Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification

DOI10.1016/J.CMA.2023.115908OpenAlexW4318615018MaRDI QIDQ2686907

Benjamin Peherstorfer, Tobias Neckel, Frank Jenko, Ionuţ-Gabriel Farcaş, Hans-Joachim Bungartz

Publication date: 1 March 2023

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.10835

zbMATH Keywords

model reductionnuclear fusionscientific machine learningmulti-fidelity Monte Carlocontext-aware learning

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs in connection with statistics (35Q62)

Related Items (1)

An approximate control variates approach to multifidelity distribution estimation

Uses Software

• LIBSVM
• gs2

Cites Work

• gs2
• Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Optimization of mesh hierarchies in multilevel Monte Carlo samplers
• Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction
• Sensitivity-driven adaptive sparse stochastic approximations in plasma microinstability analysis
• Convergence analysis of multifidelity Monte Carlo estimation
• Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification
• A generalized approximate control variate framework for multifidelity uncertainty quantification
• Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis
• A multifidelity method for a nonlocal diffusion model
• Fast predictive multi-fidelity prediction with models of quantized fidelity levels
• A continuation multilevel Monte Carlo algorithm
• MFNets: data efficient all-at-once learning of multifidelity surrogates as directed networks of information sources
• A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems
• Optimal Model Management for Multifidelity Monte Carlo Estimation
• A Stochastic Collocation Algorithm with Multifidelity Models
• Multifidelity approaches for optimization under uncertainty
• Foundations of nonlinear gyrokinetic theory
• Convergence Rates for Greedy Algorithms in Reduced Basis Methods
• Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices
• An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data
• On Multilevel Best Linear Unbiased Estimators
• Multilevel Monte Carlo Path Simulation
• Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
• Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators
• A Bandit-Learning Approach to Multifidelity Approximation
• ON TRANSFER LEARNING OF NEURAL NETWORKS USING BI-FIDELITY DATA FOR UNCERTAINTY PROPAGATION
• MFNets: MULTI-FIDELITY DATA-DRIVEN NETWORKS FOR BAYESIAN LEARNING AND PREDICTION
• Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models

This page was built for publication: Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification