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相关论文: A tree-based Polynomial Chaos expansion for surrog…

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A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

机器学习 · 统计学 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

机器学习 · 统计学 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

最优化与控制 · 数学 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

机器学习 · 统计学 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

统计计算 · 统计学 2022-11-29 X. Zhu , B. Sudret

The classification of imbalanced data has presented a significant challenge for most well-known classification algorithms that were often designed for data with relatively balanced class distributions. Nevertheless skewed class distribution…

机器学习 · 统计学 2023-04-21 Jiaju Miao , Wei Zhu

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

As the complexity and computational demands of deep learning models rise, the need for effective optimization methods for neural network designs becomes paramount. This work introduces an innovative search mechanism for automatically…

机器学习 · 计算机科学 2024-08-12 Seyedarmin Azizi , Mahdi Nazemi , Arash Fayyazi , Massoud Pedram

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…

计算工程、金融与科学 · 计算机科学 2023-07-26 Niklas Georg , Ulrich Römer

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

计算金融 · 定量金融 2016-10-31 Luca Di Persio , Michele Bonollo , Gregorio Pellegrini

We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic…

系统与控制 · 电气工程与系统科学 2020-07-13 Felix Petzke , Ali Mesbah , Stefan Streif

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

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

统计计算 · 统计学 2017-04-05 Negin Alemazkoor , Hadi Meidani

Model-free forecasting of the temporal evolution of chaotic systems is crucial but challenging. Existing solutions require hyperparameter tuning, significantly hindering their wider adoption. In this work, we introduce a tree-based approach…

机器学习 · 计算机科学 2025-07-04 Adam Giammarese , Kamal Rana , Erik M. Bollt , Nishant Malik

Raising the order of the multipole expansion is a feasible approach for improving the accuracy of the treecode algorithm. However, a uniform order for the expansion would result in the inefficiency of the implementation, especially when the…

数值分析 · 数学 2024-12-31 Zixuan Cui , Lei Yang

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling…

统计计算 · 统计学 2018-02-14 Mohammad Hadigol , Alireza Doostan

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

系统与控制 · 计算机科学 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Sequential generative models conditioned on uncertain rewards are central to AI-driven scientific discovery, yet the epistemic uncertainty they inherit from imperfect reward estimates remains unquantified. We propagate this uncertainty…

Existing techniques to reconstruct tree models of progression for accumulative processes, such as cancer, seek to estimate causation by combining correlation and a frequentist notion of temporal priority. In this paper, we define a novel…