Active subspaces: Emerging ideas for dimension reduction in parameter studies
Joint talk with Department of Mathematics.
Paul Constantine
Department of Applied Mathematics and Statistics, Colorado School of Mines
Date and time:
Friday, December 4, 2015 - 3:00pm
Location:
ECCR 245
Abstract:
Scientists and engineers use computer simulations to study relationships between a physical model's input parameters and its outputs. However, thorough parameter studies---e.g., constructing response surfaces, optimizing, or averaging---are challenging, if not impossible, when the simulation is expensive and the model has several inputs. To enable studies in these instances, the engineer may attempt to reduce the dimension of the model's input parameter space. Active subspaces are a set of dimension reduction tools that identify important directions in the parameter space. I will describe methods for discovering a model's active subspace and propose strategies for exploiting the reduced dimension to enable otherwise infeasible parameter studies. For more info, see www.activesubspaces.org
BIO
Paul G. Constantine is the Ben L. Fryrear Assistant Professor of Applied Mathematics and Statistics at Colorado School of Mines. He received his Ph.D. from Stanford's Institute for Computational and Mathematical Engineering and spent two years as the John von Neumann Fellow at the Sandia National Laboratories' Computer Science Research Institute. His research interests include uncertainty quantification and dimension reduction for large-scale computer simulations. For more information, visitinside.mines.edu/~pconstan