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Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-13 Matheus Henrique Junqueira Saldanha

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

Fatigue crack growth is one of the most common types of deterioration in metal structures with significant implications on their reliability. Recent advances in Structural Health Monitoring (SHM) have motivated the use of structural…

Machine Learning · Statistics 2023-10-12 Nicholas E. Silionis , Konstantinos N. Anyfantis

This study introduces a surrogate modeling framework merging proper orthogonal decomposition, long short-term memory networks, and multi-task learning, to accurately predict elastoplastic deformations in real-time. Superior to single-task…

Computational Engineering, Finance, and Science · Computer Science 2024-11-11 Ruben Schmeitz , Joris Remmers , Olga Mula , Olaf van der Sluis

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

Artificial Intelligence · Computer Science 2012-12-05 Eric Mjolsness

Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for…

Quantitative Methods · Quantitative Biology 2016-02-17 Iain G. Johnston , Nick S. Jones

Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…

Quantum Physics · Physics 2009-10-31 Alberto Barchielli , Giancarlo Lupieri

In recent years, increasingly complex computational models are being built to describe physical systems which has led to increased use of surrogate models to reduce computational cost. In problems related to Structural Health Monitoring…

Machine Learning · Computer Science 2024-07-08 Nicholas E. Silionis , Theodora Liangou , Konstantinos N. Anyfantis

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

Meta-materials are an important emerging class of engineered materials in which complex macroscopic behaviour--whether electromagnetic, thermal, or mechanical--arises from modular substructure. Simulation and optimization of these materials…

Machine Learning · Computer Science 2020-05-18 Alex Beatson , Jordan T. Ash , Geoffrey Roeder , Tianju Xue , Ryan P. Adams

Cells exhibit a wide variety of different shapes. This diversity poses a challenge for computational approaches that attempt to shed light on the role cell geometry plays in regulating cell physiology and behavior. The simulation platform…

Quantitative Methods · Quantitative Biology 2020-03-31 Thorsten Prüstel , Martin Meier-Schellersheim

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

Optimization and uncertainty quantification have been playing an increasingly important role in computational hemodynamics. However, existing methods based on principled modeling and classic numerical techniques have faced significant…

Medical Physics · Physics 2022-09-07 Pan Du , Xiaozhi Zhu , Jian-Xun Wang

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

The spectrum of cosmic-ray electrons depends sensitively on the history and spatial distribution of nearby sources. Given our limited observational handle on cosmic-ray sources, any model remains necessarily probabilistic. Previously,…

High Energy Astrophysical Phenomena · Physics 2025-08-08 Nikolas Frediani , Michael Krämer , Philipp Mertsch , Kathrin Nippel

Dynamic simulators model systems evolving over time. Often, it operates iteratively over fixed number of time-steps. The output of such simulator can be considered as time series or discrete functional outputs. Metamodeling is an e ective…

Applications · Statistics 2013-04-04 Ekaterina Sergienko , Fabrice Gamboa , Daniel Busby

Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…

Machine Learning · Computer Science 2020-11-04 Raphaël Pestourie , Youssef Mroueh , Thanh V. Nguyen , Payel Das , Steven G. Johnson
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