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We introduce a local surrogate approach for explainable time-series forecasting. An initially non-interpretable predictive model to improve the forecast of a classical time-series 'base model' is used. 'Explainability' of the correction is…

Machine Learning · Statistics 2025-01-17 Alfredo Lopez , Florian Sobieczky

In NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount…

Neural and Evolutionary Computing · Computer Science 2019-02-12 Jörg Stork , Martin Zaefferer , Thomas Bartz-Beielstein

This work introduces a non-intrusive model reduction approach for learning reduced models from partially observed state trajectories of high-dimensional dynamical systems. The proposed approach compensates for the loss of information due to…

Machine Learning · Computer Science 2021-03-29 Wayne Isaac Tan Uy , Benjamin Peherstorfer

This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership…

Optimization and Control · Mathematics 2010-03-16 Sergiy Zhuk

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

The task of state estimation in active distribution systems faces a major challenge due to the integration of different measurements with multiple reporting rates. As a result, distribution systems are essentially unobservable in real time,…

Optimization and Control · Mathematics 2024-05-13 J. G. De la Varga , S. Pineda , J. M. Morales , Á. Porras

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…

Applications · Statistics 2009-01-26 Dorin Drignei , Chris E. Forest , Doug Nychka

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

Methodology · Statistics 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Econometrics · Economics 2020-10-23 Ben Deaner

In this article, we establish a comprehensive theoretical framework for remote estimation in a networked system composed of a source that is observed by a sensor, a remote monitor that needs to estimate the state of the source in real time,…

Information Theory · Computer Science 2026-02-24 Touraj Soleymani , Mohamad Assaad , John S. Baras

The reduced basis method is a powerful model reduction technique designed to speed up the computation of multiple numerical solutions of parametrized partial differential equations. We consider a quantity of interest, which is a linear…

Analysis of PDEs · Mathematics 2014-07-11 Alexandre Janon , Maëlle Nodet , Clémentine Prieur

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Yifan Yu , Shengjie Xiu , Daniel P. Palomar

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…

Numerical Analysis · Computer Science 2015-04-16 Martin Drohmann , Kevin Carlberg

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Natural systems are typically nonlinear and complex, and it is of great interest to be able to reconstruct a system in order to understand its mechanism, which can not only recover nonlinear behaviors but also predict future dynamics. Due…

Chaotic Dynamics · Physics 2017-11-03 Huanfei Ma , Siyang Leng , Luonan Chen

Regression discontinuity (RD) designs are a popular approach to estimating a treatment effect of cutoff-based interventions. Two current estimation approaches dominate the literature. One fits separate regressions on either side of the…

Methodology · Statistics 2025-03-10 Daryl Swartzentruber , Eloise Kaizar

The large time and length scales and, not least, the vast number of particles involved in industrial-scale simulations inflate the computational costs of the Discrete Element Method (DEM) excessively. Coarse grain models can help to lower…

Computational Physics · Physics 2017-05-11 Daniel Queteschiner , Thomas Lichtenegger , Simon Schneiderbauer , Stefan Pirker

We propose a novel learning-based surrogate data assimilation (DA) model for efficient state estimation in a limited area. Our model employs a feedforward neural network for online computation, eliminating the need for integrating…

Numerical Analysis · Mathematics 2023-07-17 Wei Kang , Liang Xu , Hong Zhou