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Parameter estimation and inference from complex survey samples typically focuses on global model parameters whose estimators have asymptotic properties, such as from fixed effects regression models. The central challenge is to both mitigate…
Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…
A recent study in turbulent flow simulation demonstrated the potential of generative diffusion models for fast 3D surrogate modeling. This approach eliminates the need for specifying initial states or performing lengthy simulations,…
The usefulness of Bayesian models for density and cluster estimation is well established across multiple literatures. However, there is still a known tension between the use of simpler, more interpretable models and more flexible, complex…
Simulating spatiotemporal turbulence with high fidelity remains a cornerstone challenge in computational fluid dynamics (CFD) due to its intricate multiscale nature and prohibitive computational demands. Traditional approaches typically…
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…
Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…
We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…
Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…
Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…
With the advent of improved computational resources, aerospace design has testing-based process to a simulation-driven procedure, wherein uncertainties in design and operating conditions are explicitly accounted for in the design under…
Comparing mathematical models offers a means to evaluate competing scientific theories. However, exact methods of model calibration are not applicable to many probabilistic models which simulate high-dimensional spatio-temporal data.…
The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…
This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…
Atmospheric turbulence, a common phenomenon in daily life, is primarily caused by the uneven heating of the Earth's surface. This phenomenon results in distorted and blurred acquired images or videos and can significantly impact downstream…
We propose a novel \textit{capsule} based deep encoder-decoder model for surrogate modeling and uncertainty quantification of systems in mechanics from sparse data. The proposed framework is developed by adapting Capsule Network (CapsNet)…
Reliable models of the thermodynamic properties of materials are critical for industrially relevant applications that require a good understanding of equilibrium phase diagrams, thermal and chemical transport, and microstructure evolution.…
Modelling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model, and thus to obtain better predictions about the behavior of the corresponding…
We present a cost-effective method for model calibration and solution of source inversion problems in atmospheric dispersion modelling. We use Gaussian process emulations of atmospheric dispersion models within a Bayesian framework for…
The next generation of cosmological surveys is expected to generate unprecedented high-quality data, consequently increasing the already substantial computational costs of Bayesian statistical methods. This will pose a significant challenge…