Related papers: Dimension reduction for Gaussian process emulation…
Due to the catastrophic consequences of tsunamis, early warnings need to be issued quickly in order to mitigate the hazard. Additionally, there is a need to represent the uncertainty in the predictions of tsunami characteristics…
Accurate mapping of ocean bathymetry is a multi-faceted process, needed for safe and efficient navigation on shipping routes and for predicting tsunami waves. Currently available bathymetry data does not always provide the resolution to…
As in many fields of dynamic modeling, the long runtime of hydrological models hinders Bayesian inference of model parameters from data. By replacing a model with an approximation of its output as a function of input and/or parameters,…
Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…
Studying the impact of systematic effects, optimizing survey strategies, assessing tensions between different probes and exploring synergies of different data sets require a large number of simulated likelihood analyses, each of which cost…
Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…
Numerical modeling of the intensity and evolution of flood events are affected by multiple sources of uncertainty such as precipitation and land surface conditions. To quantify and curb these uncertainties, an ensemble-based simulation and…
We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quantifying the probability that a scalar function of the…
Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…
Seismic tomography solves high-dimensional optimization problems to image subsurface structures of Earth. In this paper, we propose to use random batch methods to construct the gradient used for iterations in seismic tomography.…
Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…
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…
Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…
Learning the fine-scale details of a coastal ocean simulation from a coarse representation is a challenging task. For real-world applications, high-resolution simulations are necessary to advance understanding of many coastal processes,…
Bathymetry reconstruction is an important problem in various fields, including oceanography and environmental monitoring. This paper presents a Bayesian inference approach to reconstructing bathymetries from point measurements of the water…
We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…
Solving the shallow water equations efficiently is critical to the study of natural hazards induced by tsunami and storm surge, since it provides more response time in an early warning system and allows more runs to be done for…
The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…
Computer experiments have become ubiquitous in science and engineering. Commonly, runs of these simulations demand considerable time and computing, making experimental design extremely important in gaining high quality information with…
This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a…