Evidence map›Paper›PMID 38912105›Full record

ArticleComputer methods in applied mechanics and engineering2024

Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques.

Andrea Zanoni, Gianluca Geraci, Matteo Salvador, Karthik Menon, Alison L Marsden, Daniele E Schiavazzi

Abstract read
In one paragraph

Article in Computer methods in applied mechanics and engineering, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 8 papers.

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8citing papers in PubMed
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3 · Its place in the literature

Who cites it

8 citing papers in PubMed.

  1. Article
  2. Article
  3. Quantification of total uncertainty in the physics-informed reconstruction of CVSim-6 physiology.Philosophical transactions. Series A, Mathematical, physical, and engineering sciences · 2025
    Article
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  5. Article
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4 · The record

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5 · Who and what money

Authors and funding

6 authors.

Andrea ZanoniInstitute for Computational and Mathematical Engineering, Stanford University, Stanford, CA, USA.
Gianluca GeraciCenter for Computing Research, Sandia National Laboratories, Albuquerque, NM, USA.
Matteo SalvadorInstitute for Computational and Mathematical Engineering, Stanford University, Stanford, CA, USA.
Karthik MenonInstitute for Computational and Mathematical Engineering, Stanford University, Stanford, CA, USA.
Alison L MarsdenInstitute for Computational and Mathematical Engineering, Stanford University, Stanford, CA, USA.
Daniele E SchiavazziDepartment of Applied and Computational Mathematics and Statistics, University of Notre Dame, Notre Dame, IN, USA.

Funding

Comprehensive CT Guided Coronary Artery Bypass Graft SurgeryR01HL141712 · NHLBI · STANFORD UNIVERSITY · PI NIEMAN, KOEN · 2019 to 2023
$3.5M
NHLBI NIH HHS R01 HL141712
6 · The paper itself

Abstract

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in terms of number of random inputs and their probability distributions, which can be either known in closed form or provided through samples. We derive novel multifidelity Monte Carlo estimators which rely on a shared subspace between the high-fidelity and low-fidelity models where the parameters follow the same probability distribution, i.e., a standard Gaussian. We build the shared space employing normalizing flows to map different probability distributions into a common one, together with linear and nonlinear dimensionality reduction techniques, active subspaces and autoencoders, respectively, which capture the subspaces where the models vary the most. We then compose the existing low-fidelity model with these transformations and construct modified models with an increased correlation with the high-fidelity model, which therefore yield multifidelity estimators with reduced variance. A series of numerical experiments illustrate the properties and advantages of our approaches.

Indexed as

active subspacesautoencodersMonte Carlo estimatorsmultifidelitynormalizing flowsuncertainty quantification

Identifiers

PMID38912105
PMCPMC11192502

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.