Related papers: Multiscale global sensitivity analysis for stochas…
Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…
The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…
We propose a framework for surrogate modelling of spiking systems. These systems are often described by stiff differential equations with high-amplitude oscillations and multi-timescale dynamics, making surrogate models an attractive tool…
Estimation of parameter sensitivities for stochastic chemical reaction networks is an important and challenging problem. Sensitivity values are important in the analysis, modeling and design of chemical networks. They help in understanding…
This work develops a novel basis-adaptive method for constructing anisotropic polynomial chaos expansions of multidimensional (vector-valued, multi-output) model responses. The adaptive basis selection is based on multivariate sensitivity…
Stochastic Petri Nets (SPNs) are an increasingly popular tool of choice for modeling discrete-event dynamics in areas such as epidemiology and systems biology, yet their parameter estimation remains challenging in general and in particular…
Multi-agent simulations enables the modeling and analyses of the dynamic behaviors and interactions of autonomous entities evolving in complex environments. Agent-based models (ABM) are widely used to study emergent phenomena arising from…
This paper presents an algebraic framework to study sign-sensitivities for reaction networks modeled by means of systems of ordinary differential equations. Specifically, we study the sign of the derivative of the concentrations of the…
We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is…
Complex black-box predictive models may have high accuracy, but opacity causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, interpretable models require more work related to feature…
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims to identify the input parameters which…
This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…
Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…
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…
Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data…
A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome…
Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…
High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…
Biochemical reaction networks frequently consist of species evolving on multiple timescales. Stochastic simulations of such networks are often computationally challenging and therefore various methods have been developed to obtain sensible…
Modeling atmospheric chemistry is computationally expensive and limits the widespread use of atmospheric chemical transport models. This computational cost arises from solving high-dimensional systems of stiff differential equations.…