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Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

机器学习 · 计算机科学 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

Mathematical models of measuring systems and processes play an essential role in metrology and practical measurements. They form the basis for understanding and evaluating measurements, their results and their trustworthiness. Classic…

Numerical relativity (NR) enables the study of physics in strong and dynamical gravitational fields and provides predictions for the gravitational-wave signals produced by merging black holes. Despite the impressive accuracy of modern…

广义相对论与量子宇宙学 · 物理学 2025-10-15 Richard Dyer , Christopher J. Moore

Many supervised machine learning methods have revolutionised the empirical modelling of complex systems. These empirical models, however, are usually "black boxes" and provide only limited physical explanations about the underlying systems.…

We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (F-NARX), approximates the system response based on…

统计方法学 · 统计学 2025-07-08 Styfen Schär , Stefano Marelli , Bruno Sudret

Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…

机器学习 · 计算机科学 2022-06-29 Jan Brüdigam , Martin Schuck , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

系统与控制 · 电气工程与系统科学 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms, to build up a solution that minimizes or maximizes a given…

最优化与控制 · 数学 2021-01-14 Andrea Cristofari , Francesco Rinaldi

Lossy compressors are increasingly adopted in scientific research, tackling volumes of data from experiments or parallel numerical simulations and facilitating data storage and movement. In contrast with the notion of entropy in lossless…

分布式、并行与集群计算 · 计算机科学 2023-05-16 Robert Underwood , Julie Bessac , David Krasowska , Jon C. Calhoun , Sheng Di , Franck Cappello

We present a quadrotor dynamics Gaussian Process (GP) with gradient information that achieves real-time inference via state-space partitioning and approximation, and that includes aerodynamic effects using data from mid-fidelity potential…

机器人学 · 计算机科学 2026-02-16 Xinhuan Sang , Adam Rozman , Sheryl Grace , Roberto Tron

Operating complex real-world systems, such as soft robots, can benefit from precise predictive control schemes that require accurate state and model knowledge. This knowledge is typically not available in practical settings and must be…

系统与控制 · 电气工程与系统科学 2026-05-18 Jan-Hendrik Ewering , Max Bartholdt , Simon F. G. Ehlers , Niklas Wahlström , Thomas B. Schön , Thomas Seel

Extreme response assessment is important in the design and operation of engineering structures, and is a crucial part of structural risk and reliability analyses. Structures should be designed in a way that enables them to withstand the…

统计计算 · 统计学 2025-03-04 Sebastian Winter , Christian Agrell , Juan Camilo Guevara Gómez , Erik Vanem

We propose a modification of a maximum likelihood procedure for tuning parameter values in models, based upon the comparison of their output to field data. Our methodology, which uses polynomial approximations of the sample space to…

数据分析、统计与概率 · 物理学 2013-07-03 Nusret Balci , Juan M. Restrepo , Shankar C. Venkataramani

In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is…

机器学习 · 统计学 2019-02-27 Shubhanshu Shekhar , Tara Javidi

We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…

偏微分方程分析 · 数学 2025-04-15 D. Breit , E. Feireisl , M. Hofmanova , P. B. Mucha

Offline black-box optimization aims to maximize a black-box function using an offline dataset of designs and their measured properties. Two main approaches have emerged: the forward approach, which learns a mapping from input to its value,…

机器学习 · 计算机科学 2025-01-03 Can Sam Chen , Christopher Beckham , Zixuan Liu , Xue Liu , Christopher Pal

Coalescing black-hole binaries are expected to be the strongest sources of gravitational waves for ground-based interferometers as well as the space-based interferometer LISA. Recent progress in numerical relativity now makes it possible to…

Physical modeling is critical for many modern science and engineering applications. From a data science or machine learning perspective, where more domain-agnostic, data-driven models are pervasive, physical knowledge -- often expressed as…

机器学习 · 计算机科学 2022-07-22 Da Long , Zheng Wang , Aditi Krishnapriyan , Robert Kirby , Shandian Zhe , Michael Mahoney

Optimizing the configuration and placement of sensors is crucial for reliable fall detection, indoor localization, and activity recognition in assisted living spaces. We propose a novel, sample-efficient approach to find a high-quality…

机器学习 · 计算机科学 2023-09-13 Shadan Golestan , Omid Ardakanian , Pierre Boulanger

A computational/analytics framework for assessing the value of drill-hole information in ore grade estimation is described using Gaussian Process and statistics. A distinguishing feature is that it presents both a near-term and long-term…

计算工程、金融与科学 · 计算机科学 2026-05-26 Raymond Leung , Arman Melkumyan