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In climate systems, physiological models, optics, and many more, surrogate models are developed to reconstruct chaotic dynamical systems. We introduce four data-driven measures using global attractor properties to evaluate the quality of…

Computational Physics · Physics 2025-06-12 Luci Fumagalli , Kathy Lüdge , Jana de Wiljes , Heikki Haario , Lina Jaurigue

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of…

Machine Learning · Computer Science 2023-10-26 Tsai Hor Chan , Kin Wai Lau , Jiajun Shen , Guosheng Yin , Lequan Yu

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

This paper is concerned with the use of polynomial metamodels for the design of acoustical materials, considered as equivalent fluids. Polynomial series in microstructural parameters are considered, and allow us to approximate the…

Applied Physics · Physics 2018-01-01 Van Hai Trinh , Johann Guilleminot , Camille Perrot

The present article is concerned scattered data approximation for higher dimensional data sets which exhibit an anisotropic behavior in the different dimensions. Tailoring sparse polynomial interpolation to this specific situation, we…

Numerical Analysis · Mathematics 2024-02-16 Helmut Harbrecht , Michael Multerer , Jacopo Quizi

The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…

Numerical Analysis · Mathematics 2016-12-21 Albert Cohen , Giovanni Migliorati

In this paper we present an algorithm for yield estimation and optimization exploiting Hessian based optimization methods, an adaptive Monte Carlo (MC) strategy, polynomial surrogates and several error indicators. Yield estimation is used…

Computational Engineering, Finance, and Science · Computer Science 2020-10-12 Mona Fuhrländer , Niklas Georg , Ulrich Römer , Sebastian Schöps

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Simulating the time evolution of physical systems is pivotal in many scientific and engineering problems. An open challenge in simulating such systems is their multi-resolution dynamics: a small fraction of the system is extremely dynamic,…

Machine Learning · Computer Science 2023-05-03 Tailin Wu , Takashi Maruyama , Qingqing Zhao , Gordon Wetzstein , Jure Leskovec

Bayesian analysis enables combining prior knowledge with measurement data to learn model parameters. Commonly, one resorts to computing the maximum a posteriori (MAP) estimate, when only a point estimate of the parameters is of interest. We…

Machine Learning · Statistics 2024-08-08 Felix Schneider , Iason Papaioannou , Bruno Sudret , Gerhard Müller

In this paper, a novel surrogate model based on the Grassmannian diffusion maps (GDMaps) and utilizing geometric harmonics is developed for predicting the response of engineering systems and complex physical phenomena. The method utilizes…

Data Analysis, Statistics and Probability · Physics 2022-06-28 Ketson R. M. dos Santos , Dimitrios G. Giovanis , Katiana Kontolati , Dimitrios Loukrezis , Michael D. Shields

In this paper, we consider a surrogate modeling approach using a data-driven nonparametric likelihood function constructed on a manifold on which the data lie (or to which they are close). The proposed method represents the likelihood…

Data Analysis, Statistics and Probability · Physics 2019-06-04 Shixiao W. Jiang , John Harlim

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…

Computational Physics · Physics 2022-03-24 Chi Hoang , Kenny Chowdhary , Kookjin Lee , Jaideep Ray

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by…

Biomolecules · Quantitative Biology 2018-10-02 Huan Lei , Xiu Yang , Bin Zheng , Guang Lin , Nathan A. Baker

Two recent papers on prediction of chaotic systems, one on multi-view embedding1 , and the second on prediction in projection2 provide empirical evidence to support particular prediction methods for chaotic systems. Multi-view embedding1 is…

Applications · Statistics 2019-02-14 M. LuValle

Sub-terahertz (subTHz) antennas will play an important role in the next generations of wireless communication systems. However, when comes to the subTHz frequency spectrum, the antenna fabrication tolerance needs to be accurately considered…

Information Theory · Computer Science 2024-04-09 Aristeides D. Papadopoulos , Yihan Ma , Qi Luo , George C. Alexandropoulos

The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite…

Systems and Control · Electrical Eng. & Systems 2026-04-01 E. Javier Olucha , Valentin Preda , Amritam Das , Roland Tóth