Activities per year
Abstract
This paper presents a methodological framework for tackling the NASA and DNV Challenge on Optimization Under Uncertainty. The challenge requires designing and calibrating an uncertainty model using limited empirical data and optimizing design variables under uncertainty. We propose an integrated approach based on Bayesian experimental design, emulators, efficient computational tools, and advanced calibration techniques. Parametric and non-parametric uncertainty models are compared, calibrated using strategies incorporating likelihood-free KNN and discrepancy-based filtering methods, imprecise probability and likelihood-based ABC inference using Transitional Markov chain Monte Carlo. Uncertainty-based optimization is also performed by different approaches, including grid search, genetic algorithms, and two-level stochastic optimization using Bayesian techniques supported by surrogate models. The framework refines the uncertainty model by systematically updating the distributions and selecting optimal experimental conditions to enhance learning efficiency. Our results highlight the efficacy of the approach in balancing performance, reliability, and risk-constrained objectives that are generally applicable in UQ-driven decision-making problems.
Original language | English |
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Number of pages | 8 |
Publication status | Accepted/In press - 9 May 2025 |
Event | ESREL & SRA-E 2025: ESREL SRA-E 2025 - University of Stavanger, Stavanger, Norway Duration: 15 Jun 2025 → 19 Jun 2025 https://esrel2025.com/ |
Conference
Conference | ESREL & SRA-E 2025 |
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Abbreviated title | ESREL SRA-E 2025 |
Country/Territory | Norway |
City | Stavanger |
Period | 15/06/25 → 19/06/25 |
Internet address |
Keywords
- uncertainty quantification
- Bayesian optimisation
- approximate Bayesian computation
- surrogate modelling
- experimental design
- variational autoencoders
- robust risk constrained optimazation
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Dive into the research topics of 'An integrated uncertainty quantification and optimization for solving the 2025 NASA-DNV challenge'. Together they form a unique fingerprint.Prizes
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The NASA and DNV Challenge on Optimization under Uncertainty
Rocchetta, R. (Recipient), Nespoli, L. (Recipient), Medici, V. (Recipient), Chen, Y. (Recipient), De Angelis, M. (Recipient), Ochnio, D. (Recipient), Patelli, E. (Recipient) & Smith, E. (Recipient), 17 Jun 2025
Prize: Prize (including medals and awards)
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Activities
- 1 Participation in conference
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ESREL & SRA-E 2025
Ochnio, D. (Speaker)
16 Jun 2025 → 19 Jun 2025Activity: Participating in or Organising an Event › Participation in conference