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Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from…

Machine Learning · Computer Science 2012-07-03 Bo Chen , Rui Castro , Andreas Krause

In this paper, we combine deep learning concepts and some proper orthogonal decomposition (POD) model reduction methods for predicting flow in heterogeneous porous media. Nonlinear flow dynamics is studied, where the dynamics is regarded as…

Numerical Analysis · Mathematics 2025-09-12 Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Eduardo Gildin , Yating Wang , Jingyan Zhang

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Gaussian processes (GPs) are popular nonparametric statistical models for learning unknown functions and quantifying the spatiotemporal uncertainty in data. Recent works have extended GPs to model scalar and vector quantities distributed…

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

We propose a novel deep learning based surrogate model for solving high-dimensional uncertainty quantification and uncertainty propagation problems. The proposed deep learning architecture is developed by integrating the well-known U-net…

Machine Learning · Statistics 2021-11-10 Sai Krishna Mendu , Souvik Chakraborty

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

In a porous medium featuring heterogeneous permeabilities, a wide range of fluid velocities may be recorded, so that significant inertial and frictional effects may arise in high-speed regions. In such parts, the link between pressure…

Numerical Analysis · Mathematics 2024-08-02 Chiara Giovannini , Alessio Fumagalli , Francesco Patacchini

Predicting fuel assembly bow in pressurized water reactors requires solving tightly coupled fluid-structure interaction problems, whose direct simulations can be computationally prohibitive, making large-scale uncertainty quantification…

Applications · Statistics 2026-01-27 Ali Abboud , Josselin Garnier , Bertrand Leturcq , Stanislas de Lambert

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…

Machine Learning · Statistics 2025-04-25 Matthijs van der Lende , Jeremias Lino Ferrao , Niclas Müller-Hof

We present a coarse-grid projection (CGP) method for accelerating incompressible flow computations, which is applicable to methods involving Poisson equations as incompressibility constraints. The CGP methodology is a modular approach that…

Fluid Dynamics · Physics 2013-10-08 Omer San , Anne E. Staples

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

Machine Learning · Statistics 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

Groundwater flow modeling is commonly used to calculate groundwater heads, estimate groundwater flow paths and travel times, and provide insights into solute transport processes within an aquifer. However, the values of input parameters…

Computational Engineering, Finance, and Science · Computer Science 2023-03-15 Emily A. Baker , Sauro Manenti , Alessandro Reali , Giancarlo Sangalli , Lorenzo Tamellini , Sara Todeschini

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Extracting meaningful information from high-dimensional data poses a formidable modeling challenge, particularly when the data is obscured by noise or represented through different modalities. This research proposes a novel non-parametric…

Machine Learning · Computer Science 2024-08-27 Navid Ziaei , Behzad Nazari , Uri T. Eden , Alik Widge , Ali Yousefi

The accurate description of fluid flow and transport in fractured porous media is of paramount importance to capture the macroscopic behaviour of an oil reservoir, a geothermal system, or a CO2 sequestration site, to name few applications.…

Numerical Analysis · Mathematics 2019-08-01 Alessio Fumagalli , Eirik Keilegavlen
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