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Quantification of Uncertainty in Extreme Scale Computations

Debusschere, Bert D.; Jakeman, John D.; Chowdhary, Kamaljit S.; Safta, Cosmin S.; Sargsyan, Khachik S.; Rai, P.R.; Ghanem, R.G.; Knio, O.K.; La Maitre, O.L.; Winokur, J.W.; Li, G.L.; Ghattas, O.G.; Moser, R.M.; Simmons, C.S.; Alexanderian, A.A.; Gattiker, J.G.; Higdon, D.H.; Lawrence, E.L.; Bhat, S.B.; Marzouk, Y.M.; Bigoni, D.B.; Cui, T.C.; Parno, M.P.

Abstract not provided.

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TYPE Conference Poster YEAR 2015
OSTI

Data free inference with processed data products

Statistics and Computing

Najm, H.N.; Chowdhary, Kamaljit S.

Here, we consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.

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TYPE Journal Article YEAR 2014
OSTIDOI
Results 26–40 of 40
Results 26–40 of 40