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Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

The Reduced-Basis Control-Variate Monte-Carlo method was introduced recently in [S. Boyaval and T. Leli\`evre, CMS, 8 2010] as an improved Monte-Carlo method, for the fast estimation of many parametrized expected values at many parameter…

Numerical Analysis · Mathematics 2015-06-04 Sébastien Boyaval

The intermittent nature of renewable power availability is one of the major sources of uncertainty in power systems. While markets can guarantee that the demand is covered by the available generation, transmission system operators have to…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Oleksii Molodchyk , Hendrik Drögehorn , Martin Lindner , Mario Kendziorski , Timm Faulwasser

Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution methods. However, several challenges yet remain in extending the benefits of modularization…

Numerical Analysis · Mathematics 2014-10-21 Akshay Mittal , Gianluca Iaccarino

Sub-terahertz (subTHz) antennas will play an important role in the next generations of wireless communication systems. However, when comes to the subTHz frequency spectrum, the antenna fabrication tolerance needs to be accurately considered…

Information Theory · Computer Science 2024-04-09 Aristeides D. Papadopoulos , Yihan Ma , Qi Luo , George C. Alexandropoulos

Polynomial chaos expansions (PCE) are widely used in the framework of uncertainty quantification. However, when dealing with high dimensional complex problems, challenging issues need to be faced. For instance, high-order polynomials may be…

Methodology · Statistics 2015-06-02 Chu V. Mai , Bruno Sudret

In this letter, we compare three polynomial chaos expansion (PCE)-based methods for ANCOVA (ANalysis of COVAriance) indices based global sensitivity analysis for correlated random inputs in two power system applications. Surprisingly, the…

Signal Processing · Electrical Eng. & Systems 2023-07-17 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , François Bouffard

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

Sparse polynomial chaos expansions (PCE) are an efficient and widely used surrogate modeling method in uncertainty quantification for engineering problems with computationally expensive models. To make use of the available information in…

Computation · Statistics 2021-07-26 Nora Lüthen , Stefano Marelli , Bruno Sudret

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

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…

Eulerian nonlinear uncertainty propagation methods often suffer from finite domain limitations and computational inefficiencies. A recent approach to this class of algorithm, Grid-based Bayesian Estimation Exploiting Sparsity, addresses the…

Chaotic Dynamics · Physics 2025-08-20 Benjamin L. Hanson , Carlos Rubio , Adrián García-Gutiérrez , Thomas Bewley

Variability in multiple independent input parameters makes it difficult to estimate the resultant variability in the system's overall response. The Propagation of Errors and Monte-Carlo techniques are two major methods to predict the…

Other Condensed Matter · Physics 2026-04-28 Seungju Yeoa , Paul Funkenbuscha , Hesam Askari

The increasing uncertainty level caused by growing renewable energy sources (RES) and aging transmission networks poses a great challenge in the assessment of total transfer capability (TTC) and available transfer capability (ATC). In this…

Signal Processing · Electrical Eng. & Systems 2020-10-29 Xiaoting Wang , Xiaozhe Wang , Hao Sheng , Xi Lin

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

Numerical Analysis · Computer Science 2018-07-06 Chunfeng Cui , Zheng Zhang

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

The post-Moore era casts a shadow of uncertainty on many aspects of computer system design. Managing that uncertainty requires new algorithmic tools to make quantitative assessments. While prior uncertainty quantification methods, such as…

Signal Processing · Electrical Eng. & Systems 2019-10-22 Zichang He , Weilong Cui , Chunfeng Cui , Timothy Sherwood , Zheng Zhang

This work introduces an efficient novel approach for epistemic uncertainty estimation for ensemble models for regression tasks using pairwise-distance estimators (PaiDEs). Utilizing the pairwise-distance between model components, these…

Machine Learning · Computer Science 2025-09-29 Lucas Berry , David Meger

Climate models project an uncertainty range of possible warming scenarios from 1.5 to 5 degree Celsius global temperature increase until 2100, according to the CMIP6 model ensemble. Climate risk management and infrastructure adaptation…

Machine Learning · Computer Science 2021-05-10 Björn Lütjens , Catherine H. Crawford , Mark Veillette , Dava Newman