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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

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

Numerical Analysis · Mathematics 2019-02-20 Liang Yan , Tao Zhou

SUMMARY This work aims at quantifying the effect of inherent uncertainties from cardiac output on the sensitivity of a human compliant arterial network response based on stochastic simulations of a reduced-order pulse wave propagation…

Numerical Analysis · Mathematics 2016-06-22 A Brault , L Dumas , D Lucor

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

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

This work suggests several methods of uncertainty treatment in multiscale modelling and describes their application to a system of coupled turbulent transport simulations of a tokamak plasma. We propose a method to quantify the usually…

Plasma Physics · Physics 2023-07-10 Yehor Yudin , David Coster , Udo von Toussaint , Frank Jenko

Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…

Computational Engineering, Finance, and Science · Computer Science 2014-02-07 Jan Sýkora , Anna Kučerová

Explainability of black-box machine learning models is crucial, in particular when deployed in critical applications such as medicine or autonomous cars. Existing approaches produce explanations for the predictions of models, however, how…

Machine Learning · Computer Science 2021-11-18 Jonas Schulz , Rafael Poyiadzi , Raul Santos-Rodriguez

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

Polynomial chaos expansion is a popular way to develop surrogate models for stochastic systems with arbitrary random variables. Standard techniques such as Galerkin projection, stochastic collocation, and least squares approximation, are…

Optimization and Control · Mathematics 2019-09-10 Vedang M. Deshpande , Raktim Bhattacharya

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth

Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, the loss ignores misspecification, where models are imperfect. Parameter uncertainties from Bayesian…

Machine Learning · Statistics 2024-11-07 Thomas D Swinburne , Danny Perez

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

Chaotic systems pose fundamental challenges for data-driven dynamics discovery, as small modeling errors lead to exponentially growing trajectory discrepancies. Since exact long-term prediction is unattainable, it is natural to ask what a…

Machine Learning · Computer Science 2026-05-15 Joon-Hyuk Ko , Andrus Giraldo , Deok-Sun Lee

We introduce a conditional pseudo-reversible normalizing flow for constructing surrogate models of a physical model polluted by additive noise to efficiently quantify forward and inverse uncertainty propagation. Existing surrogate modeling…

Machine Learning · Computer Science 2024-04-02 Minglei Yang , Pengjun Wang , Ming Fan , Dan Lu , Yanzhao Cao , Guannan Zhang

Radiotherapy treatment planning is a challenging large-scale optimization problem plagued by uncertainty. Following the robust optimization methodology, we propose a novel, spatially based uncertainty set for robust modeling of radiotherapy…

Optimization and Control · Mathematics 2024-05-28 Noam Goldberg , Mark P. Langer , Shimrit Shtern

Systems biology models are useful models of complex biological systems that may require a large amount of experimental data to fit each model's parameters or to approximate a likelihood function. These models range from a few to thousands…

Quantitative Methods · Quantitative Biology 2024-07-12 Vincent D. Zaballa , Elliot E. Hui

Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…

Molecular Networks · Quantitative Biology 2008-09-18 Vahid Shahrezaei , Julien F Ollivier , Peter S Swain

In many fields of science, comprehensive and realistic computational models are available nowadays. Often, the respective numerical calculations call for the use of powerful supercomputers, and therefore only a limited number of cases can…

Computational Physics · Physics 2022-11-22 Ionut-Gabriel Farcas , Gabriele Merlo , Frank Jenko