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Accueil du site > Séminaires et groupes de travail > Séminaires de Probabilités-Statistiques > Séminaires PS 2016-2017

Séminaires PS 2016-2017

Agenda

séminaire

    • Mardi 7 mars 11:30-12:30 - Alexandre Janon - Université Paris-Sud

      Sensitivity analysis and dimension reduction

      Résumé : Mathematical models seldom represent perfectly the reality of studied systems, due to, for instance, uncertainties on the parameters that define the system. For instance, in geophysical fluids modelling, these parameters can be, e.g., the domain geometry, the initial state, the wind stress, the friction or viscosity coefficients.
      Sensitivity analysis aims at measuring the impact of each input parameter uncertainty on the model solution and, more specifically, to identify the "sensitive’’ parameters (or groups of parameters). Amongst the sensitivity analysis methods, we will focus on the Sobol indices method.
      The numerical computation of these indices require numerical solutions of the model for a large number of parameters’ instances. However, many models (such as typical geophysical fluid models) require a large amount of computational time just to perform one run. In these cases, it is impossible (or at least not practical) to perform the number of runs required to estimate Sobol indices with the required precision.
      This leads to the replacement of the initial model by a metamodel (also called response surface or surrogate model), which is a model that approximates the original model, while having a significantly smaller time per run, compared to the original model.
      We will focus on the use of metamodel to compute Sobol indices. More specifically, our main topic is the quantification of the metamodeling impact, in terms of Sobol indices estimation error. We also consider a method of metamodeling which leads to an efficient and rigorous metamodel.

      Lieu : bâtiment Fermat, salle 2102


    • Mardi 14 mars 11:30-12:30 - Jérôme Dedecker - Université Paris V

      Exposé de Jérôme Dedecker

      Lieu : Batiment Fermat, en salle 2102


    • Mardi 30 mai 11:30-12:30 - Yohan de Castro - Université Paris-Sud

      exposé de Yohan de Castro

      Lieu : bâtiment Fermat, salle 2102


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Les séminaires ont lieu le mardi, bâtiment Fermat, en salle 2102 à 11h30.

Contact : Alexis Devulder et Julien Worms

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Mots-clés

Probabilités Statistiques