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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

Producing high-quality forecasts of key climate variables, such as temperature and precipitation, on subseasonal time scales has long been a gap in operational forecasting. This study explores an application of machine learning (ML) models…

Machine Learning · Computer Science 2024-09-17 Elena Orlova , Haokun Liu , Raphael Rossellini , Benjamin A. Cash , Rebecca Willett

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

Numerous solutions for yield estimation are either based on data-driven models, or on crop-simulation models (CSMs). Researchers tend to build data-driven models using nationwide crop information databases provided by agencies such as the…

Machine Learning · Computer Science 2023-06-21 Renato Luiz de Freitas Cunha , Bruno Silva , Priscilla Barreira Avegliano

A novel algorithm is developed to downscale soil moisture (SM), obtained at satellite scales of 10-40 km by utilizing its temporal correlations to historical auxiliary data at finer scales. Including such correlations drastically reduces…

Computer Vision and Pattern Recognition · Computer Science 2016-01-22 Subit Chakrabarti , Jasmeet Judge , Tara Bongiovanni , Anand Rangarajan , Sanjay Ranka

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

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of advanced techniques to reduce the variance of the MC…

Statistics Theory · Mathematics 2024-06-21 Mohamed Reda El Amri , Paul Mycek , Sophie Ricci , Matthias De Lozzo

We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges…

Machine Learning · Computer Science 2019-12-19 Furong Huang , Niranjan U. N. , Ioakeim Perros , Robert Chen , Jimeng Sun , Anima Anandkumar

In many models used in engineering and science, material properties are uncertain or spatially varying. For example, in geophysics, and porous media flow in particular, the uncertain permeability of the material is modelled as a random…

Numerical Analysis · Mathematics 2019-07-30 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

Machine Learning · Statistics 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

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,…

Laser machining is a highly flexible non-contact manufacturing technique that has been employed widely across academia and industry. Due to nonlinear interactions between light and matter, simulation methods are extremely crucial, as they…

Computational Engineering, Finance, and Science · Computer Science 2023-01-04 Razyeh Behbahani , Hamidreza Yazdani Sarvestani , Erfan Fatehi , Elham Kiyani , Behnam Ashrafi , Mikko Karttunen , Meysam Rahmat

Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Jannik Graebner , Ryne Beeson

A machine-learning-based framework for modeling the error introduced by surrogate models of parameterized dynamical systems is proposed. The framework entails the use of high-dimensional regression techniques (e.g., random forests, LASSO)…

Numerical Analysis · Computer Science 2017-06-02 Sumeet Trehan , Kevin Carlberg , Louis J. Durlofsky

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distribution of the uncertain quantities is unknown, but noisy…

Machine Learning · Statistics 2019-04-29 Dimitris Bertsimas , Christopher McCord

In the data-driven world of actuarial science, machine learning (ML) plays a crucial role in predictive modeling, enhancing risk assessment and pricing strategies. Neural networks, specifically combined actuarial neural networks (CANN), are…

Risk Management · Quantitative Finance 2024-10-18 Belguutei Ariuntugs , Kehelwala Dewage Gayan Madurang

Surrogate modeling is a viable solution for applications involving repetitive evaluations of expensive computational fluid dynamics models, such as uncertainty quantification and inverse problems. This study proposes a multi-layer…

Fluid Dynamics · Physics 2024-06-24 Gurpreet S. Hora , Marco G. Giometto

Surrogate modeling has become a valuable technique for black-box optimization tasks with expensive evaluation of the objective function. In this paper, we investigate the relationship between the predictive accuracy of surrogate models and…

Neural and Evolutionary Computing · Computer Science 2022-10-04 Zbyněk Pitra , Jan Koza , Jiří Tumpach , Martin Holeňa
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