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We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be…

Numerical Analysis · Mathematics 2009-12-22 Panagiotis Stinis

Floods are the most common form of natural disaster and accurate flood forecasting is essential for early warning systems. Previous work has shown that machine learning (ML) models are a promising way to improve flood predictions when…

Machine Learning · Computer Science 2025-04-18 Emil Ryd , Grey Nearing

In dynamical system theory, the process of obtaining a reduced-order approximation of the high-order model is called model order reduction. The closeness of the reduced-order model to the original model is generally gauged by using system…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Umair Zulfiqar , Xin Dua , Qiuyan Song , Muwahida Liaquat , Victor Sreeram

Hydroclimatic time series analysis focuses on a few feature types (e.g., autocorrelations, trends, extremes), which describe a small portion of the entire information content of the observations. Aiming to exploit a larger part of the…

Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…

Applications · Statistics 2019-04-25 L. Raillon , Christian Ghiaus

Our goal was to develop a robust algorithm for numerical simulation of one-dimensional shallow-water flow in a complex multiply-connected channel network with arbitrary geometry and variable topography. We apply a central-upwind scheme with…

Numerical Analysis · Mathematics 2020-04-07 Sergii Kivva , Mark Zheleznyak , Alexander Pilipenko , Vasyl Yoschenko

Calibration errors in the response function of a gravitational wave detector degrade its ability to detect and then to measure the properties of any detected signals. This paper derives the needed levels of calibration accuracy for each of…

General Relativity and Quantum Cosmology · Physics 2015-05-13 Lee Lindblom

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

Learning hydrologic models for accurate riverine flood prediction at scale is a challenge of great importance. One of the key difficulties is the need to rely on in-situ river discharge measurements, which can be quite scarce and…

Machine Learning · Computer Science 2019-01-04 Yotam Gigi , Gal Elidan , Avinatan Hassidim , Yossi Matias , Zach Moshe , Sella Nevo , Guy Shalev , Ami Wiesel

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

Accurate hindcasting of extreme sea state events is essential for coastal engineering, risk assessment, and climate studies. However, the reliability of numerical wave models remains limited by uncertainties in physical parameterizations…

Atmospheric and Oceanic Physics · Physics 2026-01-05 Cédric Goeury , Thierry Fouquet , Maria Teles , Michel Benoit

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

Anthropogenic pollution of hydrological systems affects diverse communities and ecosystems around the world. Data analytics and modeling tools play a key role in fighting this challenge, as they can help identify key sources as well as…

Machine Learning · Computer Science 2023-09-26 David L. Cole , Gerardo J. Ruiz-Mercado , Victor M. Zavala

We present a new approach and an algorithm for optimizing the material configuration and behaviour of a fluid saturated porous medium in a two-scale setting. The state problem is governed by the Biot model describing the fluid-structure…

Computational Engineering, Finance, and Science · Computer Science 2023-01-30 Bich Ngoc Vu , Vladimir Lukeš , Michael Stingl , Eduard Rohan

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Statistics Theory · Mathematics 2022-11-24 Shurui Lv , Yan Wang , Jun Yu

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

In this paper, we develop optimal energy scheduling algorithms for $N$-user fading multiple-access channels with energy harvesting to maximize the channel sum-rate, assuming that the side information of both the channel states and energy…

Information Theory · Computer Science 2017-08-04 Zhe Wang , Vaneet Aggarwal , Xiaodong Wang

Ecosystem approach to fisheries requires a thorough understanding of fishing impacts on ecosystem status and processes as well as predictive tools such as ecosystem models to provide useful information for management. The credibility of…

Quantitative Methods · Quantitative Biology 2024-04-30 Ricardo Oliveros-Ramos , Philippe Verley , Yunne-Jai Shin

In survey sampling, calibration is a very popular tool used to make total estimators consistent with known totals of auxiliary variables and to reduce variance. When the number of auxiliary variables is large, calibration on all the…

Methodology · Statistics 2015-12-15 H. Cardot , C. Goga , M. -A Shehzad
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