PSTAT 237
Uncertainty Quantification
Statistical and machine learning approaches to computational uncertainty quantification in mathematical models with applications to computer simulations, images, and time-series, spatio-temporal, and functional data. Topics include computer model emulation and design, reproducing kernel Hilbert spaces, Gaussian processes, dynamic systems, the Kalman filter, inverse problems, and Bayesian optimization.
Topics
- computer model emulation and design
- reproducing kernel Hilbert spaces
- Gaussian processes
- dynamic systems
- the Kalman filter
- inverse problems
- and Bayesian optimization
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027