Related papers: Lagrangian uncertainty quantification and informat…
These lectures notes give an introduction to the fast developing area of research dealing with perturbative descriptions of the gravitational instability in an expanding universe. I just sketch the outlines of some proofs, and many…
We formulate a perturbative approximation to gravitational instability, based on Lagrangian hydrodynamics in Newtonian cosmology. We take account of `pressure' effect of fluid, which is kinematically caused by velocity dispersion, to aim…
We develop a simple and unified framework for nonlinear variable selection that incorporates uncertainty in the prediction function and is compatible with a wide range of machine learning models (e.g., tree ensembles, kernel methods, neural…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
Effective intervention strategies for epidemics rely on the identification of their origin and on the robustness of the predictions made by network disease models. We introduce a Bayesian uncertainty quantification framework to infer model…
Stratified fluids composed of a sequence of alternate layers show interesting macroscopic properties, which may be quite different from those of the individual constituent fluids. On a macroscopic scale, such systems can be considered a…
Accurate overland runoff and infiltration predictions are critical for effective water resources management, in particular for urban flood management. However, the inherent uncertainty in rainfall patterns, soil properties, and initial…
In the field of fluid numerical analysis, there has been a long-standing problem: lacking of a rigorous mathematical tool to map from a continuous flow field to discrete vortex particles, hurdling the Lagrangian particles from inheriting…
There are various measures of predictive uncertainty in the literature, but their relationships to each other remain unclear. This paper uses a decomposition of statistical pointwise risk into components, associated with different sources…
Whether learned, simulated, or analytical, approximations of a robot's dynamics can be inaccurate when encountering novel environments. Many approaches have been proposed to quantify the aleatoric uncertainty of such methods, i.e.…
This paper introduces a novel and scalable framework for uncertainty estimation and separation with applications in data driven modeling in science and engineering tasks where reliable uncertainty quantification is critical. Leveraging an…
Uncertainty-aware robot motion prediction is crucial for downstream traversability estimation and safe autonomous navigation in unstructured, off-road environments, where terrain is heterogeneous and perceptual uncertainty is high. Most…
Deep learning offers promising new ways to accurately model aleatoric uncertainty in robotic state estimation systems, particularly when the uncertainty distributions do not conform to traditional assumptions of being fixed and Gaussian. In…
Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…
We consider the problem of providing optimal uncertainty quantification (UQ) --- and hence rigorous certification --- for partially-observed functions. We present a UQ framework within which the observations may be small or large in number,…
Accurate traffic flow estimation and prediction are critical for the efficient management of transportation systems, particularly under increasing urbanization. Traditional methods relying on static sensors often suffer from limited spatial…
Lagrangian data assimilation aims to recover hidden Eulerian flow fields from sparse, indirect observations of moving tracers. This problem is challenging because tracer trajectories are nonlinearly coupled with the underlying flow, making…
This paper presents a unified framework for uncertainty propagation in dynamical systems involving hybrid aleatory and epistemic uncertainties. The framework accommodates precise probabilistic, imprecise probabilistic, and non-probabilistic…
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis…
Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…