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The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský

The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differential equations (PDEs). We decompose the generalization…

Numerical Analysis · Mathematics 2026-02-26 Chenguang Liu , Antonis Papapantoleon , Jasper Rou

In the evolving landscape of digital commerce, adaptive dynamic pricing strategies are essential for gaining a competitive edge. This paper introduces novel {\em doubly nonparametric random utility models} that eschew traditional parametric…

Methodology · Statistics 2024-06-11 Elynn Chen , Xi Chen , Lan Gao , Jiayu Li

We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…

Numerical Analysis · Mathematics 2016-06-21 Daniel Elfverson , Fredrik Hellman , Axel Målqvist

Most power systems' approaches are currently tending towards stochastic and probabilistic methods due to the high variability of renewable sources and the stochastic nature of loads. Conventional power flow (PF) approaches such as…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Deepak Tiwari , Mehdi Jabbari Zideh , Veeru Talreja , Vishal Verma , Sarika K. Solanki , Jignesh Solanki

Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiment is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer…

Machine Learning · Statistics 2020-09-09 Saumya Bhatnagar , Won Chang , Seonjin Kim Jiali Wang

Neural network test cases are meant to exercise different reasoning paths in an architecture and used to validate the prediction outcomes. In this paper, we introduce "computational profiles" as vectors of neuron activation levels. We…

Machine Learning · Computer Science 2021-07-30 Ettore Merlo , Mira Marhaba , Foutse Khomh , Houssem Ben Braiek , Giuliano Antoniol

Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that…

Computational Physics · Physics 2020-08-18 S. Ashwin Renganathan , Romit Maulik and , Jai Ahuja

Proper regularization is crucial in inverse problems to achieve high-quality reconstruction, even with an ill-conditioned measurement system. This is particularly true for three-dimensional photoacoustic tomography, which is computationally…

Optimization and Control · Mathematics 2024-09-26 Chao Wang , Alexandre H. Thiery

Deep Neural Networks (DNNs) have recently been achieving state-of-the-art performance on a variety of computer vision related tasks. However, their computational cost limits their ability to be implemented in embedded systems with…

Computer Vision and Pattern Recognition · Computer Science 2020-08-26 Laurent Dillard , Yosuke Shinya , Taiji Suzuki

We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

Machine Learning · Statistics 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

Deep convolutional neural networks have achieved great success in various applications. However, training an effective DNN model for a specific task is rather challenging because it requires a prior knowledge or experience to design the…

Machine Learning · Computer Science 2018-06-06 Sheng-Jun Huang , Jia-Wei Zhao , Zhao-Yang Liu

We consider the problem of repetitive scenario design where one has to solve repeatedly a scenario design problem and can adjust the sample size (number of scenarios) to obtain a desired level of risk (constraint violation probability). We…

Optimization and Control · Mathematics 2025-09-08 Guillaume O. Berger , Raphaël M. Jungers

The placement of temperature sensitive and safety-critical components is crucial in the automotive industry. It is therefore inevitable, even at the design stage of new vehicles that these components are assessed for potential safety…

Machine Learning · Computer Science 2022-03-23 Philip Heger , Markus Full , Daniel Hilger , Norbert Hosters

An adaptive sampling approach for efficient detection of bifurcation boundaries in parametrized fluid flow problems is presented herein. The study extends the machine-learning approach of Silvester~(J. Comput. Phys., 553 (2026), 114743),…

Fluid Dynamics · Physics 2026-02-19 Anshima Singh , David J. Silvester

Through examples of coordinate and probability transformation between different distributions, the basic principle of normalizing flow is introduced in a simple and concise manner. From the perspective of the distribution of random variable…

Machine Learning · Computer Science 2024-01-22 Hongjun Zhang

Selection of solution concentrations and flow rates for the fabrication of microfibers using a microfluidic device is a largely empirical endeavor of trial-and-error, largely due to the difficulty of modeling such a multiphysics process.…

Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…

Optimization and Control · Mathematics 2024-03-29 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

We consider the problem of learning structures and parameters of Continuous-time Bayesian Networks (CTBNs) from time-course data under minimal experimental resources. In practice, the cost of generating experimental data poses a bottleneck,…

Machine Learning · Statistics 2022-01-12 Dominik Linzner , Heinz Koeppl

Deep neural networks (DNNs) have become ubiquitous thanks to their remarkable ability to model complex patterns across various domains such as computer vision, speech recognition, robotics, etc. While large DNN models are often more…

Machine Learning · Computer Science 2025-11-18 Omkar Shende , Gayathri Ananthanarayanan , Marcello Traiola
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