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libqueso / queso

QUESO is a C++ library for doing uncertainty quantification. QUESO stands for Quantification of Uncertainty for Estimation, Simulation and Optimization.
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GPMSA Sensitivities #63

Open nicholasmalaya opened 11 years ago

nicholasmalaya commented 11 years ago

Form the Jacobian, e.g. d(Z)/d(theta) where Z is the emulator and theta are the parameters.

As they say in the paper:

With these, one can explore the sensitivities of the simulator model, describe the parameter settings for which the simulator is consistent with the data, and make predictions for the physical system at settings x for which no experimental data exist.

dmcdougall commented 11 years ago

Actually, it'll be d (\mathbb{Q}) / d (\theta). This specialises when \mathbb{Q} = z.

nicholasmalaya commented 11 years ago

Lot's of questions associated with this ticket: