相关论文: Integrating hyper-parameter uncertainties in a mul…

In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as…

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Simulation-based falsification is a practical testing method to increase confidence that the system will meet safety requirements. Because full-fidelity simulations can be computationally demanding, we investigate the use of simulators with…

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Challenges in multi-fidelity modeling relate to accuracy, uncertainty estimation and high-dimensionality. A novel additive structure is introduced in which the highest fidelity solution is written as a sum of the lowest fidelity solution…

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

To assess the possibility of evacuating a building in case of a fire, a standard method consists in simulating the propagation of fire, using finite difference methods and takes into account the random behavior of the fire, so that the…

How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

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…

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Multi-fidelity machine learning methods address the accuracy-efficiency trade-off by integrating scarce, resource-intensive high-fidelity data with abundant but less accurate low-fidelity data. We propose a practical multi-fidelity strategy…

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…