Multiplicative polynomial dimensional decompositions for uncertainty quantification of high-dimensional complex systems

Author(s):  
Vaibhav Yadav ◽  
Sharif Rahman
Author(s):  
Zequn Wang ◽  
Mingyang Li

Abstract Conventional uncertainty quantification methods usually lacks the capability of dealing with high-dimensional problems due to the curse of dimensionality. This paper presents a semi-supervised learning framework for dimension reduction and reliability analysis. An autoencoder is first adopted for mapping the high-dimensional space into a low-dimensional latent space, which contains a distinguishable failure surface. Then a deep feedforward neural network (DFN) is utilized to learn the mapping relationship and reconstruct the latent space, while the Gaussian process (GP) modeling technique is used to build the surrogate model of the transformed limit state function. During the training process of the DFN, the discrepancy between the actual and reconstructed latent space is minimized through semi-supervised learning for ensuring the accuracy. Both labeled and unlabeled samples are utilized for defining the loss function of the DFN. Evolutionary algorithm is adopted to train the DFN, then the Monte Carlo simulation method is used for uncertainty quantification and reliability analysis based on the proposed framework. The effectiveness is demonstrated through a mathematical example.


2009 ◽  
Author(s):  
Matthew D. Grace ◽  
James T. Ringland ◽  
Youssef M. Marzouk ◽  
Paul T. Boggs ◽  
Rena M. Zurn ◽  
...  

Author(s):  
Xi Cheng ◽  
Clément Henry ◽  
Francesco P. Andriulli ◽  
Christian Person ◽  
Joe Wiart

This paper focuses on quantifying the uncertainty in the specific absorption rate values of the brain induced by the uncertain positions of the electroencephalography electrodes placed on the patient’s scalp. To avoid running a large number of simulations, an artificial neural network architecture for uncertainty quantification involving high-dimensional data is proposed in this paper. The proposed method is demonstrated to be an attractive alternative to conventional uncertainty quantification methods because of its considerable advantage in the computational expense and speed.


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