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Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these…

Computation · Statistics 2026-02-19 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…

Optimization and Control · Mathematics 2021-01-25 Charlie Vanaret , Philipp Seufert , Jan Schwientek , Gleb Karpov , Gleb Ryzhakov , Ivan Oseledets , Norbert Asprion , Michael Bortz

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

Dynamic model inference techniques have been the center of many research projects recently. There are now multiple open source implementations of state-of-the-art algorithms, which provide basic abstraction and merging capabilities. Most of…

Software Engineering · Computer Science 2019-04-01 Mohammad Jafar Mashhadi , Hadi Hemmati

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Technology of formal quantitative estimation of the conformity of the mathematical models to the available dataset is presented. Main purpose of the technology is to make easier the model selection decision-making process for the…

Optimization and Control · Mathematics 2020-04-21 Alexander Sokolov , Vladimir Voloshinov

Forward and inverse models are used throughout different engineering fields to predict and understand the behaviour of systems and to find parameters from a set of observations. These models use root-finding and minimisation techniques…

Computational Engineering, Finance, and Science · Computer Science 2023-08-08 Preslav Aleksandrov

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

From the statistical learning perspective, complexity control via explicit regularization is a necessity for improving the generalization of over-parameterized models. However, the impressive generalization performance of neural networks…

Machine Learning · Computer Science 2021-02-09 Taejong Joo , Uijung Chung

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized…

Numerical Analysis · Mathematics 2021-09-09 Dominik Garmatter , Margherita Porcelli , Francesco Rinaldi , Martin Stoll

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…

Computation · Statistics 2017-08-02 F. A. DiazDelaO , A. Garbuno-Inigo , S. K. Au , I. Yoshida

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

This scientific paper explores two distinct approaches for identifying and approximating the simulation model, particularly in the context of the snap process crucial to medical device assembly. Simulation models play a pivotal role in…

Machine Learning · Computer Science 2023-09-27 Fatemeh Kakavandi

Neural Network Differential Equation (NN DE) solvers have surged in popularity due to a combination of factors: computational advances making their optimization more tractable, their capacity to handle high dimensional problems, easy…

Numerical Analysis · Mathematics 2021-11-19 Akshunna S. Dogra
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