English
Related papers

Related papers: A deep learning based surrogate model for stochast…

200 papers

In this paper we propose a novel neural network model for learning stochastic Hamiltonian systems (SHSs) from observational data, termed the stochastic generating function neural network (SGFNN). SGFNN preserves symplectic structure of the…

Dynamical Systems · Mathematics 2025-07-22 Chen Chen , Lijin Wang , Yanzhao Cao , Xupeng Cheng

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…

Numerical Analysis · Mathematics 2020-03-03 Liang Yan , Tao Zhou

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

Methodology · Statistics 2021-08-27 Annie Sauer , Robert B. Gramacy , David Higdon

Accurate simulation of brain deformation is a key component for developing realistic, interactive neurosurgical simulators, as complex nonlinear deformations must be captured to ensure realistic tool-tissue interactions. However,…

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

In computational fluid dynamics, there is an inevitable trade off between accuracy and computational cost. In this work, a novel multi-fidelity deep generative model is introduced for the surrogate modeling of high-fidelity turbulent flow…

Computational Physics · Physics 2021-01-12 Nicholas Geneva , Nicholas Zabaras

This paper presents a neural network--enhanced surrogate modeling approach for diffusion problems with spatially varying random field coefficients. The method builds on numerical homogenization, which compresses fine-scale coefficients into…

Numerical Analysis · Mathematics 2025-09-17 Fabian Kröpfl , Daniel Peterseim , Elisabeth Ullmann

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible…

Computational Physics · Physics 2018-10-17 Rohit Tripathy , Ilias Bilionis

In this paper, we present a deep surrogate model for learning the Green's function associated with the reaction-diffusion operator in rectangular domain. The U-Net architecture is utilized to effectively capture the mapping from source to…

Numerical Analysis · Mathematics 2023-10-06 Junqing Ji , Lili Ju , Xiaoping Zhang

We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate…

Machine Learning · Statistics 2016-12-07 Ankit B. Patel , Tan Nguyen , Richard G. Baraniuk

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

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…

Machine Learning · Computer Science 2025-12-09 Bright Kwaku Manu , Trevor Reckell , Beckett Sterner , Petar Jevtic

Multiscale problems are widely observed across diverse domains in physics and engineering. Translating these problems into numerical simulations and solving them using numerical schemes, e.g. the finite element method, is costly due to the…

Deep generative models (DGMs) are effective on learning multilayered representations of complex data and performing inference of input data by exploring the generative ability. However, it is relatively insufficient to empower the…

Computer Vision and Pattern Recognition · Computer Science 2016-11-23 Chongxuan Li , Jun Zhu , Bo Zhang

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

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 marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

Machine Learning · Statistics 2014-06-02 Danilo Jimenez Rezende , Shakir Mohamed , Daan Wierstra

Models that balance accuracy against computational costs are advantageous when designing dynamic systems with optimization studies, as several hundred predictive function evaluations might be necessary to identify the optimal solution. The…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Athul Krishna Sundarrajan , Daniel R. Herber

In the design optimization of metal forming, it is increasingly significant to use surrogate models to analyse the finite element analysis (FEA) simulations. However, traditional surrogate models using scalar based machine learning methods…

Computer Vision and Pattern Recognition · Computer Science 2020-10-08 Haosu Zhou , Qingfeng Xu , Nan Li