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We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

Machine Learning · Computer Science 2025-09-12 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

The authors present a Polynomial Chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-Profile Parametrization (KPP) within the MIT General Circulation Model (MITgcm) of the tropical pacific. The inference of…

Methodology · Statistics 2016-12-21 Ihab Sraj , Sarah E. Zedler , Omar M. Knio , Charles S. Jackson , Ibrahim Hoteit

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild

In this study, the applicability of generalized polynomial chaos (gPC) expansion for land surface model parameter estimation is evaluated. We compute the (posterior) distribution of the critical hydrological parameters that are subject to…

Applications · Statistics 2019-10-21 Georgios Karagiannis , Zhangshuan Hou , Maoyi Huang , Guang Lin

Parametric partial differential equations (PDEs) serve as fundamental mathematical tools for modeling complex physical phenomena, yet repeated high-fidelity numerical simulations across parameter spaces remain computationally prohibitive.…

Machine Learning · Statistics 2026-04-08 Pucheng Tang , Hongqiao Wang , Wenzhou Lin , Qian Chen , Heng Yong

The surrogate model-based uncertainty quantification method has drawn much attention in many engineering fields. Polynomial chaos expansion (PCE) and deep learning (DL) are powerful methods for building a surrogate model. However, PCE needs…

Machine Learning · Computer Science 2022-03-02 Wen Yao , Xiaohu Zheng , Jun Zhang , Ning Wang , Guijian Tang

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

Numerical Analysis · Mathematics 2021-05-20 Nora Lüthen , Stefano Marelli , Bruno Sudret

This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the…

Numerical Analysis · Mathematics 2023-07-19 Ihab Sraj , Olivier P. Le Maître , Omar M. Knio , Ibrahim Hoteit

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

Implementations of Markov chain Monte Carlo (MCMC) methods need to confront two fundamental challenges: accurate representation of prior information and efficient evaluation of likelihoods. Principal component analysis (PCA) and related…

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple strategies for evaluating PCE coefficients. In contrast,…

Numerical Analysis · Mathematics 2021-05-04 John Jakeman , Fabian Franzelin , Akil Narayan , Michael Eldred , Dirk Plfueger

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou