Lecture

Stochastic Simulation: Uncertainty Quantification

In course

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Description

This lecture covers the mathematical and algorithmic aspects of uncertainty quantification, focusing on Quasi Monte Carlo methods, crude Monte Carlo, and discrepancy measures. It explains how to approximate integrals using equal weight cubature formulas and discusses applications in estimating volumes and discrepancy functions.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_84cakvgn

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