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This work suggests an interpolation-based stochastic collocation method for the non-intrusive and adaptive construction of sparse polynomial chaos expansions (PCEs). Unlike pseudo-spectral projection and regression-based stochastic…

Numerical Analysis · Mathematics 2019-11-21 Dimitrios Loukrezis , Herbert De Gersem

Unsupervised Environment Design (UED) offers a promising paradigm for improving reinforcement learning generalization by adaptively shaping training environments, but it requires reliable environment evaluation to remain effective. However,…

Machine Learning · Computer Science 2026-05-05 Fang Yuan , Quanjun Yin , Siqi Shen , Yuxiang Xie , Junqiang Yang , Long Qin , Junjie Zeng , Qinglun Li

Sequential generative models conditioned on uncertain rewards are central to AI-driven scientific discovery, yet the epistemic uncertainty they inherit from imperfect reward estimates remains unquantified. We propagate this uncertainty…

The paper presents a novel methodology to build surrogate models of complicated functions by an active learning-based sequential decomposition of the input random space and construction of localized polynomial chaos expansions, referred to…

Machine Learning · Computer Science 2023-09-19 Lukáš Novák , Michael D. Shields , Václav Sadílek , Miroslav Vořechovský

The recovery of approximately sparse or compressible coefficients in a Polynomial Chaos Expansion is a common goal in modern parametric uncertainty quantification (UQ). However, relatively little effort in UQ has been directed toward…

Numerical Analysis · Mathematics 2021-05-04 Ben Adcock , Anyi Bao , John D. Jakeman , Akil Narayan

In many science and engineering settings, system dynamics are characterized by governing PDEs, and a major challenge is to solve inverse problems (IPs) where unknown PDE parameters are inferred based on observational data gathered under…

Machine Learning · Computer Science 2025-03-11 Apivich Hemachandra , Gregory Kang Ruey Lau , See-Kiong Ng , Bryan Kian Hsiang Low

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…

Systems and Control · Computer Science 2014-11-12 Ali Mesbah , Stefan Streif

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Numerical Analysis · Mathematics 2015-03-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard l1 -minimization algorithm, originally proposed in the context…

Numerical Analysis · Mathematics 2015-06-16 Ji Peng , Jerrad Hampton , Alireza Doostan

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

Deep Ensembles (DE) are a prominent approach for achieving excellent performance on key metrics such as accuracy, calibration, uncertainty estimation, and out-of-distribution detection. However, hardware limitations of real-world systems…

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

Pauli Check Sandwiching (PCS) is an error detection scheme that protects quantum circuits by inserting pairs of parity checks and discarding runs that signal errors. However, each additional check introduces noise and exponentially…

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…

Statistics Theory · Mathematics 2013-04-29 Quentin Berthet , Philippe Rigollet

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

Coupled problems with various combinations of multiple physics, scales, and domains can be found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled models is to…

Analysis of PDEs · Mathematics 2012-07-05 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

Variational Quantum Eigensolver (VQE) is a hybrid algorithm for finding the minimum eigenvalue/vector of a given Hamiltonian by optimizing a parametrized quantum circuit (PQC) using a classical computer. Sequential optimization methods,…

Quantum Physics · Physics 2024-05-17 Katsuhiro Endo , Yuki Sato , Rudy Raymond , Kaito Wada , Naoki Yamamoto , Hiroshi C. Watanabe

The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…

Machine Learning · Statistics 2020-06-24 Panagiotis Tsilifis , Iason Papaioannou , Daniel Straub , Fabio Nobile

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
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