B03 Robust data-driven coarse-graining for surrogate modeling

Determining effective low-dimensional reduced order models from observations of a system with widely separated scales can be severely ill-posed. In this project, we will develop and analyze novel parametric as well as non-parametric methodologies with provable stability and robustness guarantees. The mathematical foundation of these approaches will be based on connecting techniques of the theory of homogenization for singularly perturbed stochastic dynamical systems, regularization techniques for inverse problems, and Bayesian learning methodologies.

Project Leader
Doctoral Researcher

Publications

  • B03
    J. I. Borodavka, S. Krumscheid

    Limit Theorems for One-Dimensional Homogenized Diffusion Processes

    Preprint 2025

    doi.org

  • B03
    J. I. Borodavka, S. Krumscheid, G. A. Pavliotis

    A Minimum Distance Estimator Approach for Misspecified Ergodic Processes

    Preprint 2025

    doi.org

  • B03
    M. Kruse, S. Krumscheid

    Non-parametric Inference for Diffusion Processes: A Computational Approach via Bayesian Inversion for PDEs

    Preprint 2024

    doi.org