Seminars of the Focus Area Complex Systems

Prof. Dr. C. Beta, Prof. Dr. K. Dethloff, Prof. Dr. R. Engbert, Prof. Dr. M. Holschneider, Prof. Dr. W. Huisinga, Prof. Dr. Ralf Metzler, Prof. Dr. A. Pikovsky, Prof. Dr. S. Reich, Prof. Dr. M. Rosenblum, Prof. Dr. G. Rüdiger, Prof. Dr. T. Scheffer, Prof. Dr. F. Scherbaum, Prof. Dr. J. Selbig, Prof. Dr. F. Spahn

Seminar

Speaker: Tim Sullivan, Zuse Institute Berlin and Freie Universität zu Berlin, Germany

Title: Distributional Uncertainty in Uncertainty Quantification * SFB 1294 colloquium

Time: Fri, Dec 8, 2017, 10:15am

Place: bldg 28, room 0.108

Abstract:
Many problems in forward and inverse uncertainty quantification assume a single probability distribution of interest, e.g. a distribution of random inputs or a prior measure for Bayesian inference. However, on close inspection, many of these probability distributions are not completely determined by the available information, and this introduces an additional source of uncertainty. For example there may be good grounds for assuming a particular form for the distribution, but the "correct" values of a few parameters may be known only approximately; at another extreme, only a few moments or statistics of the distribution may be known, leaving an infinite-dimensional non-parametric distributional uncertainty to be reckoned with.

Such so-called distributional or Knightian uncertainties may be particularly important if critical features of the system depend upon underdetermined aspects of the probability distribution such as tail behaviour. This talk will give a brief introduction to the treatment of such uncertainties, in both finite- and infinite-dimensional settings, including maximum entropy and optimisation approaches.

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Past NLD Seminars (1994-2007) & (2008 ...)

Students' seminar: Theoretical Physics, PIK, Modeling & TSA Berlin-Potsdam-Colloquia: PhysGesellschaft Berlin, TU Berlin, Pro Physik, AIP, AEI, MPI-KGF, GFZ, HMI, PIK, AWI, Max Planck Institute for the History of Science, Mathematik, DPG Disputationen, & Vorschau UP

Udo Schwarz, Zentrum für Dynamik komplexer Systeme,
Universität Potsdam, Campus Golm Karl-Liebknecht-Str. 24, 14476 Potsdam, building 28, room 2.107
Phone: (+49-331) 977-1658, Fax : (+49-331) 977-1045

Email: Udo.Schwarz AT uni-potsdam.de

DFG SFB 1294

DFG Sonderforschungsbereich 1294 Data assimilation

DFG SPP 1488

DFG Schwerpunktprogramm 1488 Planetmag


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