相关论文: Highly efficient reliability analysis of anisotrop…

This paper describes a practical approach of using supervised machine learning (ML) models to assist safety investigators to classify aviation occurrences into either incident or serious incident categories. Our implementation currently…

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is…

The increasing use of machine-learning (ML) enabled systems in critical tasks fuels the quest for novel verification and validation techniques yet grounded in accepted system assurance principles. In traditional system development,…

Microstructural heterogeneity affects the macro-scale behavior of materials. Conversely, load distribution at the macro-scale changes the microstructural response. These up-scaling and down-scaling relations are often modeled using…

This paper presents an explainable machine learning (ML) approach for predicting surface roughness in milling. Utilizing a dataset from milling aluminum alloy 2017A, the study employs random forest regression models and feature importance…

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

As machine learning (ML) systems increasingly permeate high-stakes settings such as healthcare, transportation, military, and national security, concerns regarding their reliability have emerged. Despite notable progress, the performance of…

Unlike parametric regression, machine learning (ML) methods do not generally require precise knowledge of the true data generating mechanisms. As such, numerous authors have advocated for ML methods to estimate causal effects.…

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an appropriate probability distribution. However such a…

This study proposes a novel machine learning (ML) methodology for the efficient and cost-effective prediction of high-fidelity three-dimensional velocity fields in the wake of utility-scale turbines. The model consists of an auto-encoder…

We inspect how accurate machine learning (ML) is at forecasting realized variance of the Dow Jones Industrial Average index constituents. We compare several ML algorithms, including regularization, regression trees, and neural networks, to…

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…

We investigate the problem of computing a nested expectation of the form $\mathbb{P}[\mathbb{E}[X|Y] \!\geq\!0]\!=\!\mathbb{E}[\textrm{H}(\mathbb{E}[X|Y])]$ where $\textrm{H}$ is the Heaviside function. This nested expectation appears, for…

Machine learning (ML) plays a crucial role in assessing traversability for autonomous rover operations on deformable terrains but suffers from inevitable prediction errors. Especially for heterogeneous terrains where the geological features…

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…