Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
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.