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This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Numerical Analysis · Mathematics 2015-02-20 Qi Ye

Gaussian process regression techniques have been used in fluid mechanics for the reconstruction of flow fields from a reduction-of-dimension perspective. A main ingredient in this setting is the construction of adapted covariance functions,…

Fluid Dynamics · Physics 2026-01-13 Adrian Padilla-Segarra , Pascal Noble , Olivier Roustant , Éric Savin

In the present work, a machine learning based constitutive model for electro-mechanically coupled material behavior at finite deformations is proposed. Using different sets of invariants as inputs, an internal energy density is formulated…

Computational Engineering, Finance, and Science · Computer Science 2022-08-30 Dominik K. Klein , Rogelio Ortigosa , Jesús Martínez-Frutos , Oliver Weeger

We address the characterization of classical fractional random noise via quantum probes. In particular, we focus on estimation and discrimination problems involving the fractal dimension of the trajectories of a system subject to fractional…

Quantum Physics · Physics 2015-06-18 Matteo G. A. Paris

Gaussian processes (GPs) have been extensively utilized as nonparametric models for component separation in 21 cm data analyses. This exploits the distinct spectral behavior of the cosmological and foreground signals, which are modeled…

Cosmology and Nongalactic Astrophysics · Physics 2025-05-13 Kangning Diao , Richard D. P. Grumitt , Yi Mao

Classical Gaussian processes and Kriging models are commonly based on stationary kernels, whereby correlations between observations depend exclusively on the relative distance between scattered data. While this assumption ensures analytical…

Machine Learning · Statistics 2026-03-19 Gianluca Audone , Francesco Marchetti , Emma Perracchione , Milvia Rossini

We present a general formalism for the construction of thermodynamically consistent stochastic models of non-linear electronic circuits. The devices constituting the circuit can have arbitrary I-V curves and may include tunnel junctions,…

Statistical Mechanics · Physics 2021-09-29 Nahuel Freitas , Jean-Charles Delvenne , Massimiliano Esposito

The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…

Machine Learning · Statistics 2018-01-12 Fernando Fernandes Neto

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Machine Learning · Statistics 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant

In this contribution, we propose a kernel-based method for the identification of linear systems from noisy and incomplete input-output datasets. We model the impulse response of the system as a Gaussian process whose covariance matrix is…

Systems and Control · Computer Science 2017-01-18 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

Error mitigation has been one of the recently sought after methods to reduce the effects of noise when computation is performed on a noisy near-term quantum computer. Interest in simulating stochastic processes with quantum models gained…

Quantum Physics · Physics 2021-10-19 Matthew Ho , Ryuji Takagi , Mile Gu

In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our…

Machine Learning · Statistics 2023-05-29 İsmail Güzel , Atabey Kaygun

Parameter estimation is a major challenge in computational modeling of biological processes. This is especially the case in image-based modeling where the inherently quantitative output of the model is measured against image data, which is…

Quantitative Methods · Quantitative Biology 2018-07-27 Diana Barac , Michael D. Multerer , Dagmar Iber

We apply recent methods in stochastic data analysis for discovering a set of few stochastic variables that represent the relevant information on a multivariate stochastic system, used as input for artificial neural networks models for air…

Atmospheric and Oceanic Physics · Physics 2015-06-16 Ana Russo , Frank Raischel , Pedro G. Lind

Structural equation models (SEMs) have been widely adopted for inference of causal interactions in complex networks. Recent examples include unveiling topologies of hidden causal networks over which processes such as spreading diseases, or…

Machine Learning · Statistics 2017-04-05 Yanning Shen , Brian Baingana , Georgios B. Giannakis

When characterizing materials, it can be important to not only predict their mechanical properties, but also to estimate the probability distribution of these properties across a set of samples. Constitutive neural networks allow for the…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Jeremy A. McCulloch , Ellen Kuhl

Tomographic reconstruction, despite its revolutionary impact on a wide range of applications, suffers from its ill-posed nature in that there is no unique solution because of limited and noisy measurements. Therefore, in the absence of…

Applications · Statistics 2023-04-10 Agnimitra Dasgupta , Carlo Graziani , Zichao Wendy Di