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This work introduces a method to equip data-driven polynomial chaos expansion surrogate models with intervals that quantify the predictive uncertainty of the surrogate. To that end, jackknife-based conformal prediction is integrated into…

Methodology · Statistics 2025-12-18 Dimitrios Loukrezis , Dimitris G. Giovanis

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

Research has shown that deep networks tend to be overly optimistic about their predictions, leading to an underestimation of prediction errors. Due to the limited nature of data, existing studies have proposed various methods based on model…

Machine Learning · Computer Science 2023-10-24 Jia-Qi Yang , De-Chuan Zhan , Le Gan

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

Numerical Analysis · Mathematics 2018-04-06 Sharif Rahman

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Numerical Analysis · Mathematics 2017-06-29 Thomas A. McCourt , Brodie Lawson , Fengde Zhou , Bevan Thompson , Stephen Tyson , Diane Donovan

Stochastic simulators are non-deterministic computer models which provide a different response each time they are run, even when the input parameters are held at fixed values. They arise when additional sources of uncertainty are affecting…

Computation · Statistics 2023-02-01 Nora Lüthen , Stefano Marelli , Bruno Sudret

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

Constructing accurate and generalizable approximators for complex physico-chemical processes exhibiting highly non-smooth dynamics is challenging. In this work, we propose new developments and perform comparisons for two promising…

Machine Learning · Computer Science 2023-02-17 Katiana Kontolati , Somdatta Goswami , Michael D. Shields , George Em Karniadakis

Neural operators have emerged as powerful surrogates for the solution of partial differential equations (PDEs), yet their ability to handle general, highly variable boundary conditions (BCs) remains limited. Existing approaches often fail…

Machine Learning · Computer Science 2026-05-14 Sepehr Mousavi , Siddhartha Mishra , Laura De Lorenzis

In this paper, we explore how our recently developed Wiener Chaos Expansion (WCE)-based neural operator (NO) can be applied to singular stochastic partial differential equations, e.g., the dynamic $\boldsymbol{\Phi}^4_2$ model simulated in…

Machine Learning · Computer Science 2026-03-10 Dai Shi , Luke Thompson , Andi Han , Peiyan Hu , Junbin Gao , José Miguel Hernández-Lobato

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

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

Due to existence of periodic windows, chaotic systems undergo numerous bifurcations as system parameters vary, rendering it hard to employ an analytic continuation, which constitutes a major obstacle for its effective analysis or…

Chaotic Dynamics · Physics 2023-07-03 Huanyu Cao , Yueheng Lan

We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC)…

Numerical Analysis · Mathematics 2016-12-16 H. Cagan Ozen , Guillaume Bal

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

In this letter, we compare three polynomial chaos expansion (PCE)-based methods for ANCOVA (ANalysis of COVAriance) indices based global sensitivity analysis for correlated random inputs in two power system applications. Surprisingly, the…

Signal Processing · Electrical Eng. & Systems 2023-07-17 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , François Bouffard

An integrated optimization method based on the constrained multi-objective evolutionary algorithm (MOEA) and non-intrusive polynomial chaos expansion (PCE) is proposed, which solves robust multi-objective optimization problems under…

Neural and Evolutionary Computing · Computer Science 2022-09-29 Yuji Takubo , Masahiro Kanazaki

The present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos…

Numerical Analysis · Mathematics 2022-12-22 Xiaoshu Zeng , Roger Ghanem

Symbolic regression plays a crucial role in modern scientific research thanks to its capability of discovering concise and interpretable mathematical expressions from data. A key challenge lies in the search for parsimonious and…

Machine Learning · Computer Science 2025-09-12 Kai Ruan , Yilong Xu , Ze-Feng Gao , Yike Guo , Hao Sun , Ji-Rong Wen , Yang Liu
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