Advanced Topics in Uncertainty Quantification

What it is about

You will learn methods for uncertainties quantification for sensitivity analyses, estimation of rare events, and the Bayesian approach to inverse problems. In the end you will be able to select appropriate numerical and statistical solution procedures and critically assess their foundations as well as their limitations.

What you will be able to do

• Understand principles of sensitivity analysis
• Apply methods for estimating rare events
• Know Bayesian formulation of inverse problems
• Select suitable numerical/statistical solvers
• Critically evaluate the methods used

What the module consists of

• VorlesungDelivery of content in lectures with demonstrative examples and discussion
• ÜbungsstundenDeepening through problem sheets, model solutions and self-check
• Selbststudium/AufgabenIndependent work to deepen understanding and prepare for the exam

Teaching method

• VorlesungPresentation of content, motivation for own analysis and discussion
• ÜbungssitzungenWorking on problem sheets for deeper understanding and self-check
• Programmierung/Praktische AufgabenApplication of methods in examples and implementations