Brag Meeting 31st August 2017

When: Thursday 31st August 2017, 13:00-14:00.

Location: GP-Y801.

Included in meeting: 

This week we have Brodie and Pubudu presenting at our meeting. Details on their presentations are included below.

Pubudu’s talk:

“The title is: Importance Sampling using Laplace Approximation

Abstract: Most of the estimation techniques are based on direct sampling from the distribution of interest. However, there are some situations where direct samples from the target distribution is difficult or impossible. Importance sampling can be used in such situations if we have samples from a close distribution to the target distribution. This presentation focuses on how Laplace approximation technique is applied to find a distribution that covers most of our target distribution to be used in importance sampling. ”

Brodie’s talk:

“Title: Real Models Don’t Have Curves

Abstract: Gaussian Processes remain the most popular tool for constructing emulators (also known as surrogate models or metamodels) for complex computer code, that allow it to be run in very small amounts of time. However, Gaussian processes have a serious limitation in that the covariance structures they use assume a certain degree of smoothness that, in many cases is simply not reasonable. In this talk, I will demonstrate using a simple example the idea of bifurcations in models, and then discuss my recent explorations into how we can piece together separate Gaussian process emulators to recover accurate emulator behaviour in such cases, and some of what’s out there in the literature.”

Next BRAG we will have special guest speakers Richard Boys and his PhD student presenting

We look forward to seeing you there!

Best regards,

Matt and Shovanur

 

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