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This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Computation · Statistics 2016-02-17 Phaedon-Stelios Koutsourelakis

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the…

Optimization and Control · Mathematics 2024-02-07 Mickael Binois , Victor Picheny

The high computational cost of phase field simulations remains a major limitation for predicting dendritic solidification in metals, particularly in additive manufacturing, where microstructural control is critical. This work presents a…

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

We introduce Deep Jump Gaussian Processes (DJGP), a novel method for surrogate modeling of a piecewise continuous function on a high-dimensional domain. DJGP addresses the limitations of conventional Jump Gaussian Processes (JGP) in…

Machine Learning · Computer Science 2026-01-16 Yang Xu , Chiwoo Park

In many fields of science, comprehensive and realistic computational models are available nowadays. Often, the respective numerical calculations call for the use of powerful supercomputers, and therefore only a limited number of cases can…

Computational Physics · Physics 2022-11-22 Ionut-Gabriel Farcas , Gabriele Merlo , Frank Jenko

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

Surrogate modeling is of great practical significance for parametric differential equation systems. In contrast to classical numerical methods, using physics-informed deep learning methods to construct simulators for such systems is a…

Numerical Analysis · Mathematics 2025-01-03 Xili Wang , Kejun Tang , Jiayu Zhai , Xiaoliang Wan , Chao Yang

Accurate simulations of the oceans are crucial in understanding the Earth system. Despite their efficiency, simulations at lower resolutions must rely on various uncertain parameterizations to account for unresolved processes. However,…

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

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

Machine Learning · Computer Science 2024-06-10 Neil Kichler , Sher Afghan , Uwe Naumann

Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…

Machine Learning · Statistics 2026-01-21 Guerlain Lambert , Céline Helbert , Claire Lauvernet

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

Treating uncertainties in models is essential in many fields of science and engineering. Uncertainty quantification (UQ) on complex and computationally costly numerical models necessitates a combination of efficient model solvers, advanced…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-28 Linus Seelinger , Anne Reinarz , Jean Benezech , Mikkel Bue Lykkegaard , Lorenzo Tamellini , Robert Scheichl

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Uncertainty quantification (UQ) is an important technique for ensuring the trustworthiness of LLMs, given their tendency to hallucinate. Existing state-of-the-art UQ approaches for free-form generation rely heavily on sampling, which incurs…

Computation and Language · Computer Science 2026-05-07 Mingda Li , Rundong Lv , Xinyu Li , Weinan Zhang , Ting Liu

Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these…

Applications · Statistics 2025-05-27 Sangwon Lee , Taro Yaoyama , Masaru Kitahara , Tatsuya Itoi

Designing an inexpensive approximate surrogate model that captures the salient features of an expensive high-fidelity behavior is a prevalent approach in design optimization. In recent times, Deep Learning (DL) models are being used as a…

Machine Learning · Computer Science 2022-07-12 Harsh Vardhan , Janos Sztipanovits