Course description

Uncertainty quantification is central to the study of science and engineering that involves unknown parameters and random behaviors. This course introduces theories and methods in uncertainty quantification, in particular, data-driven methods, which find applications in data science, machine learning, and numerical weather prediction. As computational tools are essential in uncertainty quantification, the course also introduces standard computation libraries and involves coding in MATLAB/Python.

Class information

  • Instructor: Yoonsang Lee (yoonsang.lee at dart)
  • Class Time: MWF 11:45 am - 12:50 pm
  • Zoom link: https://dartmouth.zoom.us/j/9608147464
  • Office Hours: MW 12:50 - 1:30 pm

Prerequisites

  1. linear algebra (Math 22/24) and
  2. basic statistics (Math 20/40/70) or
  3. permission of the instructor.

Textbook

Textbook: There is no textbook for this course. As supplemental materials, the following books are recommended but not required to purchase.

  • K. Law, A. Stuart, K. Zygalakis, Data Assimilation
  • C. Robert, G. Casella, Monte Carlo Statistical Methods

Grading

  • Homework (40%); homework will include theory and computer simulation problems.
  • Midterm (20%)
  • Final exam (30%)
  • Participation (10%)

Resources

Notification to students

By enrolling in this course,

  1. I affirm my understanding that the instructor may record this course and any associated group meetings involving students and the instructor, including but not limited to scheduled and ad hoc office hours and other consultations, within any digital platform used to offer remote instruction for this course
  2. I further affirm that the instructor owns the copyright to their instructional materials, of which these recordings constitute a part, and my distribution of any of these recordings in whole or in part without prior written consent of the instructor may be subject to discipline by Dartmouth up to and including expulsion

By enrolling in this course, I hereby affirm that I will not under any circumstance make a recording in any medium of any one-on-one meeting with the instructor without obtaining the prior written consent of all those participating, and I understand that if I violate this prohibition, I will be subject to discipline by Dartmouth up to and including expulsion, as well as any other civil or criminal penalties under applicable law.