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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A Visual Sensitivity Analysis for Parameter-Augmented Ens...
2020-02-26 · via math.ST updates on arXiv.org

Engineers and computational scientists often study the behavior of their simulations by repeated solutions with variations in their parameters, which can be for instance boundary values or initial conditions. Through such simulation ensembles, uncertainty in a solution is studied as a function of the various input parameters. Solutions of numerical simulations are often temporal functions, spatial maps or spatio-temporal outputs. The usual way to deal with such complex outputs is to limit the analysis to several probes in the temporal/spatial domain. This leads to smaller and more tractable ensembles of functional outputs (curves) with their associated input parameters: augmented ensembles of curves. This article describes a system for the interactive exploration and analysis of such augmented ensembles. Descriptive statistics on the functional outputs are performed by Principal Component Analysis projection, kernel density estimation and the computation of High Density Regions. This makes possible the calculation of functional quantiles and outliers. Brushing and linking the elements of the system allows in-depth analysis of the ensemble. The system allows for functional descriptive statistics, cluster detection and finally for the realization of a visual sensitivity analysis via cobweb plots. We present two synthetic examples and then validate our approach in an industrial use-case concerning a marine current study using a hydraulic solver.