On uncertainty quantification in hydrogeology and hydrogeophysics
Recent advances in sensor technologies, field methodologies, numerical modeling, and
inversion approaches have contributed to unprecedented imaging of hydrogeological …
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 …
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 …
such as those used in the earth, environmental and engineering sciences. Easy to use and …
Multifidelity uncertainty quantification with models based on dissimilar parameters
Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to
significantly reduce the variance of statistical estimators while preserving the bias of the …
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 …
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
Quantifying uncertainty associated with the microstructure variation of a material can be a
computationally daunting task, especially when dealing with advanced constitutive models …
computationally daunting task, especially when dealing with advanced constitutive models …
MFNets: Multi-fidelity data-driven networks for Bayesian learning and prediction
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 …
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” …
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
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 …
grids stochastic collocation method we presented in a previous work:“On the optimal …
Convergence rates of high dimensional Smolyak quadrature
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 …
values in a Banach space X, defined on the parameter domain U=[− 1, 1] N. For parametric …