相关论文: Mining gold from implicit models to improve likeli…

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

With the digitalization of power grids, physical equations become insufficient to describe the network's behavior, and realistic but time-consuming simulators must be used. Numerical experiments, such as safety validation, that involve…

In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

We propose a new modeling approach that is a generalization of generative and discriminative models. The core idea is to use an implicit parameterization of a joint probability distribution by specifying only the conditional distributions.…

While Bayesian inference is the gold standard for uncertainty quantification and propagation, its use within physical chemistry encounters formidable computational barriers. These bottlenecks are magnified for modeling data with many…

The interpretability of machine learning, particularly for deep neural networks, is crucial for decision making in real-world applications. One approach is replacing the un-interpretable machine learning model with a surrogate model, which…

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

This paper describes methods for comparative evaluation of the interpretability of models of high dimensional time series data inferred by unsupervised machine learning algorithms. The time series data used in this investigation were logs…

In order to mitigate the sample complexity of real-world reinforcement learning, common practice is to first train a policy in a simulator where samples are cheap, and then deploy this policy in the real world, with the hope that it…

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Stochastic processes defined on integer valued state spaces are popular within the physical and biological sciences. These models are necessary for capturing the dynamics of small systems where the individual nature of the populations…

Neural networks are powerful surrogates for numerous forward processes. The inversion of such surrogates is extremely valuable in science and engineering. The most important property of a successful neural inverse method is the performance…

When inferring unknown parameters or comparing different models, data must be compared to underlying theory. Even if a model has no closed-form solution to derive summary statistics, it is often still possible to simulate mock data in order…

Numerical simulations of physical systems exhibit discrepancies arising from unmodeled physics and idealizations, as well as numerical approximation errors stemming from discretization and solver tolerances. This article reviews techniques…

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

With the growing computational power available for high-resolution ensemble simulations in scientific fields such as cosmology and oceanology, storage and computational demands present significant challenges. Current surrogate models fall…