相关论文: Deep active subspaces - a scalable method for high…

This paper introduces a stochastic simulator for seismic uncertainty quantification, which is crucial for performance-based earthquake engineering. The proposed simulator extends the recently developed dimensionality reduction-based…

Uncertainty quantification based on stochastic spectral methods suffers from the curse of dimensionality. This issue was mitigated recently by low-rank tensor methods. However, there exist two fundamental challenges in low-rank tensor-based…

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Plasma kinetic equations exhibit pronounced sensitivity to microscopic perturbations in model parameters and data, making reliable and efficient uncertainty quantification (UQ) essential for predictive simulations. However, the cost of…

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

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…

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by…

A common trend in simulation-driven engineering applications is the ever-increasing size and complexity of the problem, where classical numerical methods typically suffer from significant computational time and huge memory cost. Methods…

Active subspaces can effectively reduce the dimension of high-dimensional parameter studies enabling otherwise infeasible experiments with expensive simulations. The key components of active subspace methods are the eigenvectors of a…

Discovering valuable insights from data through meaningful associations is a crucial task. However, it becomes challenging when trying to identify representative patterns in quantitative databases, especially with large datasets, as…

Multiscale modeling is a systematic approach to describe the behavior of complex systems by coupling models from different scales. The approach has been demonstrated to be very effective in areas of science as diverse as materials science,…

In complex large-scale systems such as climate, important effects are caused by a combination of confounding processes that are not fully observable. The identification of sources from observations of system state is vital for attribution…

Coherent anti-Stokes Raman scattering (CARS) spectroscopy is a powerful and rapid technique widely used in medicine, material science, and chemical analyses. However, its effectiveness is hindered by the presence of a non-resonant…

This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply the diffusion maps algorithm to a training data set to produce…

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…