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In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

Uncertainty estimations are presented of the response of a multiscale in-stent restenosis model, as obtained by both non-intrusive and semi-intrusive uncertainty quantification. The in-stent restenosis model is a fully coupled multiscale…

Computation · Statistics 2021-11-11 Dongwei Ye , Anna Nikishova , Lourens Veen , Pavel Zun , Alfons G. Hoekstra

High-fidelity scale-resolving simulations of turbulent flows quickly become prohibitively expensive, especially at high Reynolds numbers. As a remedy, we may use multifidelity models (MFM) to construct predictive models for flow quantities…

Fluid Dynamics · Physics 2023-06-14 Saleh Rezaeiravesh , Timofey Mukha , Philipp Schlatter

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

Modern container ships face higher wind loads due to increased windage areas, making accurate predictions of wind loads essential for mooring design. Existing empirical models, largely developed for container ships with smaller windage…

Machine Learning · Computer Science 2026-04-28 Matilde Fiore , Andrea Bresciani , Miguel Alfonso Mendez , Jeroen van Beeck

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

A new multifidelity method is developed for nonlinear orbit uncertainty propagation. This approach guarantees improved computational efficiency and limited accuracy losses compared to fully high-fidelity counterparts. The initial…

Numerical Analysis · Mathematics 2022-03-30 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Matteo Losacco , Francesco Sanfedino

Machine learning surrogates are increasingly employed to replace expensive computational models for physics-based reliability analysis. However, their use introduces epistemic uncertainty from model approximation errors, which couples with…

Machine Learning · Computer Science 2025-09-24 Amirreza Tootchi , Xiaoping Du

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

The modeling and uncertainty quantification of closed curves is an important problem in the field of shape analysis, and can have significant ramifications for subsequent statistical tasks. Many of these tasks involve collections of closed…

Machine Learning · Statistics 2023-03-15 Hengrui Luo , Justin D. Strait

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

Computation · Statistics 2021-05-04 Alex A. Gorodetsky , Gianluca Geraci , Mike Eldred , John D. Jakeman

We use functional, Fr\'echet, derivatives to quantify how thermodynamic outputs of a molecular dynamics (MD) simulation depend on the potential used to compute atomic interactions. Our approach quantifies the sensitivity of the quantities…

Computational Physics · Physics 2020-04-08 Samuel Temple Reeve , Alejandro Strachan

Efficient optimization remains a fundamental challenge across numerous scientific and engineering domains, especially when objective function and gradient evaluations are computationally expensive. While zeroth-order optimization methods…

Machine Learning · Computer Science 2025-11-04 Nuojin Cheng , Alireza Doostan , Stephen Becker

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

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

We study mathematical and computational models for computing the deformation of fiber-reinforced cross-plied laminates due to external forces. This requires an understanding of both micro-structural effects and different sources of…

Numerical Analysis · Mathematics 2016-04-20 Ivo Babuska , Mohammad Motamed

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

Methodology · Statistics 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong