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In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

Inverse design is a central goal in much of science and engineering, including frequency-selective surfaces (FSS) that are critical to microelectronics for telecommunications and optical metamaterials. Traditional surrogate-assisted…

We present an optimal uncertainty quantification (OUQ) framework for systems whose uncertain inputs are characterized by truncated moment constraints defined over subdomains. Based on this partial information, rigorous optimal upper and…

Computational Physics · Physics 2025-12-23 Rong Jin , Xingsheng Sun

The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can…

Machine Learning · Statistics 2017-07-20 Julia Ling , Max Hutchinson , Erin Antono , Sean Paradiso , Bryce Meredig

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

Realistic modeling of qubit systems including noise and constraints imposed by control hardware is required for performance prediction and control optimization of quantum processors. We introduce qopt, a software framework for simulating…

Quantum Physics · Physics 2022-03-30 Julian D. Teske , Pascal Cerfontaine , Hendrik Bluhm

In this work, we aim at augmenting the decisions output by quantum models with "error bars" that provide finite-sample coverage guarantees. Quantum models implement implicit probabilistic predictors that produce multiple random decisions…

Quantum Physics · Physics 2023-10-24 Sangwoo Park , Osvaldo Simeone

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

Methods for model parameter estimation, uncertainty quantification and experimental design are summarized in this paper. They are based on the generalized least squares estimator and different approximations of its covariance matrix using…

Applications · Statistics 2019-12-17 Joscha Reimer

Capturing uncertainty in models of complex dynamical systems is crucial to designing safe controllers. Stochastic noise causes aleatoric uncertainty, whereas imprecise knowledge of model parameters leads to epistemic uncertainty. Several…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical data provides some information of this distribution that we…

Optimization and Control · Mathematics 2025-01-28 Arjun Ramachandra , Napat Rujeerapaiboon , Melvyn Sim

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Methodology · Statistics 2016-10-25 Henry Lam , Enlu Zhou

Semidefinite programs (SDPs) are a class of optimisation problems that find application in numerous areas of physics, engineering and mathematics. Semidefinite programming is particularly suited to problems in quantum physics and quantum…

Quantum Physics · Physics 2023-06-21 Paul Skrzypczyk , Daniel Cavalcanti

We present novel algorithms for design and design space exploration. The designs discovered by these algorithms are compositions of function types specified in component libraries. Our algorithms reduce the design problem to quantified…

Artificial Intelligence · Computer Science 2021-02-02 Alexander Feldman , Johan de Kleer , Ion Matei

A new type of experiment with joint considerations of quantitative and sequence factors is recently drawing much attention in medical science, bio-engineering, and many other disciplines. The input spaces of such experiments are…

Methodology · Statistics 2025-02-06 Yaping Wang , Sixu Liu , Qian Xiao

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

If an experimentalist observes a sequence of emitted quantum states via either projective or positive-operator-valued measurements, the outcomes form a time series. Individual time series are realizations of a stochastic process over the…

Quantum Physics · Physics 2023-06-14 A. Venegas-Li , J. P. Crutchfield