On uncertainty quantification in hydrogeology and hydrogeophysics

N Linde, D Ginsbourger, J Irving, F Nobile… - Advances in Water …, 2017 - Elsevier
Recent advances in sensor technologies, field methodologies, numerical modeling, and
inversion approaches have contributed to unprecedented imaging of hydrogeological …

Adaptive multi‐index collocation for uncertainty quantification and sensitivity analysis

JD Jakeman, MS Eldred, G Geraci… - … Journal for Numerical …, 2020 - Wiley Online Library
In this paper, we present an adaptive algorithm to construct response surface
approximations of high‐fidelity models using a hierarchy of lower fidelity models. Our …

PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate …

JD Jakeman - Environmental Modelling & Software, 2023 - Elsevier
PyApprox is a Python-based one-stop-shop for probabilistic analysis of numerical models
such as those used in the earth, environmental and engineering sciences. Easy to use and …

Multifidelity uncertainty quantification with models based on dissimilar parameters

X Zeng, G Geraci, MS Eldred, JD Jakeman… - Computer Methods in …, 2023 - Elsevier
Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to
significantly reduce the variance of statistical estimators while preserving the bias of the …

Active learning and bayesian optimization: a unified perspective to learn with a goal

F Di Fiore, M Nardelli, L Mainini - Archives of Computational Methods in …, 2024 - Springer
Science and Engineering applications are typically associated with expensive optimization
problem to identify optimal design solutions and states of the system of interest. Bayesian …

Multi-fidelity microstructure-induced uncertainty quantification by advanced Monte Carlo methods

A Tran, P Robbe, H Lim - Materialia, 2023 - Elsevier
Quantifying uncertainty associated with the microstructure variation of a material can be a
computationally daunting task, especially when dealing with advanced constitutive models …

MFNets: Multi-fidelity data-driven networks for Bayesian learning and prediction

AA Gorodetsky, JD Jakeman, G Geraci… - International Journal …, 2020 - dl.begellhouse.com
This paper presents a Bayesian multifidelity uncertainty quantification framework, called
MFNets, which can be used to overcome three of the major challenges that arise when data …

Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems

JD Jakeman, S Friedman, MS Eldred… - International Journal …, 2022 - Wiley Online Library
We present an adaptive algorithm for constructing surrogate models of multi‐disciplinary
systems composed of a set of coupled components. With this goal we introduce “coupling” …

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

F Nobile, L Tamellini, R Tempone - Numerische Mathematik, 2016 - Springer
In this work we provide a convergence analysis for the quasi-optimal version of the sparse-
grids stochastic collocation method we presented in a previous work:“On the optimal …

Convergence rates of high dimensional Smolyak quadrature

J Zech, C Schwab - ESAIM: Mathematical Modelling and …, 2020 - esaim-m2an.org
We analyse convergence rates of Smolyak integration for parametric maps u: U→ X taking
values in a Banach space X, defined on the parameter domain U=[− 1, 1] N. For parametric …