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In this work we: (1) review likelihood-based inference for parameter estimation and the construction of confidence regions; and, (2) explore the use of techniques from information geometry, including geodesic curves and Riemann scalar…

统计方法学 · 统计学 2022-04-01 Jesse A Sharp , Alexander P Browning , Kevin Burrage , Matthew J Simpson

To predict smooth physical phenomena from observations, spline interpolation provides an interpretable framework by minimizing an energy functional associated with the Laplacian operator. This work proposes a methodology to construct a…

统计计算 · 统计学 2026-03-26 Charlie Sire , Mike Pereira

Uncertainty estimations for machine learning interatomic potentials (MLIPs) are crucial for quantifying model error and identifying informative training samples in active learning strategies. In this study, we evaluate uncertainty…

机器学习 · 计算机科学 2025-01-10 Matthias Holzenkamp , Dongyu Lyu , Ulrich Kleinekathöfer , Peter Zaspel

Due to the inherent aleatory uncertainties in renewable generators, the reliability/adequacy assessments of distributed generation (DG) systems have been particularly focused on the probabilistic modeling of random behaviors, given…

性能 · 计算机科学 2012-06-07 Yanfu Li , Enrico Zio

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

最优化与控制 · 数学 2025-07-22 Nishant Gadde

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

系统与控制 · 计算机科学 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…

统计理论 · 数学 2019-03-20 Wenjia Wang , Rui Tuo , C. F. Jeff Wu

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

系统与控制 · 电气工程与系统科学 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin

The use of emergent constraints to quantify uncertainty for key policy relevant quantities such as Equilibrium Climate Sensitivity (ECS) has become increasingly widespread in recent years. Many researchers, however, claim that emergent…

应用统计 · 统计学 2020-02-19 Daniel B. Williamson , Philip G. Sansom

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

机器学习 · 统计学 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

统计方法学 · 统计学 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

最优化与控制 · 数学 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural network models have proved to be adept at modeling processes with spatial-temporal complexity.…

机器学习 · 计算机科学 2025-02-04 Jeremiah Hauth , Cosmin Safta , Xun Huan , Ravi G. Patel , Reese E. Jones

In this paper we propose a numerical procedure for the quantification of uncertainties in wave-structure interaction. We utilise the smoothed particle hydrodynamics (SPH) scheme for modelling the wave mechanics, coupled one-way with a…

In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…

统计方法学 · 统计学 2024-03-18 Motong Chen , Henry Lam , Zhenyuan Liu

In this second part of our two-part paper, we provide a detailed, frequentist framework for propagating uncertainties within our multivariate linear least squares model. This permits us to quantify the impact of uncertainties in…

应用统计 · 统计学 2019-08-09 Pranay Seshadri , Andrew Duncan , Duncan Simpson , George Thorne , Geoffrey Parks

Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

统计方法学 · 统计学 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Wind gusts, being inherently stochastic, can significantly influence the safety and performance of aircraft. This study investigates a three-dimensional uncertainty quantification (UQ) problem to explore how uncertainties in gust and flight…

计算工程、金融与科学 · 计算机科学 2025-01-08 Bingran Wang , Michael Warner , Aoran Tian , Luca Scotzniovsky , John T. Hwang

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