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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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1122 · Jan 201919922001200920172026
27 results for field-valued QoIs

Improved surrogate model for field-valued QoIs using LF and HF simulations.

problem Accurate and efficient modeling of field-valued quantities under uncertain inputs.
method Bifidelity Karhunen-Loève expansion with active learning.
result Consistent improvements in predictive accuracy and sample efficiency.

LUQ learns QoI from dynamical systems for consistent observation inversion.

problem Quantifying uncertainties on model inputs corresponding to observable QoI in dynamical systems.
method LUQ framework for SIPs, including data filtering, dynamics learning, observation classification, and feature extraction.
result LUQ provides tractable solutions to SIPs for dynamical systems, enabling uncertainty quantification.

Framework combines machine learning and inverse methods to quantify uncertainties in model parameters.

problem Combining aleatoric and epistemic uncertainties in engineered systems modeling.
method Develops a robust filtering step in LUQ to learn useful QoI maps from noisy datasets, iterates over time, and uses sufficiency tests.
result Transforms datasets into distributions for DC-based inversion, improving parameter quantification.

GO-OED maximizes predictive information gain on nonlinear QoIs.

problem Maximizing information gain on nonlinear predictive quantities.
method Nested Monte Carlo estimator, Markov chain Monte Carlo, kernel density estimation, Bayesian optimization.
result GO-OED outperforms conventional OED in nonlinear settings.

GINNs combine deep learning with PGMs for physics-based multiscale systems.

problem Intrinsic computational bottlenecks and lack of sufficient data for QoI estimation.
method Hybrid approach combining deep learning with probabilistic graphical models, informed by structured priors for CVs.
result GINNs produce tight confidence intervals for non-Gaussian QoIs.

Machine learning models accurately predict the state and dynamics of reactive mixing.

problem Accurate prediction of reactive mixing for Earth and environmental science applications.
method Built a high-fidelity numerical model to simulate reactive mixing scenarios. Used 20 different machine learning emulators to classify mixing state and predict three QoIs.
result Ensemble methods and MLP models accurately predict the state of reactive mixing and QoIs, significantly faster than high-fidelity simulations.

This paper analyzes uncertainty in DFN simulations using sensitivity analysis.

problem Uncertainty in estimating QoI due to epistemic and aleatoric uncertainties in DFN simulations.
method Sensitivity analysis to attribute uncertainty to input parameters and aleatoric uncertainty.
result Characterizes uncertainty in DFN flow simulations with heteroskedastic aleatoric uncertainty.

PPPD framework extracts physical characterizations from stochastic mechanical systems.

problem Complex system behavior requires more than probabilistic descriptions of QoI.
method Probabilistic Performance-Pattern Decomposition (PPPD) framework.
result Decomposes system behaviors into meaningful patterns in response space.

A new method for experimental design focuses on predicting downstream quantities of interest.

problem Designs that maximize parameter learning may not maximize downstream quantity prediction.
method Likelihood-free goal-oriented optimal experimental design (LF-GO-OED) using ABC density ratio estimation.
result LF-GO-OED maximizes the expected information gain for downstream quantities.

Paper integrates real data into probabilistic models using Fourier transform.

problem Learning from constrained data sets in high dimensions.
method Functional approach based on weak formulation of Fourier transform of probability measures.
result Estimation of posterior probability measures for QoI and QoI with control parameter.

Enhanced Gaussian process regression for multi-fidelity data fusion.

problem Combining data of varying fidelity levels for accurate predictions.
method Gradient-enhanced Cokriging method (GE-Cokriging) for QoI and its gradients.
result GE-Cokriging outperforms conventional multi-fidelity Cokriging in predicting QoI and gradients.

We apply the graph complex method to vector fields depending naturally on a set of vector fields and a linear symmetric connection. We characterize all possible systems of generators for such vector-field valued operators including the classical ones given by normal tensors and covariant derivatives. We also describe t…

2008-09-06abs ↗pdf ↗

ITF improves DSR but inflates curvature, while marginal likelihood reduces it, affecting QoIs.

problem Curvature mismatch between teacher forcing and marginal likelihood in chaotic dynamical systems.
method Comparing objective-induced curvatures of ITF and marginal likelihood in a probabilistic switching augmentation of AL-RNNs.
result Curvature inflation by ITF and reduction by marginal likelihood affect dynamical quantities of interest.

Let MM be either a projective manifold (M,Pi)(M,Pi) or a pseudo-Riemannian manifold (M,g).(M,g). We extend, intrinsically, the projective/conformal Schwarzian derivatives that we have introduced recently, to the space of differential operators acting on symmetric contravariant tensor fields of any degree on M.M. As operators,…

2001-01-08abs ↗pdf ↗

Develops a method to explain deep learning models for complex systems.

problem Rapid simulation-based prototyping of complex systems with high-dimensional CVs and QoIs.
method Moment-independent global sensitivity analysis using differential mutual information.
result Surrogate model driven by mutual information provides useful rankings and optimizations.

Improves inverse uncertainty quantification for time-dependent data using PCA and deep neural networks.

problem Efficiently quantify model input uncertainties from time-dependent experimental data.
method Functional PCA for dimensionality reduction, deep neural networks for surrogate modeling, Bayesian neural networks for uncertainty estimation.
result The proposed method reduces the computational cost and improves the agreement with experimental data.

One of the main challenges in 3d-3d correspondence is that no existent approach offers a complete description of 3d N=2N=2 SCFT T[M3]T[M_3] --- or, rather, a "collection of SCFTs" as we refer to it in the paper --- for all types of 3-manifolds that include, for example, a 3-torus, Brieskorn spheres, and hyperbolic surgerie…

2019-11-19abs ↗pdf ↗

By formulating N = 1, 2, 4, 8, D = 3, Yang-Mills with a single Lagrangian and single set of transformation rules, but with fields valued respectively in R,C,H,O, it was recently shown that tensoring left and right multiplets yields a Freudenthal-Rosenfeld-Tits magic square of D = 3 supergravities. This was subsequently…

2013-12-23abs ↗pdf ↗