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Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…

Computational Physics · Physics 2018-04-10 Jian-xun Wang , Christopher J. Roy , Heng Xiao

In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs and varying fidelities. Typically, a…

Numerical Analysis · Mathematics 2018-06-29 Benjamin Peherstorfer , Karen Willcox , Max Gunzburger

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

This paper provides a quantitative method for estimating the risk associated with candidate transportation technology, before it is developed and deployed. The proposed solution extends previous methods that rely exclusively on low-fidelity…

Applications · Statistics 2017-02-02 Erik J. Schlicht , Nichole L. Morris

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring…

Applications · Statistics 2024-05-14 M. Giselle Fernández-Godino

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

For certain industrial control applications an explicit function capturing the nontrivial trade-off between competing objectives in closed loop performance is not available. In such scenarios it is common practice to use the human innate…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Alex. S. Ira , Chris Manzie , Iman Shames , Robert Chin , Dragan Nesic , Hayato Nakada , Takeshi Sano

Multi-fidelity methods combine inexpensive low-fidelity simulations with costly but highfidelity simulations to produce an accurate model of a system of interest at minimal cost. They have proven useful in modeling physical systems and have…

Artificial Intelligence · Computer Science 2014-08-12 Erik J. Schlicht , Ritchie Lee , David H. Wolpert , Mykel J. Kochenderfer , Brendan Tracey

Multi-fidelity methods combine inexpensive low-fidelity simulations with costly but high-fidelity simulations to produce an accurate model of a system of interest at minimal cost. They have proven useful in modeling physical systems and…

Artificial Intelligence · Computer Science 2012-06-27 Erik J. Schlicht , Ritchie Lee , David H. Wolpert , Mykel J. Kochenderfer , Brendan Tracey

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in…

With the surge in the number of hyperparameters and training times of modern machine learning models, hyperparameter tuning is becoming increasingly expensive. However, after assessing 40 tuning methods systematically, we find that each…

Machine Learning · Computer Science 2022-04-08 Yuxin Xiao , Eric P. Xing , Willie Neiswanger

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

Numerical Analysis · Mathematics 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

The study of complex systems is often based on computationally intensive, high-fidelity, simulations. To build confidence in the prediction accuracy of such simulations, the impact of uncertainties in model inputs on the quantities of…

Computational Physics · Physics 2018-01-19 Lluis Jofre , Gianluca Geraci , Hillary Fairbanks , Alireza Doostan , Gianluca Iaccarino

Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…

Machine Learning · Computer Science 2025-09-09 Stephan Rabanser

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Sander van Rijn , Sebastian Schmitt , Matthijs van Leeuwen , Thomas Bäck
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