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AI tools can be useful to address model deficits in the design of communication systems. However, conventional learning-based AI algorithms yield poorly calibrated decisions, unabling to quantify their outputs uncertainty. While Bayesian…

信号处理 · 电气工程与系统科学 2024-05-02 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

机器学习 · 统计学 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…

机器学习 · 计算机科学 2023-09-12 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

This work presents an alternative view on the numerical simulation of diffusion processes applied to the heat and moisture transfer through porous building materials. Traditionally, by using the finite-difference approach, the…

计算工程、金融与科学 · 计算机科学 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

系统与控制 · 计算机科学 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. We address here the case where the noise probability density functions are of unknown functional form. A flexible Bayesian…

统计理论 · 数学 2009-11-13 François Caron , Manuel Davy , Arnaud Doucet , Emmanuel Duflos , Philippe Vanheeghe

Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…

机器学习 · 统计学 2020-04-14 Xihaier Luo , Ahsan Kareem

All discretized numerical models contain modelling errors - this reality is amplified when reduced-order models are used. The ability to accurately approximate modelling errors informs statistics on model confidence and improves…

计算物理 · 物理学 2021-03-17 Danny Smyl , Tyler N. Tallman , Jonathan A. Black , Andreas Hauptmann , Dong Liu

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

动力系统 · 数学 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

When the heat released by a flame is sufficiently in phase with the acoustic pressure, a self-excited thermoacoustic oscillation can arise. These nonlinear oscillations are one of the biggest challenges faced in the design of safe and…

计算工程、金融与科学 · 计算机科学 2019-06-28 Tullio Traverso , Luca Magri

This paper presents a unified approach to the modeling and computation of the Kubo conductivity of incommensurate bilayer heterostructures at finite temperature. Firstly, we derive an expression for the large-body limit of Kubo-Greenwood…

数值分析 · 数学 2020-09-24 Simon Etter , Daniel Massatt , Mitchell Luskin , Christoph Ortner

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

统计方法学 · 统计学 2018-10-11 Quentin Clairon

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…

This work presents a new conforming stabilized virtual element method for the generalized Boussinesq equation with temperature-dependent viscosity and thermal conductivity. A gradient-based local projection stabilization method is…

数值分析 · 数学 2025-12-29 Sudheer Mishra , Sundararajan Natarajan , Natarajan E

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a…

数值分析 · 数学 2022-09-28 Prashant K. Jha , J. Tinsley Oden

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

数值分析 · 数学 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

In this thesis we deal with two different topics. In the first half we investigate how the Bayesian formalism can be introduced into the problem of quantum thermometry -- a field which exploits the high level of control in coherent devices…

量子物理 · 物理学 2023-07-20 Gabriel O. Alves

Estimated uncertainty by approximate posteriors in Bayesian neural networks are prone to miscalibration, which leads to overconfident predictions in critical tasks that have a clear asymmetric cost or significant losses. Here, we extend the…

机器学习 · 计算机科学 2022-06-17 Biraja Ghoshal , Allan Tucker

To optimize efficiently over discrete data and with only few available target observations is a challenge in Bayesian optimization. We propose a continuous relaxation of the objective function and show that inference and optimization can be…

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

最优化与控制 · 数学 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow