English
Related papers

Related papers: Density Estimation in Uncertainty Propagation Prob…

200 papers

Distribution shift is an important concern in deep image classification, produced either by corruption of the source images, or a complete change, with the solution involving domain adaptation. While the primary goal is to improve accuracy…

Machine Learning · Statistics 2021-10-19 Tiago Salvador , Vikram Voleti , Alexander Iannantuono , Adam Oberman

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multi-index stochastic collocation and automatically…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Michael Eldred , Gianluca Geraci , Alex Gorodetsky

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by…

A method to approximate continuous multi-dimensional probability density functions (PDFs) using their projections and correlations is described. The method is particularly useful for event classification when estimates of systematic…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Dean Karlen

Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…

Machine Learning · Computer Science 2023-01-02 Maternus Herold , Anna Veselovska , Jonas Jehle , Felix Krahmer

Most image restoration problems are ill-conditioned or ill-posed and hence involve significant uncertainty. Quantifying this uncertainty is crucial for reliably interpreting experimental results, particularly when reconstructed images…

Computer Vision and Pattern Recognition · Computer Science 2025-02-10 Jasper M. Everink , Bernardin Tamo Amougou , Marcelo Pereyra

Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have…

Machine Learning · Statistics 2022-12-01 M. Moustapha , B. Sudret

This work studies how to estimate the mean-field density of large-scale systems in a distributed manner. Such problems are motivated by the recent swarm control technique that uses mean-field approximations to represent the collective…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Tongjia Zheng , Qing Han , Hai Lin

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…

Machine Learning · Computer Science 2026-04-08 Shang Liu , Xiaocheng Li

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

Effective Uncertainty Quantification (UQ) represents a key aspect for reliable deployment of Large Language Models (LLMs) in automated decision-making and beyond. Yet, for LLM generation with multiple choice structure, the state-of-the-art…

Machine Learning · Computer Science 2025-11-18 Ramzi Dakhmouche , Adrien Letellier , Hossein Gorji

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

A method for estimating theoretical predictability of time series is presented, based on information-theoretic functionals---redundancies and surrogate data technique. The redundancy, designed for a chosen model and a prediction horizon,…

comp-gas · Physics 2010-01-10 M. Paluš , L. Pecen , D. Pivka

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

This paper addresses the problem of approximating an unknown probability distribution with density $f$ -- which can only be evaluated up to an unknown scaling factor -- with the help of a sequential algorithm that produces at each iteration…

Statistics Theory · Mathematics 2024-09-23 Pascal Bianchi , Bernard Delyon , Victor Priser , François Portier

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Computation of document image quality metrics often depends upon the availability of a ground truth image corresponding to the document. This limits the applicability of quality metrics in applications such as hyperparameter optimization of…

Computer Vision and Pattern Recognition · Computer Science 2018-07-10 Prashant Singh , Ekta Vats , Anders Hast