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Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

机器学习 · 统计学 2025-05-21 Tyler Maunu , Jiayi Yao

A hybrid machine learning and process-based-modeling (PBM) approach is proposed and evaluated at a handful of AmeriFlux sites to simulate the top-layer soil moisture state. The Hybrid-PBM (HPBM) employed here uses the Noah land-surface…

机器学习 · 计算机科学 2020-05-12 Craig Pelissier , Jonathan Frame , Grey Nearing

The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical inference method in applied work. However, MCMC algorithms…

统计方法学 · 统计学 2018-09-21 Matias Quiroz , Mattias Villani , Robert Kohn , Minh-Ngoc Tran , Khue-Dung Dang

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

计算工程、金融与科学 · 计算机科学 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

Based on economic theories and integrated with machine learning technology, this study explores a collaborative Supply Chain Management and Financial Supply Chain Management (SCM - FSCM) model to solve issues like efficiency loss, financing…

机器学习 · 计算机科学 2025-09-05 Hang Wang , Huijie Tang , Ningai Leng , Zhoufan Yu

The parameterization of moist convection contributes to uncertainty in climate modeling and numerical weather prediction. Machine learning (ML) can be used to learn new parameterizations directly from high-resolution model output, but it…

大气与海洋物理 · 物理学 2018-11-30 Paul A. O'Gorman , John G. Dwyer

Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

计算工程、金融与科学 · 计算机科学 2021-07-16 Qiao-Le He , Liming Zhao

Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous,…

统计方法学 · 统计学 2025-01-28 Danielle Cabel , Shonosuke Sugasawa , Masahiro Kato , Kosaku Takanashi , Kenichiro McAlinn

Precise Soil Moisture (SM) assessment is essential in agriculture. By understanding the level of SM, we can improve yield irrigation scheduling which significantly impacts food production and other needs of the global population. The…

计算机视觉与模式识别 · 计算机科学 2023-03-22 Muhammad Riaz Hasib Hossain , Muhammad Ashad Kabir

Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…

机器学习 · 统计学 2026-05-15 Ryan Thompson , Matt P. Wand , Joanna J. J. Wang

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

机器学习 · 统计学 2025-05-16 Conor Rosato , Harvinder Lehal , Simon Maskell , Lee Devlin , Malcolm Strens

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

机器学习 · 统计学 2025-07-22 Xiaoping Du

Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no straightforward solution. We take a…

统计计算 · 统计学 2013-05-03 Alexander Y. Shestopaloff , Radford M. Neal

Recent advancements in Machine Learning (ML) have substantially improved its predictive and computational abilities, offering promising opportunities for surrogate modeling in scientific applications. By accurately approximating complex…

分布式、并行与集群计算 · 计算机科学 2024-08-28 Zane Fink , Konstantinos Parasyris , Praneet Rathi , Giorgis Georgakoudis , Harshitha Menon , Peer-Timo Bremer

Field-level inference provides a means to optimally extract information from upcoming cosmological surveys, but requires efficient sampling of a high-dimensional parameter space. This work applies Microcanonical Langevin Monte Carlo (MCLMC)…

宇宙学与河外天体物理 · 物理学 2023-07-20 Adrian E. Bayer , Uros Seljak , Chirag Modi

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

In order to optimally design materials, it is crucial to understand the structure-property relations in the material by analyzing the effect of microstructure parameters on the macroscopic properties. In computational homogenization, the…

计算工程、金融与科学 · 计算机科学 2022-08-24 Theron Guo , Ondřej Rokoš , Karen Veroy

Efficient nutrient management and precise fertilization are essential for advancing modern agriculture, particularly in regions striving to optimize crop yields sustainably. The AgroLens project endeavors to address this challenge by…

This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…

数值分析 · 数学 2021-09-30 Philipp A. Guth , Andreas Van Barel