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Reduced-order modelling and low-dimensional surrogate models generated using machine learning algorithms have been widely applied in high-dimensional dynamical systems to improve the algorithmic efficiency. In this paper, we develop a…

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…

Machine Learning · Computer Science 2026-04-02 Josephine Westermann , Benno Huber , Thomas O'Leary-Roseberry , Jakob Zech

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

Machine Learning · Computer Science 2021-04-19 Radhakrishna Achanta , Natasa Tagasovska

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

In many data sets, crucial elements co-exist with non-essential ones and noise. For data represented as networks in particular, several methods have been proposed to extract a "network backbone", i.e., the set of most important links.…

Physics and Society · Physics 2021-05-07 Charley Presigny , Petter Holme , Alain Barrat

In many practical scenarios, the dynamical system is not available and standard data assimilation methods are not applicable. Our objective is to construct a data-driven model for state estimation without the underlying dynamics. Instead of…

Dynamical Systems · Mathematics 2024-08-19 Ziyi Wang , Lijian Jiang

This paper proposes a technique for training a neural network by minimizing a surrogate loss that approximates the target evaluation metric, which may be non-differentiable. The surrogate is learned via a deep embedding where the Euclidean…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Yash Patel , Tomas Hodan , Jiri Matas

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

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

Many datasets describing contacts in a population suffer from incompleteness due to population sampling and underreporting of contacts. Data-driven simulations of spreading processes using such incomplete data lead to an underestimation of…

Physics and Society · Physics 2017-09-07 Julie Fournet , Alain Barrat

Current tests for nonlinearity compare a time series to the null hypothesis of a Gaussian linear stochastic process. For this restricted null assumption, random surrogates can be constructed which are constrained by the linear properties of…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

The method of surrogates is one of the key concepts of nonlinear data analysis. Here, we demonstrate that commonly used algorithms for generating surrogates often fail to generate truly linear time series. Rather, they create surrogate…

Data Analysis, Statistics and Probability · Physics 2015-06-03 C. Raeth , M. Gliozzi , I. E. Papadakis , W. Brinkmann

In many experimental and observational studies, the outcome of interest is often difficult or expensive to observe, reducing effective sample sizes for estimating average treatment effects (ATEs) even when identifiable. We study how…

Machine Learning · Statistics 2024-10-11 Nathan Kallus , Xiaojie Mao

This study proposes a new discrete neural operator for surrogate modeling of transient Darcy flow fields in heterogeneous porous media with random parameters. The new method integrates temporal encoding, operator learning and UNet to…

Numerical Analysis · Mathematics 2025-12-04 Zhenglong Chen , Zhao Zhang , Xia Yan , Jiayu Zhai , Piyang Liu , Kai Zhang

Many problems in computer vision have recently been tackled using models whose predictions cannot be easily interpreted, most commonly deep neural networks. Surrogate explainers are a popular post-hoc interpretability method to further…

Computer Vision and Pattern Recognition · Computer Science 2022-10-11 Ricardo Kleinlein , Alexander Hepburn , Raúl Santos-Rodríguez , Fernando Fernández-Martínez

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild