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We consider the effect of multiple stochastic parameters on the time-average quantities of chaotic systems. We employ the recently proposed \cite{Kantarakias_Papadakis_2023} sensitivity-enhanced generalized polynomial chaos expansion,…

Chaotic Dynamics · Physics 2023-11-02 George Papadakis , Kyriakos D. Kantarakias

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Numerical Analysis · Mathematics 2017-06-29 Thomas A. McCourt , Brodie Lawson , Fengde Zhou , Bevan Thompson , Stephen Tyson , Diane Donovan

In this paper we present an efficient and robust approach to compute a normalized B-spline-like basis for spline spaces with pieces drawn from extended Tchebycheff spaces. The extended Tchebycheff spaces and their dimensions are allowed to…

Numerical Analysis · Mathematics 2020-12-08 Rene R. Hiemstra , Thomas J. R. Hughes , Carla Manni , Hendrik Speleers , Deepesh Toshniwal

Counterfactual explanations (CEs) offer interpretable insights into machine learning predictions by answering ``what if?" questions. However, in real-world settings where models are frequently updated, existing counterfactual explanations…

Machine Learning · Computer Science 2026-02-12 Jamie Duell , Xiuyi Fan

Stochastic computing (SC) is an emerging computing technique which offers higher computational density, and lower power over binary-encoded (BE) computation. Unlike BE computation, SC encodes values as probabilistic bitstreams which makes…

Emerging Technologies · Computer Science 2018-10-12 Vincent T. Lee , Armin Alaghi , Luis Ceze , Mark Oskin

An Ito-Skorokhod bi-linear equation driven by infinitely many independent colored noises is considered in a normal triple of Hilbert spaces. The special feature of the equation is the appearance of the Wick product in the definition of the…

Probability · Mathematics 2007-06-25 S. V. Lototsky , K. Stemmann

Isogeometric Analysis generalizes classical finite element analysis and intends to integrate it with the field of Computer-Aided Design. A central problem in achieving this objective is the reconstruction of analysis-suitable models from…

Numerical Analysis · Mathematics 2022-11-09 Thomas Takacs , Deepesh Toshniwal

The graph structure of a Bayesian network (BN) can be learned from data using the well-known score-and-search approach. Previous work has shown that incorporating structured representations of the conditional probability distributions…

Machine Learning · Computer Science 2022-06-22 Charupriya Sharma , Peter van Beek

A new efficient orthogonalization of the B-spline basis is proposed and contrasted with some previous orthogonalized methods. The resulting orthogonal basis of splines is best visualized as a net of functions rather than a sequence of them.…

Statistics Theory · Mathematics 2020-01-24 Xijia Liu , Hiba Nassar , Krzysztof PodgÓrski

Uncertainty quantification (UQ) in mathematical models is essential for accurately predicting system behavior under variability. This study provides guidance on method selection for reliable UQ across varied functional behaviors in…

Numerical Analysis · Mathematics 2025-01-17 Alina Chertock , Arsen S. Iskhakov , Anna Iskhakova , Alexander Kurganov

We propose the Variation Calibration Error (VCE) metric for assessing the calibration of machine learning classifiers. The metric can be viewed as an extension of the well-known Expected Calibration Error (ECE) which assesses the…

Machine Learning · Computer Science 2026-02-16 Andrew Thompson , Vivek Desai

A linear dispersive mechanism for error focusing in polychromatic solutions is identified. This local error pile-up corresponds to the existence of spurious caustics, which are allowed by the dispersive nature of the numerical error. From…

Analysis of PDEs · Mathematics 2007-05-23 Claire David , Pierre Sagaut , Tapan Sengupta

This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…

Numerical Analysis · Mathematics 2026-01-06 Yingsong Jiang , Chenxu Pang , Xiaojie Wang

A quantitative first-principles description of complex substitutional materials like alloys is challenging due to the vast number of configurations and the high computational cost of solving the quantum-mechanical problem. Therefore,…

Materials Science · Physics 2025-06-24 Adrian Stroth , Claudia Draxl , Santiago Rigamonti

This paper introduces Fast Calibrated Explanations, a method designed for generating rapid, uncertainty-aware explanations for machine learning models. By incorporating perturbation techniques from ConformaSight - a global explanation…

Machine Learning · Computer Science 2024-10-29 Tuwe Löfström , Fatima Rabia Yapicioglu , Alessandra Stramiglio , Helena Löfström , Fabio Vitali

We present a novel way of deciding when and where to refine a mesh in probability space in order to facilitate the uncertainty quantification in the presence of discontinuities in random space. A discontinuity in random space makes the…

Numerical Analysis · Mathematics 2015-06-18 Jing Li , Panagiotis Stinis

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

In this paper we develop a cluster-variant of the Stochastic Series expansion method (SCSE). For certain systems with longer-range interactions the SCSE is considerably more efficient than the standard implementation of the Stochastic…

Condensed Matter · Physics 2009-11-10 Kim Louis , C. Gros

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

Compressive sensing has become a powerful addition to uncertainty quantification when only limited data is available. In this paper we provide a general framework to enhance the sparsity of the representation of uncertainty in the form of…

Numerical Analysis · Mathematics 2018-11-28 Xiu Yang , Xiaoliang Wan , Lin Lin , Huan Lei