The lunch starts at 12:00, and the talk will start around 12:20.

NB: Wednesday BigInsight Lunches are open to staff and students from any of the BigInsight partners, including UiO, but not to others.

Speaker: Christian Agrell, PhD student in applied mathematics and Senior Researcher at DNV GL.

Location: Math Department, Seminar Room 819, Niels Henrik Abels hus, 8th floor

Title: Gaussian processes for Machine Learning & Uncertainty Quantification

Abstract: Gaussian Processes (GPs) are a flexible tool for Bayesian nonparametric function estimation, and widely used for applications that require inference on functions such as regression and classification. Some early well-known applications of GPs are within spatial statistics, e.g. meteorology and in geostatistics where it is known as kriging. More recently GPs have become a popular choice within probabilistic machine learning. Since the GPs can act as interpolators when observations are noiseless, GPs has also become the main approach for uncertainty quantification and analysis involving computer experiments.

In this talk I will present how GPs are used within Machine Learning and the relatively new area of research called Uncertainty Quantification, and show some applications from ongoing research at DNV GL.