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Siam-Asa Journal on Uncertainty Quantification最新文献

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Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation 波传播的多电平蒙特卡罗和局部时间步进不确定性量化
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-12-05 DOI: 10.1137/21m1429047
M. Grote, Simon Michel, F. Nobile
{"title":"Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation","authors":"M. Grote, Simon Michel, F. Nobile","doi":"10.1137/21m1429047","DOIUrl":"https://doi.org/10.1137/21m1429047","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"64 1","pages":"1601-1628"},"PeriodicalIF":2.0,"publicationDate":"2022-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86710122","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems 求解风险规避pde约束优化问题的局部自适应降基方法
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-12-05 DOI: 10.1137/21m1411342
Zilong Zou, Drew P. Kouri, Wilkins Aquino
{"title":"A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems","authors":"Zilong Zou, Drew P. Kouri, Wilkins Aquino","doi":"10.1137/21m1411342","DOIUrl":"https://doi.org/10.1137/21m1411342","url":null,"abstract":"SIAM/ASA Journal on Uncertainty Quantification, Volume 10, Issue 4, Page 1629-1651, December 2022. <br/> Abstract. The numerical solution of risk-averse optimization problems constrained by PDEs requires substantial computational effort resulting from the discretization of the underlying PDE in both the physical and stochastic dimensions. To practically solve these challenging optimization problems, one must intelligently manage the individual discretization fidelities throughout the optimization iteration. In this work, we combine an inexact trust-region algorithm with the recently developed local reduced-basis approximation to efficiently solve risk-averse optimization problems with PDE constraints. The main contribution of this work is a numerical framework for systematically constructing surrogate models for the trust-region subproblem and the objective function using local reduced-basis approximations. We demonstrate the effectiveness of our approach through several numerical examples.","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"42 10","pages":""},"PeriodicalIF":2.0,"publicationDate":"2022-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138512755","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions 指标函数的多项式型混沌展开的比较研究
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-10-25 DOI: 10.1137/21m1413146
Florian Bourgey, E. Gobet, C. Rey
{"title":"A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions","authors":"Florian Bourgey, E. Gobet, C. Rey","doi":"10.1137/21m1413146","DOIUrl":"https://doi.org/10.1137/21m1413146","url":null,"abstract":"We propose a thorough comparison of polynomial chaos expansion (PCE) for indicator functions of the form 1 c ≤ X for some threshold parameter c ∈ R and a random variable X associated with classical orthogonal polynomials. We provide tight global and localized L 2 estimates for the resulting truncation of the PCE and numerical experiments support the tightness of the error estimates. We also compare the theoretical and numerical accuracy of PCE when extra quantile/probability transforms are applied, revealing different optimal choices according to the value of c in the center and the tails of the distribution of X .","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"32 1","pages":"1350-1383"},"PeriodicalIF":2.0,"publicationDate":"2022-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80794660","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Corrigendum: "Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization" 更正:“风险规避pde约束优化的存在性和最优性条件”
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-09-30 DOI: 10.1137/21m143251x
D. Kouri, T. Surowiec
{"title":"Corrigendum: \"Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization\"","authors":"D. Kouri, T. Surowiec","doi":"10.1137/21m143251x","DOIUrl":"https://doi.org/10.1137/21m143251x","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"107 1","pages":"1321-1322"},"PeriodicalIF":2.0,"publicationDate":"2022-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85580948","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Sampling-based Spotlight SAR Image Reconstruction from Phase History Data for Speckle Reduction and Uncertainty Quantification 基于相位历史数据的基于采样的聚束SAR图像重建，用于散斑减少和不确定度量化
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-09-28 DOI: 10.1137/20m1379721
V. Churchill, A. Gelb
{"title":"Sampling-based Spotlight SAR Image Reconstruction from Phase History Data for Speckle Reduction and Uncertainty Quantification","authors":"V. Churchill, A. Gelb","doi":"10.1137/20m1379721","DOIUrl":"https://doi.org/10.1137/20m1379721","url":null,"abstract":". Spotlight mode airborne synthetic aperture radar (SAR) is a coherent imaging modality that is an 5 important tool in remote sensing. Existing methods for spotlight SAR image reconstruction from 6 phase history data typically produce a single image estimate which approximates the reflectivity 7 of an unknown ground scene, and therefore provide no quantification of the certainty with which 8 the estimate can be trusted. In addition, speckle affects all coherent imaging modalities causing a 9 degradation of image quality. Many point estimate image reconstruction methods incorrectly treat 10 speckle as additive noise resulting in an unnatural smoothing of the speckle that also reduces image 11 contrast. The purpose of this paper is to address the issues of speckle and uncertainty quantification 12 by introducing a sampling-based approach to SAR image reconstruction directly from phase history 13 data. In particular, a statistical model for speckle as well as a corresponding sparsity technique to 14 reduce it are directly incorporated into the model. Rather than a single point estimate, samples 15 of the resulting joint posterior density are efficiently obtained using a Gibbs sampler, which are in 16 turn used to derive estimates and other statistics which aid in uncertainty quantification. The latter 17 information is particularly important in SAR, where ground truth images even for synthetically-18 created examples are typically unknown. While similar methods have been deployed to process 19 formed images, this paper focuses on the integration of these techniques into image reconstruction 20 from phase history data. An example result using real-world data shows that, when compared with 21 existing methods, the sampling-based approach introduced provides parameter-free estimates with 22 improved contrast and significantly reduced speckle, as well as uncertainty quantification information. 23","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"60 1","pages":"1225-1249"},"PeriodicalIF":2.0,"publicationDate":"2022-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73260717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case 目标导向的沙普利效应，特别注意分位数导向的情况
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-09-16 DOI: 10.1137/21m1395247
Kevin Elie-Dit-Cosaque, V. Maume-Deschamps
{"title":"Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case","authors":"Kevin Elie-Dit-Cosaque, V. Maume-Deschamps","doi":"10.1137/21m1395247","DOIUrl":"https://doi.org/10.1137/21m1395247","url":null,"abstract":"We propose to study quantile oriented sensitivity indices (QOSA indices) and quantile oriented Shapley effects (QOSE). Some theoretical properties of QOSA indices will be given and several calculations of QOSA indices and QOSE will allow to better understand the behaviour and the interest of these indices.","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"13 1","pages":"1037-1069"},"PeriodicalIF":2.0,"publicationDate":"2022-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75351884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Objective Frequentist Uncertainty Quantification for Atmospheric (mathrm{CO}_2) Retrievals 目的大气(mathrm{CO}_2)反演的频率不确定度定量
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-08-28 DOI: 10.1137/20m1356403
Pratik V. Patil, Mikael Kuusela, J. Hobbs
{"title":"Objective Frequentist Uncertainty Quantification for Atmospheric (mathrm{CO}_2) Retrievals","authors":"Pratik V. Patil, Mikael Kuusela, J. Hobbs","doi":"10.1137/20m1356403","DOIUrl":"https://doi.org/10.1137/20m1356403","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"99 1","pages":"827-859"},"PeriodicalIF":2.0,"publicationDate":"2022-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79285172","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Asymptotic Theory of (boldsymbol ell _1) -Regularized PDE Identification from a Single Noisy Trajectory (boldsymbol ell _1)的渐近理论-单噪声轨迹正则化PDE辨识
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-08-23 DOI: 10.1137/21m1398884
Yuchen He, Namjoon Suh, X. Huo, S. Kang, Y. Mei
{"title":"Asymptotic Theory of (boldsymbol ell _1) -Regularized PDE Identification from a Single Noisy Trajectory","authors":"Yuchen He, Namjoon Suh, X. Huo, S. Kang, Y. Mei","doi":"10.1137/21m1398884","DOIUrl":"https://doi.org/10.1137/21m1398884","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"33 1","pages":"1012-1036"},"PeriodicalIF":2.0,"publicationDate":"2022-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74831687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification 基于不确定性量化的实用大规模随机迭代最小二乘求解方法
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-08-09 DOI: 10.1137/22m1515057
Nathaniel Pritchard, V. Patel
{"title":"Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification","authors":"Nathaniel Pritchard, V. Patel","doi":"10.1137/22m1515057","DOIUrl":"https://doi.org/10.1137/22m1515057","url":null,"abstract":"As the scale of problems and data used for experimental design, signal processing and data assimilation grow, the oft-occuring least squares subproblems are correspondingly growing in size. As the scale of these least squares problems creates prohibitive memory movement costs for the usual incremental QR and Krylov-based algorithms, randomized least squares problems are garnering more attention. However, these randomized least squares solvers are difficult to integrate application algorithms as their uncertainty limits practical tracking of algorithmic progress and reliable stopping. Accordingly, in this work, we develop theoretically-rigorous, practical tools for quantifying the uncertainty of an important class of iterative randomized least squares algorithms, which we then use to track algorithmic progress and create a stopping condition. We demonstrate the effectiveness of our algorithm by solving a 0.78 TB least squares subproblem from the inner loop of incremental 4D-Var using only 195 MB of memory.","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":" ","pages":""},"PeriodicalIF":2.0,"publicationDate":"2022-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42273518","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Risk-Adapted Optimal Experimental Design 风险适应优化实验设计
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-06-29 DOI: 10.1137/20m1357615
D. Kouri, J. Jakeman, J. G. Huerta
{"title":"Risk-Adapted Optimal Experimental Design","authors":"D. Kouri, J. Jakeman, J. G. Huerta","doi":"10.1137/20m1357615","DOIUrl":"https://doi.org/10.1137/20m1357615","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":"221 1","pages":"687-716"},"PeriodicalIF":2.0,"publicationDate":"2022-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77042544","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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