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We introduce polynomial couplings, a generalization of probabilistic couplings, to develop an algorithm for the computation of equivalence relations which can be interpreted as a lifting of probabilistic bisimulation to polynomial…
Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…
Class imbalance in real-world data poses a common bottleneck for machine learning tasks, since achieving good generalization on under-represented examples is often challenging. Mitigation strategies, such as under or oversampling the data…
Coupled natural systems are generally modeled at multiple abstraction levels. Both structural scale and behavioral complexity of these models are determinants in the kinds of questions that can be posed and answered. As scale and complexity…
Variational inequalities are an important tool, which includes minimization, saddles, games, fixed-point problems. Modern large-scale and computationally expensive practical applications make distributed methods for solving these problems…
In this paper, we introduce the notion of simulation-gap functions to formally quantify the potential gap between an approximate nominal mathematical model and the high-fidelity simulator representation of a real system. Given a nominal…
With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…
Massive parallelisation has lead to a dramatic increase in available computational power. However, data transfer speeds have failed to keep pace and are the major limiting factor in the development of exascale computing. New algorithms must…
Computational models are quantitative representations of systems. By analyzing and comparing the outputs of such models, it is possible to gain a better understanding of the system itself. Though as the complexity of model outputs…
Co-simulation is a promising approach for the modelling and simulation of complex systems, that makes use of mature simulation tools in the respective domains. It has been applied in wildly different domains, oftentimes without a…
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in advance. This happens when a fixed number of iterations is high…
Surrogate models for computational simulations are input-output approximations that allow computationally intensive analyses, such as uncertainty propagation and inference, to be performed efficiently. When a simulation output does not…
The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…
In the field of optics and nanophotonics, simulation of electromagnetic scattering plays a major role in the study of complex nanostructures and optical devices. The numerical analysis of scattering spectra, even for nanocavities with…
Supercomputing systems today often come in the form of large numbers of commodity systems linked together into a computing cluster. These systems, like any distributed system, can have large numbers of independent hardware components…
As artificial intelligence (AI) / machine learning (ML) gain widespread adoption, practitioners are increasingly seeking means to quantify and control the risk these systems incur. This challenge is especially salient when such systems have…
Simulations are valuable tools for empirically evaluating the properties of statistical methods and are primarily employed in methodological research to draw general conclusions about methods. In addition, they can often be useful to…
This paper proposes a simulation-based reinforcement learning algorithm for controlling systems with uncertain and varying system parameters. While simulators are useful for safely learning control policies, the reality gap remains a major…
Numerical simulations are widely used to predict the behavior of physical systems, with Bayesian approaches being particularly well suited for this purpose. However, experimental observations are necessary to calibrate certain simulator…
In observational studies of treatment effects, matched samples are created so treated and control groups are similar in terms of observable covariates. Traditionally such matched samples consist of matched pairs. If a pair match fails to…