arXiv Machine Learning

Hybrid Uncertainty Sensitivity Analysis Based on the HSIC for High-Dimensional Responses with Aleatory--Epistemic Separation

arXiv:2606. 14053v1 Announce Type: cross Abstract: Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses remains a major challenge in global sensitivity analysis (GSA).

arXiv Machine Learning
Aug 26

It depends: Incorporating correlations for joint aleatoric and epistemic uncertainties of high-dimensional output spaces

arXiv:2608.24518v1 Announce Type: new Abstract: Uncertainty Quantification (UQ) plays a vital role in enhancing the reliability of deep learning model predictions, especially in scenarios with high-d...

By Leonhard F. Feiner, Manuel Nickel, Martin Menten, Laurin Lux, Rickmer Braren, Daniel Rueckert, Georgios Kaissis, Raphael Rehms, Johannes Paetzold
arXiv Machine Learning
Sep 16

A Weighted Kernel Method for Approximation that Adapts to Learned Multivariable Structure

The paper introduces Total Sensitivity Kernels (TSKs), a weighted ANOVA kernel framework that learns the importance of individual inputs and their interactions for approximating a multivariable black-box function from limited data. By selecting an RKHS where the target function has minimum norm, the authors derive a unique solution and prove consistency for finite-data interpolation. Numerical experiments show that adapting the kernel to the learned multivariable structure can significantly improve approximation accuracy compared to a standard product kernel.

By John E. Darges, Laura Weidensager
arXiv Machine Learning
Jun 10

Uncertainty-aware Multi-fidelity Closure via Conditional Normalizing Flows

arXiv:2606. 09857v1 Announce Type: new Abstract: Reduced-order models (ROMs) provide an efficient surrogate for complex multiscale systems, but their predictive accuracy is often compromised by truncation errors and the inadequate representation of interactions between resolved and unresolved scales.

By Jice Zeng, Shady E. Ahmed, David Barajas-Solano, Panos Stinis
arXiv Machine Learning
Jul 22

Disentangling Forced and Internal Climate Variability in Single Realizations using Dynamic Mode Decomposition with Control

arXiv:2607. 18298v1 Announce Type: cross Abstract: We show that a single climate realization can be decomposed into forced and internal components by treating external forcing as a dynamical driver within a linear stochastic system, an idea grounded in pullback attractor theory.

By Nathan Mankovich, Andrei Gavrilov, Gustau Camps-Valls