The problem posed to the Study Group was, in essence, how to estimate the probability distribution of f(x) from the probability distribution of x. Here x is a large vector and f is a complicated function which can be expensive to evaluate. For Schlumberger's applications f is a computer simulator of a hydrocarbon reservoir, and x is a description of the geology of the reservoir, which is uncertain.

Problem presented by
Daniel Busby and Chris Farmer, Schlumberger

Study Group contributors
Joyce Aitchison (JMA Numerics)
Kseniya Arsentieva (University of Oxford)
Linda Cummings (University of Nottingham)
Jason McVean (Schlumberger, USA))
Dhanesh Patel (University of Baroda, India)
Giles Richardson (University of Nottingham)
Jonathan Rougier (University of Durham)