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In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…

Methodology · Statistics 2017-03-20 Roland Schöbi , Bruno Sudret

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

This paper proposes an active learning-based Gaussian process (AL-GP) metamodelling method to estimate the cumulative as well as complementary cumulative distribution function (CDF/CCDF) for forward uncertainty quantification (UQ) problems.…

Machine Learning · Statistics 2019-08-28 Ziqi Wang , Marco Broccardo

The interaction of quantum emitters with one-dimensional photon-like reservoirs induces strong and long-range dissipative couplings that give rise to the emergence of so-called Decoherence Free Subspaces (DFS) which are decoupled from…

Quantum Physics · Physics 2016-08-01 V. Paulisch , H. J. Kimble , A. Gonzalez-Tudela

Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

Statistics Theory · Mathematics 2022-05-11 Amine Hadji , Tammo Hesselink , Botond Szabó

Conventional uncertainty-aware temporal difference (TD) learning often assumes a zero-mean Gaussian distribution for TD errors, leading to inaccurate error representations and compromised uncertainty estimation. We introduce a novel…

Machine Learning · Computer Science 2025-02-04 Seyeon Kim , Joonhun Lee , Namhoon Cho , Sungjun Han , Wooseop Hwang

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

Fast and robust dynamic state estimation (DSE) is essential for accurately capturing the internal dynamic processes of power systems, and it serves as the foundation for reliably implementing real-time dynamic modeling, monitoring, and…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Jianhua Pei , Ping Wang , Jingyu Wang , Dongyuan Shi

This paper analyzes the effects of input uncertainties on the outputs of a three dimensional natural convection problem in a differentially heated cubical enclosure. Two different cases are considered for parameter uncertainty propagation…

Numerical Analysis · Computer Science 2020-10-06 Shantanu Shahane , Narayana R. Aluru , Surya Pratap Vanka

In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification…

Machine Learning · Computer Science 2026-04-07 Yiran Ma , Jerome Le Ny , Zhichao Chen , Zhihuan Song

For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…

Strongly Correlated Electrons · Physics 2026-03-13 Zhiyan Wang , Zhe Wang , Bin-Bin Mao , Zheng Yan

Addendum: The generalized Box-M\"uller algorithm provides a methodology for generating q-Gaussian random variates. The parameter $-\infty<q\leq3$ is related to the shape of the tail decay; $q<1$ for compact-support including parabola…

Statistical Mechanics · Physics 2021-02-12 William Thistleton , Kenric Nelson , John A. Marsh , Constantino Tsallis

Gaussian Processes (GPs) are a powerful tool for probabilistic modeling, but their performance is often constrained in complex, large-scale real-world domains due to the limited expressivity of classical kernels. Quantum computing offers…

Multiagent Systems · Computer Science 2026-05-13 Meet Gandhi , George P. Kontoudis

Learning data representations under uncertainty is an important task that emerges in numerous scientific computing and data analysis applications. However, uncertainty quantification techniques are computationally intensive and become…

Machine Learning · Computer Science 2025-08-06 Paz Fink Shustin , Shashanka Ubaru , Małgorzata J. Zimoń , Songtao Lu , Vasileios Kalantzis , Lior Horesh , Haim Avron

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

Following the performance breakthrough of denoising networks, improvements have come chiefly through novel architecture designs and increased depth. While novel denoising networks were designed for real images coming from different…

Image and Video Processing · Electrical Eng. & Systems 2021-06-01 Xiaoqi Ma , Xiaoyu Lin , Majed El Helou , Sabine Süsstrunk

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Large, multi-dimensional spatio-temporal datasets are omnipresent in modern science and engineering. An effective framework for handling such data are Gaussian process deep generative models (GP-DGMs), which employ GP priors over the latent…

Machine Learning · Statistics 2020-10-26 Matthew Ashman , Jonathan So , Will Tebbutt , Vincent Fortuin , Michael Pearce , Richard E. Turner

The requirement to generate robust robotic platforms is a critical enabling step to allow such platforms to permeate safety-critical applications (i.e., the localization of autonomous platforms in urban environments). One of the primary…

Signal Processing · Electrical Eng. & Systems 2019-08-14 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

Accurate yet efficient surrogate models are essential for large-scale simulations of partial differential equations (PDEs), particularly for uncertainty quantification (UQ) tasks that demand hundreds or thousands of evaluations. We develop…

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