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We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Machine Learning · Statistics 2021-09-22 Panagiotis Tsilifis , Piyush Pandita , Sayan Ghosh , Valeria Andreoli , Thomas Vandeputte , Liping Wang

Injection molding is one of the most popular manufacturing methods for the modeling of complex plastic objects. Faster numerical simulation of the technological process would allow for faster and cheaper design cycles of new products. In…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

An understanding of how input parameter uncertainty in the numerical simulation of physical models leads to simulation output uncertainty is a challenging task. Common methods for quantifying output uncertainty, such as performing a grid or…

Materials Science · Physics 2023-09-25 Samuel G. McCallum , James E. Lerpiniére , Kjeld O. Jensen , Alison B. Walker

We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…

Methodology · Statistics 2019-02-14 Henry Lam , Huajie Qian

Thermoplastics injection molding allows the production of complex parts in large series. Industrial quality requirements are increasing. The injection molding process needs to be regulate in order to maintain a working point. There is…

Systems and Control · Computer Science 2017-07-07 Pierre Nagorny , Eric Pairel , Maurice Pillet

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Numerical modeling of morphodynamics presents significant challenges in engineering due to uncertainties arising from inaccurate inputs, model errors, and limited computing resources. Accurate results are essential for optimizing strategies…

Computation · Statistics 2026-01-07 Cédric Goeury , Fabien Souillé

In engineering applications almost all processes are described with the help of models. Especially forming machines heavily rely on mathematical models for control and condition monitoring. Inaccuracies during the modeling, manufacturing…

Motivated by critical challenges and needs from biopharmaceuticals manufacturing, we propose a general metamodel-assisted stochastic simulation uncertainty analysis framework to accelerate the development of a simulation model with modular…

Methodology · Statistics 2022-09-07 Wei Xie , Russell R. Barton , Barry L. Nelson , Keqi Wang

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

This study presents a Bayesian framework for (inverse) uncertainty quantification and parameter estimation in a two-step Chemical Vapor Deposition coating process using production data. We develop an XGBoost surrogate model that maps…

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

Optimization and Control · Mathematics 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

Procedural material models have been gaining traction in many applications thanks to their flexibility, compactness, and easy editability. We explore the inverse rendering problem of procedural material parameter estimation from…

Graphics · Computer Science 2025-04-22 Yu Guo , Milos Hasan , Lingqi Yan , Shuang Zhao

Irradiation-induced void swelling is a critical degradation mechanism for structural materials in nuclear reactors, dictating component operational lifespan and safety. While recent machine learning (ML) approaches have improved the…

Applications · Statistics 2026-03-03 Minhee Kim , Yong Yang
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