相关论文: A survey of unsupervised learning methods for high…

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Uncertainty quantification (UQ) is an active area of research, and an essential technique used in all fields of science and engineering. The most common methods for UQ are Monte Carlo and surrogate-modelling. The former method is…

In this work, Uncertainty Quantification (UQ) based on non-intrusive Polynomial Chaos Expansion (PCE) is applied to the CFD problem of the flow past an airfoil with parameterized angle of attack and inflow velocity. To limit the…

This paper investigates the effectiveness of using the Random Projection Ensemble (RPE) approach in Quadratic Discriminant Analysis (QDA) for ultrahigh-dimensional classification problems. Classical methods such as Linear Discriminant…

We are interested in the development of surrogate models for uncertainty quantification and propagation in problems governed by stochastic PDEs using a deep convolutional encoder-decoder network in a similar fashion to approaches considered…

The integration of Scientific Machine Learning (SciML) techniques with uncertainty quantification (UQ) represents a rapidly evolving frontier in computational science. This work advances Physics-Informed Neural Networks (PINNs) by…

We present a general framework of semi-supervised dimensionality reduction for manifold learning which naturally generalizes existing supervised and unsupervised learning frameworks which apply the spectral decomposition. Algorithms derived…

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

This work presents a non-intrusive surrogate modeling scheme based on machine learning technology for predictive modeling of complex systems, described by parametrized time-dependent PDEs. For these problems, typical finite element…

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Uniform Manifold Approximation and Projection (UMAP) is a widely used manifold learning technique for dimensionality reduction. This paper studies UMAP, supervised UMAP, and several competing dimensionality reduction methods, including…

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Analyzing large volumes of high-dimensional data requires dimensionality reduction: finding meaningful low-dimensional structures hidden in their high-dimensional observations. Such practice is needed in atomistic simulations of complex…

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

We present a new nonlinear dimensionality reduction method, MAPLE, that enhances UMAP by improving manifold modeling. MAPLE employs a self-supervised learning approach to more efficiently encode low-dimensional manifold geometry. Central to…

The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…

In unsupervised learning, dimensionality reduction is an important tool for data exploration and visualization. Because these aims are typically open-ended, it can be useful to frame the problem as looking for patterns that are enriched in…