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Calculating and Communicating Uncertainty

Published on: Mon, 01 Sep 2014 15:16:00 CEST by Julien Bect
The conference Calculating and Communicating Uncertainty (CCU 2015) will take place in London on January 27 and 28, 2015.

From the conference web site:
Uncertainty impacts decision makers across government and industry. However, calculation and clear communication of uncertainty poses significant challenges, as highlighted by Prof. Sir Mark Walport in a recent article1.

This conference will bring together decision makers, analysts and researchers from government, industry and academia to explore state of the art techniques and common problems, and share best practice.

The event will cover the methods for calculating and propagating uncertainty within complex systems of mathematical or computer models and simulations. It will also explore the communication of uncertainty and risk to decision makers.
Pierre L’ECUYER @ INSTN/Saclay - 18/06 10h30 "Multiple Streams of Random Numbers for Parallel Computers: Design and Implementation"

Published on: Thu, 12 Jun 2014 09:29:00 CEST by Yann Richet
Le Professeur Pierre L’ECUYER,
titulaire de la Chaire du Canada en Simulation et Optimisation Stochastique,
à l’Université de Montréal,

fera un exposé intitulé

"Multiple Streams of Random Numbers for Parallel Computers:
Design and Implementation

le 18 juin 2014 à 10h30, à l’Amphithéâtre Jules Horowitz de l’INSTN/Saclay.
Une introduction à l'analyse de sensibilité

Published on: Wed, 21 May 2014 00:05:00 CEST by Bertrand Iooss
ICASP12 - Mini-Symposium on "Surrogate models for uncertainty quantification, reliability analysis and robust design"

Published on: Fri, 16 May 2014 12:37:00 CEST by Jean-Marc Bourinet
The 12th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP12) will be held in Vancouver, Canada, July 12-15, 2015 ( ).
As part of this conference it is our pleasure to organize the mini-symposium MS-9 entitled “Surrogate models for uncertainty quantification, reliability analysis and robust design”, see details below.
We kindly invite you to submit abstracts to ( cc: ) with a reference to the mini-symposium MS-9 by June 20, 2014. Authors of accepted abstracts will be invited to submit their full paper by December 19, 2014.
Looking forward to receiving your contributions,

B. Sudret, ETH Zurich, Switzerland,
J.-M. Bourinet, Institut Français de Mécanique Avancée, France
S. Mahadevan, Vanderbilt University, USA
S. Missoum, University of Arizona, USA

Surrogate models for uncertainty quantification, reliability analysis and robust design
Structural reliability methods and more generally, methods that aim at taking into account model- and parameters uncertainty have received much attention in the mechanical, civil, and aerospace engineering communities over the past two decades. Some well-known methods such as FORM/SORM for reliability analysis, spectral methods for stochastic finite element analysis, global sensitivity analysis (Sobol’ indices), etc. are nowadays applied in an industrial context, e.g. nuclear, aerospace, and automotive industries, among others.
However, accurate computational models (e.g., finite element analysis) of complex structures or systems are often costly. A single run of the model may last minutes to hours, even on powerful computers. In order to use these models for reliability analysis and reliability-based design optimization, which require repeated calls to the computational code, it is necessary to develop a substitute that may be evaluated thousands to millions of times at low cost: these substitutes are referred to as meta-models or surrogate models.
The aim of this mini-symposium is to confront various kinds of meta-modeling techniques in the context of uncertainty propagation including classical response surfaces, polynomial chaos expansions, Kriging, support vector regression, neural networks, sparse grid interpolation, etc. Papers that present new methodology developments as well as large scale industrial applications that make use of surrogate models are welcome.
Rappel : atelier "données mixtes" le 16 mai

Published on: Mon, 12 May 2014 10:16:00 CEST by Julien Bect

L'atelier sur les données mixtes : "Handling categorical and continuous data", organisé par Nathalie Villa-Vialaneix (INRA) et Sébastien Da Veiga (Snecma) se tient ce vendredi 16 mai à l'IHP.

Le programme est disponible sur la page web de la journée :

Inscription gratuite mais souhaitée.