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Uncertainty quantification (UQ) plays a major role in verification and validation of computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and…

材料科学 · 物理学 2022-06-14 Anh Tran , Tim Wildey , Hojun Lim

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

最优化与控制 · 数学 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

人工智能 · 计算机科学 2023-07-19 Yunwen Lei

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

机器学习 · 统计学 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

机器学习 · 统计学 2024-09-04 Andreas Christmann , Yunwen Lei

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

机器学习 · 计算机科学 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

Most scientific machine learning (SciML) applications of neural networks involve hundreds to thousands of parameters, and hence, uncertainty quantification for such models is plagued by the curse of dimensionality. Using physical…

机器学习 · 计算机科学 2024-07-02 Govinda Anantha Padmanabha , Jan Niklas Fuhg , Cosmin Safta , Reese E. Jones , Nikolaos Bouklas

In this paper, we consider the knot matching problem arising in computational forestry. The knot matching problem is an important problem that needs to be solved to advance the state of the art in automatic strength prediction of lumber. We…

应用统计 · 统计学 2017-08-28 Seong-Hwan Jun , Samuel W. K. Wong , James V. Zidek , Alexandre Bouchard-Côté

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

机器学习 · 计算机科学 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

In this work we propose an Uncertainty Quantification methodology for sedimentary basins evolution under mechanical and geochemical compaction processes, which we model as a coupled, time-dependent, non-linear, monodimensional (depth-only)…

数值分析 · 数学 2017-11-22 Ivo Colombo , Fabio Nobile , Giovanni Porta , Anna Scotti , Lorenzo Tamellini

Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…

计算工程、金融与科学 · 计算机科学 2025-12-18 Akash Yadav , Ruda Zhang

A cluster tree provides a highly-interpretable summary of a density function by representing the hierarchy of its high-density clusters. It is estimated using the empirical tree, which is the cluster tree constructed from a density…

Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…

最优化与控制 · 数学 2014-07-09 Eric Dow , Qiqi Wang

We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…

最优化与控制 · 数学 2025-08-13 Timothy Chan , Jangwon Park , Vahid Sarhangian

The structure uncertainty optimization problem is usually treated as double-loop optimization process, which is computation-intensive. In this paper, an efficient interval uncertainty optimization approach based on Quasi-sparse response…

最优化与控制 · 数学 2019-09-16 Kefeng Wang , Pu Li , Yanfeng Zhang , Yunbao Huang

Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…

机器学习 · 统计学 2021-10-20 Yan Shuo Tan , Abhineet Agarwal , Bin Yu

Predictions of fatalities from violent conflict on the PRIO-GRID-month (pgm) level are characterized by high levels of uncertainty, limiting their usefulness in practical applications. We discuss the two main sources of uncertainty for this…

应用统计 · 统计学 2026-03-13 Daniel Mittermaier , Tobias Bohne , Martin Hofer , Daniel Racek

Motivated by an application involving additively manufactured bioresorbable polymer scaffolds supporting bone tissue regeneration, we investigate the impact of uncertain geometry perturbations on the effective mechanical properties of…

偏微分方程分析 · 数学 2023-04-19 Patrick Dondl , Yongming Luo , Stefan Neukamm , Steve Wolff-Vorbeck

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

计算工程、金融与科学 · 计算机科学 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

Fatigue crack growth is one of the most common types of deterioration in metal structures with significant implications on their reliability. Recent advances in Structural Health Monitoring (SHM) have motivated the use of structural…

机器学习 · 统计学 2023-10-12 Nicholas E. Silionis , Konstantinos N. Anyfantis