Related papers: Reliability Sensitivity with Response Gradient
We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…
Psychiatric neuroscience is increasingly aware of the need to define psychopathology in terms of abnormal neural computation. The central tool in this endeavour is the fitting of computational models to behavioural data. The most prominent…
Sensitivity analysis is a process of computing sensitivity indices, which are certain measures of importance of parameters in influencing the outputs of mathematical models. Sensitivity indices computed in variance-based sensitivity…
This work is based on the seminar titled ``Resiliency in Numerical Algorithm Design for Extreme Scale Simulations'' held March 1-6, 2020 at Schloss Dagstuhl, that was attended by all the authors. Naive versions of conventional resilience…
Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
This paper presents a novel numerical method for the hybrid reliability analysis by using the uncertainty theory. Aleatory uncertainty and epistemic uncertainty are considered simultaneously in this method. Epistemic uncertainty is…
Maximum-likelihood estimation is applied to identification of an unknown quantum mechanical process represented by a ``black box''. In contrast to linear reconstruction schemes the proposed approach always yields physically sensible…
Spectral clustering is a popular unsupervised learning technique which is able to partition unlabelled data into disjoint clusters of distinct shapes. However, the data under consideration are often experimental data, implying that the data…
We investigate reversibility violations in the Hybrid Monte Carlo algorithm. Those violations are inevitable when computers with finite numerical precision are being used. In SU(2) gauge theory, we study the dependence of observables on the…
We consider a statistical test whose p-value can only be approximated using Monte Carlo simulations. We are interested in deciding whether the p-value for an observed data set lies above or below a given threshold such as 5%. We want to…
While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…
This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…
Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…
Deep neural networks have proven to be extremely powerful, however, they are also vulnerable to adversarial attacks which can cause hazardous incorrect predictions in safety-critical applications. Certified robustness via randomized…
If the conclusion of a data analysis is sensitive to dropping very few data points, that conclusion might hinge on the particular data at hand rather than representing a more broadly applicable truth. How could we check whether this…
Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before…
Regression trees have emerged as a preeminent tool for solving real-world regression problems due to their ability to deal with nonlinearities, interaction effects and sharp discontinuities. In this article, we rather study regression trees…
Dynamic control via optimized, piecewise-constant pulses is a common paradigm for open-loop control to implement quantum gates. While numerous methods exist for the synthesis of such controls, there are many open questions regarding the…
These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensional inference problems. In short, the method posits that a…