A survey of uncertainty quantification in machine learning for space weather prediction
With the availability of data and computational technologies in the modern world, machine
learning (ML) has emerged as a preferred methodology for data analysis and prediction …
learning (ML) has emerged as a preferred methodology for data analysis and prediction …
Adversarial uncertainty quantification in physics-informed neural networks
Y Yang, P Perdikaris - Journal of Computational Physics, 2019 - Elsevier
We present a deep learning framework for quantifying and propagating uncertainty in
systems governed by non-linear differential equations using physics-informed neural …
systems governed by non-linear differential equations using physics-informed neural …
Machine learning of linear differential equations using Gaussian processes
M Raissi, P Perdikaris, GE Karniadakis - Journal of Computational Physics, 2017 - Elsevier
This work leverages recent advances in probabilistic machine learning to discover
governing equations expressed by parametric linear operators. Such equations involve, but …
governing equations expressed by parametric linear operators. Such equations involve, but …
Inferring solutions of differential equations using noisy multi-fidelity data
M Raissi, P Perdikaris, GE Karniadakis - Journal of Computational Physics, 2017 - Elsevier
For more than two centuries, solutions of differential equations have been obtained either
analytically or numerically based on typically well-behaved forcing and boundary conditions …
analytically or numerically based on typically well-behaved forcing and boundary conditions …
Bayesian probabilistic numerical methods
Over forty years ago average-case error was proposed in the applied mathematics literature
as an alternative criterion with which to assess numerical methods. In contrast to worst-case …
as an alternative criterion with which to assess numerical methods. In contrast to worst-case …
A modern retrospective on probabilistic numerics
CJ Oates, TJ Sullivan - Statistics and computing, 2019 - Springer
This article attempts to place the emergence of probabilistic numerics as a mathematical–
statistical research field within its historical context and to explore how its gradual …
statistical research field within its historical context and to explore how its gradual …
Convergence guarantees for Gaussian process means with misspecified likelihoods and smoothness
Gaussian processes are ubiquitous in machine learning, statistics, and applied
mathematics. They provide a exible modelling framework for approximating functions, whilst …
mathematics. They provide a exible modelling framework for approximating functions, whilst …
The inverse of exact renormalization group flows as statistical inference
DS Berman, MS Klinger - Entropy, 2024 - mdpi.com
We build on the view of the Exact Renormalization Group (ERG) as an instantiation of
Optimal Transport described by a functional convection–diffusion equation. We provide a …
Optimal Transport described by a functional convection–diffusion equation. We provide a …
Fast and robust shortest paths on manifolds learned from data
We propose a fast, simple and robust algorithm for computing shortest paths and distances
on Riemannian manifolds learned from data. This amounts to solving a system of ordinary …
on Riemannian manifolds learned from data. This amounts to solving a system of ordinary …
Bayesian numerical methods for nonlinear partial differential equations
The numerical solution of differential equations can be formulated as an inference problem
to which formal statistical approaches can be applied. However, nonlinear partial differential …
to which formal statistical approaches can be applied. However, nonlinear partial differential …