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相关论文: Adaptive Polynomial Chaos Expansion for Uncertaint…

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The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

数值分析 · 数学 2019-02-20 Liang Yan , Tao Zhou

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns. Here, the quantity of interest is the stationary…

概率论 · 数学 2017-05-17 Katia Bachi , Cédric Chauvière , Hacène Djellout , Karim Abbas

In an ever-increasing interest for Machine Learning (ML) and a favorable data development context, we here propose an original methodology for data-based prediction of two-dimensional physical fields. Polynomial Chaos Expansion (PCE),…

计算物理 · 物理学 2021-02-03 Rem-Sophia Mouradi , Cédric Goeury , Olivier Thual , Fabrice Zaoui , Pablo Tassi

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

统计计算 · 统计学 2017-04-13 Chu V. Mai , Bruno Sudret

The present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos…

数值分析 · 数学 2022-12-22 Xiaoshu Zeng , Roger Ghanem

This work develops a novel basis-adaptive method for constructing anisotropic polynomial chaos expansions of multidimensional (vector-valued, multi-output) model responses. The adaptive basis selection is based on multivariate sensitivity…

计算工程、金融与科学 · 计算机科学 2024-10-11 Dimitrios Loukrezis , Eric Diehl , Herbert De Gersem

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

数值分析 · 数学 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche

Treatment planning uncertainties are typically managed using margin-based or robust optimization. Margin-based methods expand the clinical target volume (CTV) to a planning target volume, generally unsuited for proton therapy. Robust…

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

统计方法学 · 统计学 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

The paper presents a novel methodology to build surrogate models of complicated functions by an active learning-based sequential decomposition of the input random space and construction of localized polynomial chaos expansions, referred to…

机器学习 · 计算机科学 2023-09-19 Lukáš Novák , Michael D. Shields , Václav Sadílek , Miroslav Vořechovský

Human exposure induced by wireless communication systems increasingly draws the public attention. Here, an indoor down-link scenario is concerned and the exposure level is statistically analyzed. The electromagnetic field (EMF) emitted by a…

应用统计 · 统计学 2020-04-14 Zicheng Liu , Dominique Lesselier , Bruno Sudret , Joe Wiart

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

系统与控制 · 电气工程与系统科学 2025-03-05 Aidan Gerkis , Xiaozhe Wang

The application of polynomial chaos expansions (PCEs) to the propagation of uncertainties in stochastic dynamical models is well-known to face challenging issues. The accuracy of PCEs degenerates quickly in time. Thus maintaining a…

统计方法学 · 统计学 2016-04-27 C. V. Mai , M. D. Spiridonakos , E. N. Chatzi , B. Sudret

Operator learning (OL) has emerged as a powerful tool in scientific machine learning (SciML) for approximating mappings between infinite-dimensional functional spaces. One of its main applications is learning the solution operator of…

机器学习 · 统计学 2025-08-29 Himanshu Sharma , Lukáš Novák , Michael D. Shields

This paper studies the utility of techniques within uncertainty quantification, namely spectral projection and polynomial chaos expansion, in reducing sampling needs for characterizing acoustic metamaterial dispersion band responses given…

LLMs' overconfidence, particularly when hallucinating, poses a significant challenge for the deployment of the models in safety-critical settings and makes a reliable estimation of uncertainty necessary. Existing approaches for uncertainty…

机器学习 · 计算机科学 2026-05-26 Hamed Karimi , Vaishali Meyappan , Reza Samavi

The Reduced-Basis Control-Variate Monte-Carlo method was introduced recently in [S. Boyaval and T. Leli\`evre, CMS, 8 2010] as an improved Monte-Carlo method, for the fast estimation of many parametrized expected values at many parameter…

数值分析 · 数学 2015-06-04 Sébastien Boyaval

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

This paper analyzes the effects of input uncertainties on the outputs of a three dimensional natural convection problem in a differentially heated cubical enclosure. Two different cases are considered for parameter uncertainty propagation…

数值分析 · 计算机科学 2020-10-06 Shantanu Shahane , Narayana R. Aluru , Surya Pratap Vanka