Uncertainty Quantification in Data-Centric Simulations Workshop
This one-day intensive workshop provides a broad survey of mathematical methods for uncertainty quantification (UQ). Participants will learn about the key sources of uncertainty in modeling complex dynamic systems (model form, parameters, noise measurement, etc.) and how to address them using state-of-the-art techniques. By the end of the day, attendees will be familiar with and have practical exposure to:
- Fundamental probability and statistics concepts for quantifying uncertainty
- Spatial statistics techniques (e.g. Gaussian process modeling/Kriging) for building data-driven surrogate models
- Monte Carlo simulation methods for uncertainty propagation and risk analysis
- Global and local sensitivity analysis to determine influential parameters
- Surrogate modeling approaches to reduce computational cost (including polynomial chaos expansions and other alternatives to brute-force Monte Carlo)
- Data assimilation methods (Kalman filtering) for updating computational models with observational or real-time data
COURSE PREREQUISITES
Linear algebra. partial differential equations, probability and statistics
Workshop Event Details
Date: Wednesday, August 19, 2026
Time: 9:00 AM to 5:30 PM
Learning Format: In-Person
Location: Stanford University Main Campus
Credential: Certificate of Completion
Tuition: $850.00 (Affiliates)
$850.00 (ICME Nonprofit Collaborators)
$1350.00 (Non-Affiliates)
The class will be limited to 20 people. A 10% discount will be applied to groups of 5 or more from the same company. For any questions, please contact Tanya Schornack, Program Manager of Affiliates & Career Services at ICME.
FREQUENTLY ASKED QUESTIONS
- Why is registration limited? To enhance individual engagement and hands-on learning, our workshop is held in person with a limited number of participants giving priority to ICME affiliate members.
- How do I know if my company is an ICME affiliate? Click the link to learn if your company is an ICME affiliate: https://icme.stanford.edu/Affiliate-Program
- How do I pay for the workshop? After registering, you will receive an email asking for your payment.
- Do you offer group discounts? We offer a 10% group discount if an organization registers at least five people. For more information, please contact Tanya Schornack at tschorna@stanford.edu.
- When will I receive my certificate? Expect to receive it within one week after the workshop concludes.
- What is the refund policy? Refunds are processed on a case-by-case basis. For credit card payments, a 2.9% fee will be deducted from the total amount. To request a refund, please contact ICME at icme-contact@stanford.edu. ICME reserves the right to decline refund requests.
- Do I need to bring my own computer to the workshop? Yes, you will need to bring your own computer with a full charge, as outlets are limited. We'll send additional notifications closer to the event regarding accessing class materials and a website.
- Will lunch be provided during the workshop? Lunch will be provided for all participants during the workshop. If you have any dietary requirements, please let us know.
- Where will the workshop be held? The workshop is scheduled to take place on the Stanford main campus. Detailed information will be sent to you after registration.
- Where should I park? Visitor parking is available in designated Stanford campus areas. All visitor parking payments are contactless and managed through ParkMobile. Detailed information on the nearest parking lots will be sent to you after registration. Click here to purchase visitor parking.
COURSE CANCELLATIONS
ICME reserves the right to cancel a course for any reason. If ICME cancels a course, you will automatically be granted a full refund, including the registration fee and any course fees.