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Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

Methodology · Statistics 2021-08-30 Sascha Ranftl , Wolfgang von der Linden

Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require…

Machine Learning · Computer Science 2025-12-17 Miguel Sánchez-Domínguez , Lucas Lacasa , Javier de Vicente , Gonzalo Rubio , Eusebio Valero

Surrogate models - also called emulators - are widely used to facilitate Bayesian inference in settings where computational costs preclude the use of standard posterior inference algorithms. Their deployment is now standard practice across…

Methodology · Statistics 2026-03-17 Andrew Gerard Roberts , Michael C. Dietze , Jonathan H. Huggins

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

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

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

Machine Learning · Computer Science 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

The paper addresses Bayesian inferences in inverse problems with uncertainty quantification involving a computationally expensive forward map associated with solving a partial differential equations. To mitigate the computational cost, the…

Methodology · Statistics 2023-12-18 A. Galaviz , J. A. Christen , A. Capella

Deep vision models perform input-output computations that are hard to interpret. Concept-based explanation methods (CBEMs) increase interpretability by re-expressing parts of the model with human-understandable semantic units, or concepts.…

Machine Learning · Computer Science 2026-03-31 Shubham Kumar , Narendra Ahuja

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky
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