MUQ Workshop 2020 at TUM

Event Information

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Date and Time

Location

Location

Leibniz Supercomputing Centre (LRZ)

Boltsmannstr. 1

Garching

Germany

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Event description
Learn how to set up and use MUQ for your own projects, giving you easy access to a wide variety of powerful UQ algorithms.

About this Event

Time and Location

We will hold the workshop right after SIAM UQ 2020 on the same campus at TUM, specifically at the Leibniz Supercomputing Centre.

Goals

  • Learn how to easily employ various powerful UQ algorithms in your projects using MUQ
  • Get in contact with other users and MUQ developers for future collaborations
  • Exploit the modular structure of MUQ to easily build your own UQ algorithms

Content

The following capabilities of MUQ (http://muq.mit.edu/) will be introduced:

  • Markov chain Monte Carlo (MCMC) sampling
  • Polynomial chaos expansions (PCE)
  • Karhunen-Loeve expansions
  • Building optimal transport maps
  • Regression and Gaussian processes
  • Surrogate modeling

Apart from that, we will leave plenty of time for practical sessions. You are welcome to bring your own projects to work on!

Organizers

  • Andrew Davis (New York University)
  • Youssef Marzouk (Massachusetts Institute of Technology)
  • Anne Reinarz (Technical University of Munich)
  • Robert Scheichl (Heidelberg University)
  • Linus Seelinger (Heidelberg University)

Tentative Schedule

Monday, March 30th: Workshop 9:00 - 17:00, dinner 19:00

  • Motivation: Overview over some MUQ applications
  • Software setup: Getting MUQ to run on your own system
  • Theory recap: Brief review of Monte Carlo type methods
  • Modelling in MUQ: Introduction to graph-based models
  • Practical session: Sampling in MUQ
  • Lunch break
  • Theory recap: Brief review of Markov Chain Monte Carlo type methods
  • Practical session: Work on your own problems or try predefined examples

Tuesday, March 31st: Workshop 9:00 - 17:00

  • Brief examples of advanced MUQ features
  • Theory recap: Multilevel MCMC, transport maps, surrogate models for MCMC
  • Practical session: Multilevel MCMC example
  • Lunch break
  • Practical session: Work on your own problems or try predefined examples

Supported by the ENERXICO project.

The ENERXICO project has received funding from the European Union's Horizon 2020 Programme, grant agreement n° 828947, and from the Mexican Department of Energy, CONACYT-SENER Hidrocarburos grant agreement n° B-S-69926.

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Date and Time

Location

Leibniz Supercomputing Centre (LRZ)

Boltsmannstr. 1

Garching

Germany

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