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In this paper an efficient and reliable method for stochastic yield estimation is presented. Since one main challenge of uncertainty quantification is the computational feasibility, we propose a hybrid approach where most of the Monte Carlo…

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

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

We develop an efficient numerical method for the probabilistic quantification of the response statistics of nonlinear multi-degree-of-freedom structural systems under extreme forcing events, emphasizing accurate heavy-tail statistics. The…

Computational Engineering, Finance, and Science · Computer Science 2017-06-05 Han Kyul Joo , Mustafa A. Mohamad , Themistoklis P. Sapsis

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

Machine Learning · Computer Science 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

This paper develops a design-first econometric framework for event-study and difference-in-differences estimands under staggered adoption with heterogeneous effects, emphasising (i) exact probability limits for conventional two-way fixed…

Econometrics · Economics 2026-01-28 Craig S Wright

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

Extreme value analysis (EVA) uses data to estimate long-term extreme environmental conditions for variables such as significant wave height and period, for the design of marine structures. Together with models for the short-term evolution…

Methodology · Statistics 2024-07-30 Matthew Speers , David Randell , Jonathan Angus Tawn , Philip Jonathan

Engineering disciplines often rely on extensive simulations to ensure that structures are designed to withstand harsh conditions while avoiding over-engineering for unlikely scenarios. Assessments such as Serviceability Limit State (SLS)…

Machine Learning · Computer Science 2025-12-19 Vegard Flovik , Sebastian Winter , Christian Agrell

Many robot control scenarios involve assessing system robustness against a task specification. If either the controller or environment are composed of "black-box" components with unknown dynamics, we cannot rely on formal verification to…

Robotics · Computer Science 2022-02-23 Craig Innes , Subramanian Ramamoorthy

Diverse domains of science and engineering use parameterised mechanistic models. Engineers and scientists can often hypothesise several rival models to explain a specific process or phenomenon. Consider a model discrimination setting where…

Machine Learning · Computer Science 2021-11-02 Simon Olofsson , Eduardo S. Schultz , Adel Mhamdi , Alexander Mitsos , Marc Peter Deisenroth , Ruth Misener

Accurate prediction of dynamical response of structural system depends on the correct modeling of that system. However, modeling becomes increasingly challenging when there are many candidate models available to describe the system…

Applications · Statistics 2025-10-06 Subhayan De , Tianhao Yu , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

Uncertainty propagation in high-dimensional nonlinear dynamic structural systems is pivotal in state-of-the-art performance-based design and risk assessment, where uncertainties from both excitations and structures, i.e., the aleatoric…

Machine Learning · Computer Science 2026-04-03 Manisha Sapkota , Min Li , Bowei Li

This paper presents a new methodology for structural reliability analysis via stochastic finite element method (SFEM). A novel sample-based SFEM is firstly used to compute structural stochastic responses of all spatial points at the same…

Computational Physics · Physics 2020-08-19 Zhibao Zheng

Explainability of black-box machine learning models is crucial, in particular when deployed in critical applications such as medicine or autonomous cars. Existing approaches produce explanations for the predictions of models, however, how…

Machine Learning · Computer Science 2021-11-18 Jonas Schulz , Rafael Poyiadzi , Raul Santos-Rodriguez

It is nowadays widely acknowledged that optimal structural design should be robust with respect to the uncertainties in loads and material parameters. However, there are several alternatives to consider such uncertainties in structural…

Computational Engineering, Finance, and Science · Computer Science 2022-01-26 Gustavo Assis da Silva , Eduardo Lenz Cardoso , Andre T. Beck
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