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In the field of surrogate modeling, polynomial chaos expansion (PCE) allows practitioners to construct inexpensive yet accurate surrogates to be used in place of the expensive forward model simulations. For black-box simulations,…

This paper analyzes the effects of input uncertainties on the outputs of a three dimensional natural convection problem in a differentially heated cubical enclosure. Two different cases are considered for parameter uncertainty propagation…

Numerical Analysis · Computer Science 2020-10-06 Shantanu Shahane , Narayana R. Aluru , Surya Pratap Vanka

Uncertainty Quantification (UQ) is a booming discipline for complex computational models based on the analysis of robustness, reliability and credibility. UQ analysis for nonlinear crash models with high dimensional outputs presents…

Computational Engineering, Finance, and Science · Computer Science 2021-03-31 Marc Rocas , Alberto García-González , Xabier Larrayoz , Pedro Díez

In this paper, we address two challenging problems in unsupervised subspace learning: 1) how to automatically identify the feature dimension of the learned subspace (i.e., automatic subspace learning), and 2) how to learn the underlying…

Computer Vision and Pattern Recognition · Computer Science 2017-05-17 Xi Peng , Jiwen Lu , Zhang Yi , Rui Yan

We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), where it is typically used to replace a runnable but expensive…

Machine Learning · Statistics 2019-04-02 E. Torre , S. Marelli , P. Embrechts , B. Sudret

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…

Machine Learning · Computer Science 2026-04-01 Johannes Exenberger , Sascha Ranftl , Robert Peharz

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

Deep learning models are extensively used in various safety critical applications. Hence these models along with being accurate need to be highly reliable. One way of achieving this is by quantifying uncertainty. Bayesian methods for UQ…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Swaroop Bhandary K , Nico Hochgeschwender , Paul Plöger , Frank Kirchner , Matias Valdenegro-Toro

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…

Computational Physics · Physics 2022-05-18 James Duvall , Karthik Duraisamy , Shaowu Pan

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Conventional uncertainty quantification methods usually lacks the capability of dealing with high-dimensional problems due to the curse of dimensionality. This paper presents a semi-supervised learning framework for dimension reduction and…

Machine Learning · Statistics 2020-06-02 Zequn Wang , Mingyang Li

We propose an approximate Bayesian method for quantifying the total uncertainty in inverse PDE solutions obtained with machine learning surrogate models, including operator learning models. The proposed method accounts for uncertainty in…

Machine Learning · Computer Science 2024-08-22 Yuanzhe Wang , Alexandre M. Tartakovsky

In an ever-increasing interest for Machine Learning (ML) and a favorable data development context, we here propose an original methodology for data-based prediction of two-dimensional physical fields. Polynomial Chaos Expansion (PCE),…

Computational Physics · Physics 2021-02-03 Rem-Sophia Mouradi , Cédric Goeury , Olivier Thual , Fabrice Zaoui , Pablo Tassi

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian…

Reliable uncertainty quantification (UQ) is essential for deploying large language models (LLMs) in safety-critical scenarios, as it enables them to abstain from responding when uncertain, thereby avoiding hallucinations, i.e., plausible…

Computation and Language · Computer Science 2026-02-09 Xingtao Zhao , Hao Peng , Dingli Su , Xianghua Zeng , Chunyang Liu , Jinzhi Liao , Philip S. Yu

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang