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We propose, analyze, and test a penalty projection-based efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent Magnetohydrodynamic (MHD) flow problems in convection-dominated regimes. The algorithm…

Numerical Analysis · Mathematics 2023-10-30 Muhammad Mohebujjaman , Julian Miranda , Md. Abdullah Al Mahbub , Mengying Xiao

In this work, we demonstrate how to reliably estimate epistemic uncertainty while maintaining the flexibility needed to capture complicated aleatoric distributions. To this end, we propose an ensemble of Normalizing Flows (NF), which are…

Machine Learning · Computer Science 2023-10-05 Lucas Berry , David Meger

Uniform error estimates of a bi-fidelity method for a kinetic-fluid coupled model with random initial inputs in the fine particle regime are proved in this paper. Such a model is a system coupling the incompressible Navier-Stokes equations…

Analysis of PDEs · Mathematics 2023-08-17 Yiwen Lin , Shi Jin

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

A powerful way to improve performance in machine learning is to construct an ensemble that combines the predictions of multiple models. Ensemble methods are often much more accurate and lower variance than the individual classifiers that…

Machine Learning · Computer Science 2024-12-03 Antonio Macaluso , Luca Clissa , Stefano Lodi , Claudio Sartori

In contrast to the usual procedure of estimating the distribution of a time series and then obtaining the quantile from the distribution, we develop a compensatory model to improve the quantile estimation under a given distribution…

Mathematical Finance · Quantitative Finance 2021-12-15 Shuzhen Yang

In this paper, we propose a novel ensembling technique for deep neural networks, which is able to drastically reduce the required memory compared to alternative approaches. In particular, we propose to extract multiple sub-networks from a…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

Extracting information on fluid motion directly from images is challenging. Fluid flow represents a complex dynamic system governed by the Navier-Stokes equations. General optical flow methods are typically designed for rigid body motion,…

Machine Learning · Computer Science 2022-06-23 Mingrui Zhang , Jianhong Wang , James Tlhomole , Matthew D. Piggott

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

In this paper, we propose sparsity-aware data-selective adaptive filtering algorithms with adjustable penalties. Prior work incorporates a penalty function into the cost function used in the optimization that originates the algorithms to…

Data Structures and Algorithms · Computer Science 2017-08-08 André Flores , Rodrigo C. de Lamare

Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…

Machine Learning · Computer Science 2023-02-22 Rüdiger Brecht , Alex Bihlo

This paper presents and analyzes a fast, robust, efficient, and optimally accurate fully discrete splitting algorithm for the Uncertainty Quantification (UQ) of parameterized Stochastic Navier-Stokes Equations (SNSEs) flow problems those…

Numerical Analysis · Mathematics 2025-02-17 Neethu Suma Raveendran , Md. Abdul Aziz , Sivaguru S. Ravindran , Muhammad Mohebujjaman

Robust clustering of high-dimensional data is an important topic because clusters in real datasets are often heavy-tailed and/or asymmetric. Traditional approaches to model-based clustering often fail for high dimensional data, e.g., due to…

Methodology · Statistics 2024-06-07 Alexa A. Sochaniwsky , Michael P. B. Gallaugher , Yang Tang , Paul D. McNicholas

Predictive hydrological uncertainty can be quantified by using ensemble methods. If properly formulated, these methods can offer improved predictive performance by combining multiple predictions. In this work, we use 50-year-long monthly…

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

A common technique to reduce model bias in time-series forecasting is to use an ensemble of predictive models and pool their output into an ensemble forecast. In cases where each predictive model has different biases, however, it is not…

Machine Learning · Computer Science 2023-10-26 Dhruvit Patel , Alexander Wikner

Heterogeneous ensembles built from the predictions of a wide variety and large number of diverse base predictors represent a potent approach to building predictive models for problems where the ideal base/individual predictor may not be…

Machine Learning · Computer Science 2021-03-01 Ana Stanescu , Gaurav Pandey

Ensembling is a simple and popular technique for boosting evaluation performance by training multiple models (e.g., with different initializations) and aggregating their predictions. This approach is commonly reserved for the largest…

Machine Learning · Computer Science 2020-05-05 Dan Kondratyuk , Mingxing Tan , Matthew Brown , Boqing Gong

To address the issues of stability and fidelity in interpretable learning, a novel interpretable methodology, ensemble interpretation, is presented in this paper which integrates multi-perspective explanation of various interpretation…

Machine Learning · Computer Science 2023-12-12 Chao Min , Guoyong Liao , Guoquan Wen , Yingjun Li , Xing Guo

In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a…

Methodology · Statistics 2011-07-06 Jelena Bradic , Jianqing Fan , Weiwei Wang
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