Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the assumption of exchangeability is not valid. The key idea of the proposed method is to partition the non-exchangeable Markovian data from the HMM into exchangeable blocks by exploiting the de Finetti’s Theorem for Markov Chains discovered by Diaconis and Freedman (1980). The permutations of the exchangeable blocks are viewed as randomizations of the observed Markovian data from the HMM. The proposed method provably retains all desirable theoretical guarantees offered by the classical conformal prediction framework in both exchangeable and Markovian settings. In particular, while the lack of exchangeability introduced by Markovian samples constitutes a violation of a crucial assumption for classical conformal prediction, the proposed method views it as an advantage that can be exploited to improve the performance further. Detailed numerical and empirical results that complement the theoretical conclusions are provided to illustrate the practical feasibility of the proposed method.

High-fidelity modeling is an essential design tool for many engineering applications. However, for complex systems, computational cost can be a limiting factor. Analyzing parameter sensitivity, uncertainty quantification, and design optimization require many model evaluations. Surrogate models are often used to develop the relationship between model parameters and quantities of interest. However, in the case of complex systems, surrogate models require several degrees of freedom and, thus, a large number of data points to determine the correct dependencies. For many applications, this may be prohibitively expensive. The reduction of computational requirements can be achieved by leveraging low-fidelity models. Low-fidelity models represent the system at a coarser resolution with the advantage of computational efficiency. Therefore, a bi-fidelity modeling paradigm, which augments the accuracy of a low-fidelity model in a computationally efficient manner by invoking limited runs of a high-fidelity model, can be leveraged to sufficiently balance the accuracy and computational requirements. In this work, a bi-fidelity weighted transfer learning method using neural networks was applied to a computational fluid dynamics heat transfer modeling problem. The transfer learning advantage was investigated as a function of hyperparameters. Our main finding is that the use of a bi-fidelity modeling paradigm achieves accuracy close to that of a high-fidelity Gaussian process model while significantly reducing computational cost. The bi-fidelity model achieves comparable performance with 90 high-fidelity samples-that is, 60% less than the samples needed to achieve similar accuracy without the use of bi-fidelity modeling,

We present FPD etect , a low-overhead approach for detecting logical errors and soft errors affecting stencil computations without generating false positives. We develop an offline analysis that tightly estimates the number of floating-point bits preserved across stencil applications. This estimate rigorously bounds the values expected in the data space of the computation. Violations of this bound can be attributed with certainty to errors. FPD etect helps synthesize error detectors customized for user-specified levels of accuracy and coverage. FPD etect also enables overhead reduction techniques based on deploying these detectors coarsely in space and time. Experimental evaluations demonstrate the practicality of our approach.

Checkpointing is the most widely used technique in high-performance computing (HPC) to ensure the application progress in the presence of failures. In this paper, we present mathematical models of checkpointing systems to quantify their reliability and availability. We perform trade-off analysis with respect to resource costs and reliability. Then, we explore the optimal checkpoint placement for checkpointing systems to maximize system availability. Finally, in a rigorous manner, we comparatively analyze the behavior of redundant systems where replication and repair mechanisms are employed. We postulate that the proposed models can aid system designers, who can instantiate our models to assess and quantify the availability and reliability of systems of interest.