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Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation…

Machine Learning · Computer Science 2025-09-10 Wenxiong Li , Hanyu Liao , Suiyin Chen

Solving partial differential equations (PDEs) is a fundamental problem in science and engineering. While neural PDE solvers can be more efficient than established numerical solvers, they often require large amounts of training data that is…

Machine Learning · Computer Science 2025-03-25 Daniel Musekamp , Marimuthu Kalimuthu , David Holzmüller , Makoto Takamoto , Mathias Niepert

The application of polynomial chaos expansions (PCEs) to the propagation of uncertainties in stochastic dynamical models is well-known to face challenging issues. The accuracy of PCEs degenerates quickly in time. Thus maintaining a…

Methodology · Statistics 2016-04-27 C. V. Mai , M. D. Spiridonakos , E. N. Chatzi , B. Sudret

Active learning is a type of sequential design for supervised machine learning, in which the learning algorithm sequentially requests the labels of selected instances from a large pool of unlabeled data points. The objective is to produce a…

Statistics Theory · Mathematics 2019-11-14 Steve Hanneke , Liu Yang

In recent decades, the main focus of computer modeling has been on supporting the design and development of engineering prototyes, but it is now ubiquitous in non-traditional areas such as medical rehabilitation. Conventional modeling…

Machine Learning · Computer Science 2024-09-13 Jonas Kneifl , David Rosin , Oliver Röhrle , Jörg Fehr

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

Numerical Analysis · Mathematics 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche

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…

Machine Learning · Computer Science 2019-03-01 Alicja Gosiewska , Aleksandra Gacek , Piotr Lubon , Przemyslaw Biecek

High dimensional data reduction techniques are provided by using partial least squares within deep learning. Our framework provides a nonlinear extension of PLS together with a disciplined approach to feature selection and architecture…

Methodology · Statistics 2021-06-29 Nicholas Polson , Vadim Sokolov , Jianeng Xu

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response…

Computation · Statistics 2023-06-14 Paul-Christian Bürkner , Ilja Kröker , Sergey Oladyshkin , Wolfgang Nowak

Power system state estimation (PSSE) is commonly formulated as weighted least-square (WLS) algorithm and solved using iterative methods such as Gauss-Newton methods. However, iterative methods have become more sensitive to system operating…

Systems and Control · Electrical Eng. & Systems 2021-01-12 Narayan Bhusal , Raj Mani Shukla , Mukesh Gautam , Mohammed Benidris , Shamik Sengupta

This paper deals with some of the methodologies used to construct polynomial surrogate models based on generalized polynomial chaos (gPC) expansions for applications to uncertainty quantification (UQ) in aerodynamic computations. A core…

Fluid Dynamics · Physics 2018-03-14 Eric Savin , Andrea Resmini , Jacques Peter

This paper introduces Tree-based Polynomial Chaos Expansion (Tree-PCE), a novel surrogate modeling technique designed to efficiently approximate complex numerical models exhibiting nonlinearities and discontinuities. Tree-PCE combines the…

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

Numerical Analysis · Mathematics 2019-02-20 Liang Yan , Tao Zhou

Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial…

Artificial Intelligence · Computer Science 2026-05-05 Ziqi Liu , Kiljae Lee , Yuan Zhang , Weijing Tang

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

To reduce the cost of estimating the probability of a rare event involving a very large number of random parameters, we propose a new strategy for dimension reduction coupled with a surrogate model for the expensive part of the algorithm.…

Computation · Statistics 2026-04-01 Valentin Breaz , Miguel Munoz Zuniga , Olivier Zahm , Richard Wilkinson

Neural networks (NNs) are often used as surrogates or emulators of partial differential equations (PDEs) that describe the dynamics of complex systems. A virtually negligible computational cost of such surrogates renders them an attractive…

Numerical Analysis · Mathematics 2021-05-04 Dong H. Song , Daniel M. Tartakovsky

Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…

Machine Learning · Computer Science 2020-11-04 Raphaël Pestourie , Youssef Mroueh , Thanh V. Nguyen , Payel Das , Steven G. Johnson