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By adopting a Multilevel Monte Carlo (MLMC) framework, we show that only a handful of costly fine scale computations are needed to accurately estimate statistics of the failure of a composite structure, as opposed to the thousands typically…

Numerical Analysis · Mathematics 2019-07-25 T. J. Dodwell , S. Kinston , R. Butler , R. T. Haftka , Nam H. Kim , R. Scheichl

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

This paper is the first work to propose a network to predict a structured uncertainty distribution for a synthesized image. Previous approaches have been mostly limited to predicting diagonal covariance matrices. Our novel model learns to…

Machine Learning · Statistics 2026-05-14 Gara Dorta , Sara Vicente , Lourdes Agapito , Neill D. F. Campbell , Ivor Simpson

Simulating dynamic rupture propagation is challenging due to the uncertainties involved in the underlying physics of fault slip, stress conditions, and frictional properties of the fault. A trial and error approach is often used to…

Geophysics · Physics 2019-06-17 Sabber Ahamed , Eric G. Daub

We discuss the statistical properties of parton distributions within the framework of the NNPDF methodology. We present various tests of statistical consistency, in particular that the distribution of results does not depend on the…

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

Analysis of PDEs · Mathematics 2022-08-24 Eduard Feireisl

Woven shell structures are beneficial for applications requiring lightweight, damage resilience, and design tunability, such as in wearable devices, soft robotics, and aerospace systems. A fundamental component of woven structures is the…

Applied Physics · Physics 2025-12-02 Jaimie Krankel , Guowei Wayne Tu , Evgueni T. Filipov

This study presents contemporaneous modeling of asset return and price range within the framework of stochastic volatility with leverage. A new representation of the probability density function for the price range is provided, and its…

Computation · Statistics 2021-10-28 Yuta Kurose

This study develops a Bayesian, uncertainty-aware framework for tendon breakage localization in pre-stressed concrete members using high-resolution data from distributed fiber-optic sensors (DFOS). DFOS enable full-field monitoring of…

Computational Engineering, Finance, and Science · Computer Science 2026-04-10 Daniel Andrés Arcones , Aeneas Paul , Martin Weiser , David Sanio , Peter Mark , Jörg F. Unger

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…

Optimization and Control · Mathematics 2021-01-14 Nam Ho-Nguyen , Fatma Kılınç-Karzan , Simge Küçükyavuz , Dabeen Lee

This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…

Methodology · Statistics 2012-11-28 Giles Hooker , Anand Vidyashankar

Multi-phase materials, such as composite materials, exhibit multiple competing failure mechanisms during the growth of a macroscopic defect. For the simulation of the overall fracture process in such materials, we develop a two-phase spring…

Statistical Mechanics · Physics 2020-12-15 Rajat Pratap Singh Parihar , Dhiwakar V. Mani , Anuradha Banerjee , R. Rajesh

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving…

Computational Physics · Physics 2017-01-04 Huan Lei , Xiu Yang , Zhen Li , George Karniadakis

The recent proliferation of high-dimensional data, such as electronic health records and genetics data, offers new opportunities to find novel predictors of outcomes. Presented with a large set of candidate features, interest often lies in…

Methodology · Statistics 2024-09-24 Michael J. Martens , Anjishnu Banerjee , Xinran Qi , Yushu Shi

Large crossed data sets, described by generalized linear mixed models, have become increasingly common and provide challenges for statistical analysis. At very large sizes it becomes desirable to have the computational costs of estimation,…

Methodology · Statistics 2017-06-15 Katelyn Gao , Art B. Owen

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

Statistical models are essential to get a better understanding of the role of disorder in brittle disordered solids. Fiber bundle models play a special role as a paradigm, with a very good balance of simplicity and non-trivial effects. We…

Disordered Systems and Neural Networks · Physics 2015-11-10 Sylvain Patinet , Damien Vandembroucq , Alex Hansen , Stéphane Roux

The recently proposed fixed-X knockoff is a powerful variable selection procedure that controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights are difficult to show beyond Gaussian linear models.…

Methodology · Statistics 2023-11-28 Han Su , Panxu Yuan , Qingyang Sun , Mengxi Yi , Gaorong Li

Knockoff variable selection is a powerful framework that creates synthetic knockoff variables to mirror the correlation structure of the observed features, enabling principled control of the false discovery rate in variable selection.…

Methodology · Statistics 2025-08-21 Evan Mason , Zhe Fei

In this paper, we present a novel framework for data redundancy measurement based on probabilistic modeling of datasets, and a new criterion for redundancy detection that is resilient to noise. We also develop new methods for data…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang
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