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We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…

Data Analysis, Statistics and Probability · Physics 2024-01-11 Enzo Canonero , Alessandra Rosalba Brazzale , Glen Cowan

The root mean squared error is an important measure used in a variety of applications such as structural dynamics and acoustics to model averaged deviations from standard behavior. For large-scale systems, simulations of this quantity…

Numerical Analysis · Mathematics 2025-04-22 Sean Reiter , Steffen W. R. Werner

Ordinal regression is a classification task where classes have an order and prediction error increases the further the predicted class is from the true class. The standard approach for modeling ordinal data involves fitting parallel…

Machine Learning · Computer Science 2022-02-16 Fred Lu , Francis Ferraro , Edward Raff

Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the overall numerical cost. Gaussian process based active…

Machine Learning · Statistics 2020-12-01 Morgane Menz , Sylvain Dubreuil , Jérôme Morio , Christian Gogu , Nathalie Bartoli , Marie Chiron

Surrogate models based on machine learning methods have become an important part of modern engineering to replace costly computer simulations. The data used for creating a surrogate model are essential for the model accuracy and often…

Machine Learning · Statistics 2023-10-03 Sven Lämmle , Can Bogoclu , Kevin Cremanns , Dirk Roos

Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless,…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Joseph Lorenzetti , Andrew McClellan , Charbel Farhat , Marco Pavone

We propose a new data-driven reduced order model (ROM) framework that centers around the hierarchical structure of the variational multiscale (VMS) methodology and utilizes data to increase the ROM accuracy at a modest computational cost.…

Numerical Analysis · Mathematics 2020-10-28 Changhong Mou , Birgul Koc , Omer San , Leo G. Rebholz , Traian Iliescu

Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…

Numerical Analysis · Mathematics 2026-03-27 Lijie Ji , Sabrina Rashid , Yanlai Chen , Zhu Wang

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

Machine Learning · Computer Science 2023-09-04 Paolo Conti , Mengwu Guo , Andrea Manzoni , Attilio Frangi , Steven L. Brunton , J. Nathan Kutz

This paper introduces a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least-squares Petrov-Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike…

Numerical Analysis · Mathematics 2022-03-24 Payton Lindsay , Jeffrey Fike , Irina Tezaur , Kevin Carlberg

We study an inverse scattering problem for a generic hyperbolic system of equations with an unknown coefficient called the reflectivity. The solution of the system models waves (sound, electromagnetic or elastic), and the reflectivity…

Numerical Analysis · Mathematics 2020-02-03 Liliana Borcea , Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky , Jörn Zimmerling

Numerous cutting-edge scientific technologies originate at the laboratory scale, but transitioning them to practical industry applications is a formidable challenge. Traditional pilot projects at intermediate scales are costly and…

Computational Engineering, Finance, and Science · Computer Science 2024-01-22 Seung Whan Chung , Youngsoo Choi , Pratanu Roy , Thomas Moore , Thomas Roy , Tiras Y. Lin , Du Y. Nguyen , Christopher Hahn , Eric B. Duoss , Sarah E. Baker

Machine learning surrogates are increasingly employed to replace expensive computational models for physics-based reliability analysis. However, their use introduces epistemic uncertainty from model approximation errors, which couples with…

Machine Learning · Computer Science 2025-09-24 Amirreza Tootchi , Xiaoping Du

A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…

Methodology · Statistics 2019-07-01 Boya Zhang , D. Austin Cole , Robert B. Gramacy

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

In this paper, we propose an acceleration framework for a class of iterative methods using the Reduced Order Method (ROM). Assuming that the underlying iterative scheme generates a rich basis for the solution space, we construct the next…

Numerical Analysis · Mathematics 2025-12-01 Kazufumi Ito , Tiancheng Xue

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan
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