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Climate change is intensifying rainfall extremes, making high-resolution precipitation projections crucial for society to better prepare for impacts such as flooding. However, current Global Climate Models (GCMs) operate at spatial…

Machine Learning · Computer Science 2024-12-20 Ran Lyu , Linhan Wang , Yanshen Sun , Hedanqiu Bai , Chang-Tien Lu

We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…

Machine Learning · Computer Science 2024-08-02 Han Gao , Sebastian Kaltenbach , Petros Koumoutsakos

Adaptable models could greatly benefit robotic agents operating in the real world, allowing them to deal with novel and varying conditions. While approaches such as Bayesian inference are well-studied frameworks for adapting models to…

Machine Learning · Computer Science 2023-10-20 Orr Krupnik , Elisei Shafer , Tom Jurgenson , Aviv Tamar

Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle…

Numerical Analysis · Mathematics 2025-03-06 Xintong Wang , Xiaofei Guan , Ling Guo , Hao Wu

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

Machine Learning · Computer Science 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

Despite various breakthroughs in machine learning and data analysis techniques for improving smart operation and management of urban water infrastructures, some key limitations obstruct this progress. Among these shortcomings, the absence…

Machine Learning · Computer Science 2023-02-01 Amin E. Bakhshipour , Alireza Koochali , Ulrich Dittmer , Ali Haghighi , Sheraz Ahmad , Andreas Dengel

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic…

Dynamical Systems · Mathematics 2024-06-13 Johannes Krotz , Juan M. Restrepo , Jorge Ramirez

We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…

Applications · Statistics 2017-11-22 Jacob Skauvold , Jo Eidsvik

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Methodology · Statistics 2024-12-10 Chunshan Liu , Daniel R. Kowal , James Doss-Gollin , Marina Vannucci

Generative models have gained popularity for their potential applications in imaging science, such as image reconstruction, posterior sampling and data sharing. Flow-based generative models are particularly attractive due to their ability…

Machine Learning · Computer Science 2023-12-14 Varun A. Kelkar , Rucha Deshpande , Arindam Banerjee , Mark A. Anastasio

The discovery of inorganic crystal structures with targeted properties is a significant challenge in materials science. Generative models, especially state-of-the-art diffusion models, offer the promise of modeling complex data…

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

Generative diffusion models have recently emerged as a leading approach for generating high-dimensional data. In this paper, we show that the dynamics of these models exhibit a spontaneous symmetry breaking that divides the generative…

Machine Learning · Computer Science 2023-10-27 Gabriel Raya , Luca Ambrogioni

Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…

Computational Engineering, Finance, and Science · Computer Science 2021-05-11 Rebecca Ward , Ruchi Choudhary , Alastair Gregory , Melanie Jans-Singh , Mark Girolami

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

Generative AI has seen remarkable growth over the past few years, with diffusion models being state-of-the-art for image generation. This study investigates the use of diffusion models in generating artificial data generation for electronic…

Machine Learning · Computer Science 2023-10-18 Prasha Srivastava , Pawan Kumar , Zia Abbas

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…

Methodology · Statistics 2018-10-05 Kai-Lan Chang , Serge Guillas