Clemson Uncertainty Quantification Working Group

Contact Information

Useful Resources

• SAMSI Year-Long Program on Model Uncertainty: Mathematical and Statistical(MUMS)
• SIAM Activity Group on Uncertainty Quantification
• 2015 IMA workshop on Uncertainty Quantification

References

Papers

• Sacks, J., Welch, W. J., Mitchell, T. J., & Wynn, H. P. (1989). Design and analysis of computer experiments. Statistical science, 409-423.
• Kennedy, M. C., & O'Hagan, A. (2001). Bayesian calibration of computer models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63(3), 425-464.
• Jones, D. R., Schonlau, M., & Welch, W. J. (1998). Efficient global optimization of expensive black-box functions. Journal of Global optimization, 13(4), 455-492.
• Fadikar, A., Higdon, D., Chen, J., Lewis, B., Venkatramanan, S., & Marathe, M. (2018). Calibrating a Stochastic, Agent-Based Model Using Quantile-Based Emulation. SIAM/ASA Journal on Uncertainty Quantification, 6(4), 1685-1706.

Books

• Santner, T. J., Williams, B. J., & Notz, W.(2003). The design and analysis of computer experiments. New York: Springer.
• Smith, R. C. (2013). Uncertainty quantification: theory, implementation, and applications (Vol. 12). Siam.