Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...

This conference is being held in cooperation with the American Statistical Association (ASA) and GAMM Activity Group on Uncertainty Quantification (GAMM AG UQ). Uncertainty quantification (UQ) is ...

A course in Uncertainty Quantification with an emphasis on formulating and computation to extract predictions and uncertainty in computational and simulation models (including when real data ...

Road networks are critical public assets that must be monitored, modeled, and maintained with rigor and efficiency. As agencies face heavier traffic, ...

Inverse problems, mathematical modeling of inhomogeneous materials, computational methods, uncertainty quantification. My research focuses on estimating the mechanical properties (e.g. stiffness) of ...

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...