A survey of uncertainty quantification in machine learning for space weather prediction

T Siddique, MS Mahmud, AM Keesee, CM Ngwira… - Geosciences, 2022 - mdpi.com
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 …

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 …

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 …

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 …

Bayesian probabilistic numerical methods

J Cockayne, CJ Oates, TJ Sullivan, M Girolami - SIAM review, 2019 - SIAM
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 …

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 …

Convergence guarantees for Gaussian process means with misspecified likelihoods and smoothness

G Wynne, FX Briol, M Girolami - Journal of Machine Learning Research, 2021 - jmlr.org
Gaussian processes are ubiquitous in machine learning, statistics, and applied
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 …

Fast and robust shortest paths on manifolds learned from data

G Arvanitidis, S Hauberg, P Hennig… - The 22nd …, 2019 - proceedings.mlr.press
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 …

Bayesian numerical methods for nonlinear partial differential equations

J Wang, J Cockayne, O Chkrebtii, TJ Sullivan… - Statistics and …, 2021 - Springer
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 …