Photo of Dr Nathan  Owen

Dr Nathan Owen

Postgraduate

Email:

Telephone: 01392 726403

Extension: (Streatham) 6403

After graduating from the University of Exeter in 2013 with first class honours degree in MSci Mathematics (Climate Science), I continued my studies at the University by beginning a PhD in Mathematics.

My PhD project was entitled: 'A comparison of polynomial chaos and Gaussian process emulation for uncertainty quantification in computer experiments', and I worked under the supervision of Professor Peter Challenor and Dr Prathyush Menon. I submitted my thesis in May 2017 and successfully defended it during my viva voce examination in June 2017.

During my PhD I studied two popular surrogate methodologies for uncertainty quantification in computer experiments, known as polynomial chaos and Gaussian process emulation. These techniques have been developed and used in the literature over the last 25 years, but despite tackling similar problems in the field, there has been a surprising lack of interaction between the two communities. A major result of my PhD was a comparison of the approximation accuracy polynomial chaos and Gaussian process emulation for two simulators used in industry - the first comparison of its kind in the literature. I also investigated possible ways of combining the two approaches to form a hybrid surrogate model, and this led to the development of the probabilistic polynomial chaos methodology.       

After completing my PhD I remained at the University of Exeter, taking on a role as a Postdoctoral Research Associate in Statistics at the Land, Environment, Economics and Policy Institute (LEEP).

https://socialsciences.exeter.ac.uk/leep/

Publications:

Owen NE, Challenor P, Menon PP, and Bennani S, 2017. Comparison of surrogate-based uncertainty quantification methods for computationally expensive simulators. SIAM/ASA Journal on Uncertainty Quantification, 5(1), pp.403-435.

http://epubs.siam.org/doi/pdf/10.1137/15M1046812


 

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