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1. Modified Polynomial Chaos Expansion for Efficient Uncertainty Quantification in Biological Systems

   https://doi.org/10.3390/applmech1030011  

   Son, Jeongeun; Du, Dongping; Du, Yuncheng (September 2020, Applied Mechanics)

   null (Ed.)

   Uncertainty quantification (UQ) is an important part of mathematical modeling and simulations, which quantifies the impact of parametric uncertainty on model predictions. This paper presents an efficient approach for polynomial chaos expansion (PCE) based UQ method in biological systems. For PCE, the key step is the stochastic Galerkin (SG) projection, which yields a family of deterministic models of PCE coefficients to describe the original stochastic system. When dealing with systems that involve nonpolynomial terms and many uncertainties, the SG-based PCE is computationally prohibitive because it often involves high-dimensional integrals. To address this, a generalized dimension reduction method (gDRM) is coupled with quadrature rules to convert a high-dimensional integral in the SG into a few lower dimensional ones that can be rapidly solved. The performance of the algorithm is validated with two examples describing the dynamic behavior of cells. Compared to other UQ techniques (e.g., nonintrusive PCE), the results show the potential of the algorithm to tackle UQ in more complicated biological systems. 

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2. Quantification of model uncertainty on path-space via goal-oriented relative entropy

   https://doi.org/10.1051/m2an/2020070  

   Birrell, Jeremiah; Katsoulakis, Markos A.; Rey-Bellet, Luc (January 2021, ESAIM: Mathematical Modelling and Numerical Analysis)

   Quantifying the impact of parametric and model-form uncertainty on the predictions of stochastic models is a key challenge in many applications. Previous work has shown that the relative entropy rate is an effective tool for deriving path-space uncertainty quantification (UQ) bounds on ergodic averages. In this work we identify appropriate information-theoretic objects for a wider range of quantities of interest on path-space, such as hitting times and exponentially discounted observables, and develop the corresponding UQ bounds. In addition, our method yields tighter UQ bounds, even in cases where previous relative-entropy-based methods also apply, e.g. , for ergodic averages. We illustrate these results with examples from option pricing, non-reversible diffusion processes, stochastic control, semi-Markov queueing models, and expectations and distributions of hitting times. 

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3. Probabilistic surrogate models for uncertainty analysis: Dimension reduction‐based polynomial chaos expansion

   https://doi.org/10.1002/nme.6262  

   Son, Jeongeun; Du, Yuncheng (November 2019, International Journal for Numerical Methods in Engineering)

   Summary This paper presents an approach for efficient uncertainty analysis (UA) using an intrusive generalized polynomial chaos (gPC) expansion. The key step of the gPC‐based uncertainty quantification(UQ) is the stochastic Galerkin (SG) projection, which can convert a stochastic model into a set of coupled deterministic models. The SG projection generally yields a high‐dimensional integration problem with respect to the number of random variables used to describe the parametric uncertainties in a model. However, when the number of uncertainties is large and when the governing equation of the system is highly nonlinear, the SG approach‐based gPC can be challenging to derive explicit expressions for the gPC coefficients because of the low convergence in the SG projection. To tackle this challenge, we propose to use a bivariate dimension reduction method (BiDRM) in this work to approximate a high‐dimensional integral in SG projection with a few one‐ and two‐dimensional integrations. The efficiency of the proposed method is demonstrated with three different examples, including chemical reactions and cell signaling. As compared to other UA methods, such as the Monte Carlo simulations and nonintrusive stochastic collocation (SC), the proposed method shows its superior performance in terms of computational efficiency and UA accuracy. 

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4. Quantifying Uncertainty in Discrete-Continuous and Skewed Data with Bayesian Deep Learning

   https://doi.org/10.1145/3219819.3219996  

   Vandal, Thomas; Kodra, Evan; Dy, Jennifer; Ganguly, Sangram; Nemani, Ramakrishna; Ganguly, Auroop R. (August 2018, KDD 2018)

   Deep Learning (DL) methods have been transforming computer vision with innovative adaptations to other domains including climate change. For DL to pervade Science and Engineering (S&EE) applications where risk management is a core component, well-characterized uncertainty estimates must accompany predictions. However, S&E observations and model-simulations often follow heavily skewed distributions and are not well modeled with DL approaches, since they usually optimize a Gaussian, or Euclidean, likelihood loss. Recent developments in Bayesian Deep Learning (BDL), which attempts to capture uncertainties from noisy observations, aleatoric, and from unknown model parameters, epistemic, provide us a foundation. Here we present a discrete-continuous BDL model with Gaussian and lognormal likelihoods for uncertainty quantification (UQ). We demonstrate the approach by developing UQ estimates on “DeepSD’‘, a super-resolution based DL model for Statistical Downscaling (SD) in climate applied to precipitation, which follows an extremely skewed distribution. We find that the discrete-continuous models outperform a basic Gaussian distribution in terms of predictive accuracy and uncertainty calibration. Furthermore, we find that the lognormal distribution, which can handle skewed distributions, produces quality uncertainty estimates at the extremes. Such results may be important across S&E, as well as other domains such as finance and economics, where extremes are often of significant interest. Furthermore, to our knowledge, this is the first UQ model in SD where both aleatoric and epistemic uncertainties are characterized. 

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5. Quantification and propagation of Aleatoric uncertainties in topological structures

   https://doi.org/10.1016/j.ress.2023.109122  

   Wang, Zihan; Daeipour, Mohamad; Xu, Hongyi (May 2023, Reliability Engineering & System Safety)

   Quantification and propagation of aleatoric uncertainties distributed in complex topological structures remain a challenge. Existing uncertainty quantification and propagation approaches can only handle parametric uncertainties or high dimensional random quantities distributed in a simply connected spatial domain. There lacks a systematic method that captures the topological characteristics of the structural domain in uncertainty analysis. Therefore, this paper presents a new methodology that quantifies and propagates aleatoric uncertainties, such as the spatially varying local material properties and defects, distributed in a topological spatial domain. We propose a new random field-based uncertainty representation approach that captures the topological characteristics using the shortest interior path distance. Parameterization methods like PPCA and β-Variational Autoencoder (βVAE) are employed to convert the random field representation of uncertainty to a small set of independent random variables. Then non-intrusive uncertainties propagation methods such as polynomial chaos expansion and univariate dimension reduction are employed to propagate the parametric uncertainties to the output of the problem. The effectiveness of the proposed methodology is demonstrated by engineering case studies. The accuracy and computational efficiency of the proposed method is confirmed by comparing with the reference values of Monte Carlo simulations with a sufficiently large number of samples. 

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