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We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and…

Machine Learning · Statistics 2021-10-26 Vivek F. Farias , Andrew A. Li , Tianyi Peng

Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…

Computation · Statistics 2018-08-06 Brandon A. Jones , Marc Balducci

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the…

Numerical Analysis · Mathematics 2015-06-12 Hayden Schaeffer , Stanley Osher , Russel Caflisch , Cory Hauck

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans

A comprehensive uncertainty estimation is vital for the precision program of the LHC. While experimental uncertainties are often described by stochastic processes and well-defined nuisance parameters, theoretical uncertainties lack such a…

High Energy Physics - Phenomenology · Physics 2023-05-08 Aishik Ghosh , Benjamin Nachman , Tilman Plehn , Lily Shire , Tim M. P. Tait , Daniel Whiteson

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…

Numerical Analysis · Mathematics 2021-03-26 Hexuan Liu , Aleksandr Aravkin

While most existing sparse recovery results allow only minimal structure within the measurement scheme, many practical problems possess significant structure. To address this gap, we present a framework for structured measurements that are…

Information Theory · Computer Science 2025-07-28 Timm Gilles , Hartmut Führ

Most approximations for stochastic differential equations with high-dimensional, non-Gaussian inputs suffer from a rapid (e.g., exponential) increase of computational cost, an issue known as the curse of dimensionality. In astrodynamics,…

Applications · Statistics 2017-08-30 Marc Balducci , Brandon Jones , Alireza Doostan

When dealing with timber structures, the characteristic strength and stiffness of the material are made highly variable and uncertain by the unavoidable, yet hardly predictable, presence of knots and other defects. In this work we apply the…

Numerical Analysis · Mathematics 2022-11-10 Balduzzi Giuseppe , Bonizzoni Francesca , Tamellini Lorenzo

This paper presents a novel machine-learning framework for reconstructing low-order gust-encounter flow field and lift coefficients from sparse, noisy surface pressure measurements. Our study thoroughly investigates the time-varying…

Machine Learning · Computer Science 2025-06-25 Hanieh Mousavi , Jeff D. Eldredge

Given an overcomplete dictionary $A$ and a signal $b$ that is a linear combination of a few linearly independent columns of $A$, classical sparse recovery theory deals with the problem of recovering the unique sparse representation $x$ such…

Machine Learning · Statistics 2015-07-07 C. You , R. Vidal

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

In this work we present the results of a study of the possibility of using a homogeneous basis and a new generalization of coupled modes theory to describe inhomogeneous accelerating sections. It was shown that the single mode…

Accelerator Physics · Physics 2024-09-24 M. I. Ayzatsky

We consider the problem of sparse coding, where each sample consists of a sparse linear combination of a set of dictionary atoms, and the task is to learn both the dictionary elements and the mixing coefficients. Alternating minimization is…

Machine Learning · Computer Science 2014-07-30 Alekh Agarwal , Animashree Anandkumar , Prateek Jain , Praneeth Netrapalli

The estimation of land cover fractions from remote sensing images is a frequently used indicator of the environmental quality. This paper focuses on the quantification of land cover fractions in an urban area of Berlin, Germany, using…

Computer Vision and Pattern Recognition · Computer Science 2018-02-09 Lukas Drees , Ribana Roscher , Susanne Wenzel

Let n denote the number of variables and m the number of equations in a sparse polynomial system over the binary field. We study the inconsistency probability of randomly generated sparse polynomial systems over the binary field, where each…

Probability · Mathematics 2026-03-27 P. Horak , I. Semaev

In this paper we aim to apply an adaptation of the recently developed technique of sparse identification of nonlinear dynamical systems on a Duffing experimental setup with cubic feedback of the output. The Duffing oscillator described by…

Classical Physics · Physics 2018-05-10 Saeideh Khatiry Goharoodi , Kevin Dekemele , Luc Dupre , Mia Loccufier , Guillaume Crevecoeur

Statistical parametric models are proposed to explain the values of the Planck constant obtained by comparing electrical and mechanical powers and by counting atoms in Si 28 enriched crystals. They assume that uncertainty contributions --…

Data Analysis, Statistics and Probability · Physics 2016-01-22 Giovanni Mana