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Subject: search.filters.subject.004Subject: search.filters.subject.530Start date: 2022Institute: search.filters.UBSInstitut.Stuttgarter Zentrum für Simulationswissenschaften (SC SimTech)

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    Uncertainty quantification and propagation in surrogate-based Bayesian inference
    (2025) Reiser, Philipp; Aguilar, Javier Enrique; Guthke, Anneli; Bürkner, Paul-Christian
    Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to predictions, inference, and subsequent decision-relevant quantities. However, quantifying and then propagating the uncertainty of surrogates is usually limited to special analytic cases or is otherwise computationally very expensive. In this paper, we propose a framework enabling a scalable, Bayesian approach to surrogate modeling with thorough uncertainty quantification, propagation, and validation. Specifically, we present three methods for Bayesian inference with surrogate models given measurement data. This is a task where the propagation of surrogate uncertainty is especially relevant, because failing to account for it may lead to biased and/or overconfident estimates of the parameters of interest. We showcase our approach in three detailed case studies for linear and nonlinear real-world modeling scenarios. Uncertainty propagation in surrogate models enables more reliable and safe approximation of expensive simulators and will therefore be useful in various fields of applications.
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    Simulating stochastic processes with variational quantum circuits
    (2022) Fink, Daniel
    Simulating future outcomes based on past observations is a key task in predictive modeling and has found application in many areas ranging from neuroscience to the modeling of financial markets. The classical provably optimal models for stationary stochastic processes are so-called ϵ-machines, which have the structure of a unifilar hidden Markov model and offer a minimal set of internal states. However, these models are not optimal in the quantum setting, i.e., when the models have access to quantum devices. The methods proposed so far for quantum predictive models rely either on the knowledge of an ϵ-machine, or on learning a classical representation thereof, which is memory inefficient since it requires exponentially many resources in the Markov order. Meanwhile, variational quantum algorithms (VQAs) are a promising approach for using near-term quantum devices to tackle problems arising from many different areas in science and technology. Within this work, we propose a VQA for learning quantum predictive models directly from data on a quantum computer. The learning algorithm is inspired by recent developments in the area of implicit generative modeling, where a kernel-based two-sample-test, called maximum mean discrepancy (MMD), is used as a cost function. A major challenge of learning predictive models is to ensure that arbitrarily many time steps can be simulated accurately. For this purpose, we propose a quantum post-processing step that yields a regularization term for the cost function and penalizes models with a large set of internal states. As a proof of concept, we apply the algorithm to a stationary stochastic process and show that the regularization leads to a small set of internal states and a constantly good simulation performance over multiple future time steps, measured in the Kullback-Leibler divergence and the total variation distance.