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Data assimilation presents computational challenges because many high-fidelity models must be simulated. Various deep-learning-based surrogate modeling techniques have been developed to reduce the simulation costs associated with these…

Machine Learning · Computer Science 2022-12-28 Su Jiang , Louis J. Durlofsky

Spectral clustering is a popular unsupervised learning technique which is able to partition unlabelled data into disjoint clusters of distinct shapes. However, the data under consideration are often experimental data, implying that the data…

Machine Learning · Statistics 2025-05-26 Jürgen Dölz , Jolanda Weygandt

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…

Machine Learning · Statistics 2025-12-22 Chloe H. Choi , Andrea Zanoni , Daniele E. Schiavazzi , Alison L. Marsden

The quantification of uncertainty on fluid flow in porous media is often hampered by multi-scale heterogeneity and insufficient site characterization. Monte-Carlo simulation (MCS), which runs numerical simulations for a large number of…

Machine Learning · Computer Science 2020-10-16 Hyung Jun Yang , Timothy Yeo , Jaewoo An

Sampling from unnormalized densities presents a fundamental challenge with wide-ranging applications, from posterior inference to molecular dynamics simulations. Continuous flow-based neural samplers offer a promising approach, learning a…

Machine Learning · Computer Science 2025-07-22 Wuhao Chen , Zijing Ou , Yingzhen Li

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…

Signal Processing · Electrical Eng. & Systems 2019-07-18 Radhakrishnan Nagarajan

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

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

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the overall numerical cost. Gaussian process based active…

Machine Learning · Statistics 2020-12-01 Morgane Menz , Sylvain Dubreuil , Jérôme Morio , Christian Gogu , Nathalie Bartoli , Marie Chiron

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Jamil Fayyad , Shadi Alijani , Homayoun Najjaran

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot