop

WorkshopSpatial Statistics and Uncertainty Quantification on Supercomputers
Country/TerritoryUnited Kingdom
CityBath
Period19/05/201421/05/2014
Internet address

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