Related papers: A tree-based Polynomial Chaos expansion for surrog…
We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…
In the field of computer experiments sensitivity analysis aims at quantifying the relative importance of each input parameter (or combinations thereof) of a computational model with respect to the model output uncertainty. Variance…
Polynomial chaos expansion is a popular way to develop surrogate models for stochastic systems with arbitrary random variables. Standard techniques such as Galerkin projection, stochastic collocation, and least squares approximation, are…
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…
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…
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…
Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…
Recent advancements in equivariant deep models have shown promise in accurately predicting atomic potentials and force fields in molecular dynamics simulations. Using spherical harmonics (SH) and tensor products (TP), these equivariant…
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…
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…
Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…
Polynomial chaos expansion (PCE) is an increasingly popular technique for uncertainty propagation and quantification in systems and control. Based on the theory of Hilbert spaces and orthogonal polynomials, PCE allows for a unifying…
We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…
Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties. However, their computation using conditional expectations is computationally expensive. Approximation…
Deep neural networks have shown exceptional performance in various tasks, but their lack of robustness, reliability, and tendency to be overconfident pose challenges for their deployment in safety-critical applications like autonomous…
Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…
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…
Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data…
A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…
We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…