相关论文: Artificial neural networks in calibration of nonli…

Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…

A novel approach is presented for the solution of instantaneous chemical equilibrium problems. The chemical equilibrium can be considered, due to its intrinsically local character, as a mapping of the three-dimensional parameter space…

In an increasing number of applications designers have access to multiple computer models which typically have different levels of fidelity and cost. Traditionally, designers calibrate these models one at a time against some high-fidelity…

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Confidence calibration -- the problem of predicting probability estimates representative of the true correctness likelihood -- is important for classification models in many applications. We discover that modern neural networks, unlike…

Calibrating deep neural models plays an important role in building reliable, robust AI systems in safety-critical applications. Recent work has shown that modern neural networks that possess high predictive capability are poorly calibrated…

Accurate estimation of predictive uncertainty (model calibration) is essential for the safe application of neural networks. Many instances of miscalibration in modern neural networks have been reported, suggesting a trend that newer, more…

Dynamic neural networks are a recent technique that promises a remedy for the increasing size of modern deep learning models by dynamically adapting their computational cost to the difficulty of the inputs. In this way, the model can adjust…

This paper aims to accelerate the test-time computation of deep convolutional neural networks (CNNs). Unlike existing methods that are designed for approximating linear filters or linear responses, our method takes the nonlinear units into…

Artificial Neural Networks are powerful function approximators capable of modelling solutions to a wide variety of problems, both supervised and unsupervised. As their size and expressivity increases, so too does the variance of the model,…

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive…

We present a neural network based calibration method that performs the calibration task within a few milliseconds for the full implied volatility surface. The framework is consistently applicable throughout a range of volatility models…

Model calibration, which is concerned with how frequently the model predicts correctly, not only plays a vital part in statistical model design, but also has substantial practical applications, such as optimal decision-making in the real…

In chemometrics, data from infrared or near-infrared (NIR) spectroscopy are often used to identify a compound or to analyze the composition of amaterial. This involves the calibration of models that predict the concentration ofmaterial…

Rational and neural network based approximations are efficient tools in modern approximation. These approaches are able to produce accurate approximations to nonsmooth and non-Lipschitz functions, including multivariate domain functions. In…

Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiment is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer…

Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…

Artificial neural networks have gone through a recent rise in popularity, achieving state-of-the-art results in various fields, including image classification, speech recognition, and automated control. Both the performance and…

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…