53,966 research outputs found
Kernel-based stochastic collocation for the random two-phase Navier-Stokes equations
In this work, we apply stochastic collocation methods with radial kernel
basis functions for an uncertainty quantification of the random incompressible
two-phase Navier-Stokes equations. Our approach is non-intrusive and we use the
existing fluid dynamics solver NaSt3DGPF to solve the incompressible two-phase
Navier-Stokes equation for each given realization. We are able to empirically
show that the resulting kernel-based stochastic collocation is highly
competitive in this setting and even outperforms some other standard methods
Approximation errors of online sparsification criteria
Many machine learning frameworks, such as resource-allocating networks,
kernel-based methods, Gaussian processes, and radial-basis-function networks,
require a sparsification scheme in order to address the online learning
paradigm. For this purpose, several online sparsification criteria have been
proposed to restrict the model definition on a subset of samples. The most
known criterion is the (linear) approximation criterion, which discards any
sample that can be well represented by the already contributing samples, an
operation with excessive computational complexity. Several computationally
efficient sparsification criteria have been introduced in the literature, such
as the distance, the coherence and the Babel criteria. In this paper, we
provide a framework that connects these sparsification criteria to the issue of
approximating samples, by deriving theoretical bounds on the approximation
errors. Moreover, we investigate the error of approximating any feature, by
proposing upper-bounds on the approximation error for each of the
aforementioned sparsification criteria. Two classes of features are described
in detail, the empirical mean and the principal axes in the kernel principal
component analysis.Comment: 10 page
Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario
A variety of methods is available to quantify uncertainties arising with\-in
the modeling of flow and transport in carbon dioxide storage, but there is a
lack of thorough comparisons. Usually, raw data from such storage sites can
hardly be described by theoretical statistical distributions since only very
limited data is available. Hence, exact information on distribution shapes for
all uncertain parameters is very rare in realistic applications. We discuss and
compare four different methods tested for data-driven uncertainty
quantification based on a benchmark scenario of carbon dioxide storage. In the
benchmark, for which we provide data and code, carbon dioxide is injected into
a saline aquifer modeled by the nonlinear capillarity-free fractional flow
formulation for two incompressible fluid phases, namely carbon dioxide and
brine. To cover different aspects of uncertainty quantification, we incorporate
various sources of uncertainty such as uncertainty of boundary conditions, of
conceptual model definitions and of material properties. We consider recent
versions of the following non-intrusive and intrusive uncertainty
quantification methods: arbitary polynomial chaos, spatially adaptive sparse
grids, kernel-based greedy interpolation and hybrid stochastic Galerkin. The
performance of each approach is demonstrated assessing expectation value and
standard deviation of the carbon dioxide saturation against a reference
statistic based on Monte Carlo sampling. We compare the convergence of all
methods reporting on accuracy with respect to the number of model runs and
resolution. Finally we offer suggestions about the methods' advantages and
disadvantages that can guide the modeler for uncertainty quantification in
carbon dioxide storage and beyond
Kernel Interpolation for Scalable Structured Gaussian Processes (KISS-GP)
We introduce a new structured kernel interpolation (SKI) framework, which
generalises and unifies inducing point methods for scalable Gaussian processes
(GPs). SKI methods produce kernel approximations for fast computations through
kernel interpolation. The SKI framework clarifies how the quality of an
inducing point approach depends on the number of inducing (aka interpolation)
points, interpolation strategy, and GP covariance kernel. SKI also provides a
mechanism to create new scalable kernel methods, through choosing different
kernel interpolation strategies. Using SKI, with local cubic kernel
interpolation, we introduce KISS-GP, which is 1) more scalable than inducing
point alternatives, 2) naturally enables Kronecker and Toeplitz algebra for
substantial additional gains in scalability, without requiring any grid data,
and 3) can be used for fast and expressive kernel learning. KISS-GP costs O(n)
time and storage for GP inference. We evaluate KISS-GP for kernel matrix
approximation, kernel learning, and natural sound modelling.Comment: 19 pages, 4 figure
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