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Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…

Probability · Mathematics 2016-06-07 Hassan Maatouk , Xavier Bay

Properly estimating correlations between objects at different spatial scales necessitates $\mathcal{O}(n^2)$ distance calculations. For this reason, most widely adopted packages for estimating correlations use clustering algorithms to…

In this paper we present COMET, a Gaussian process emulator of the galaxy power spectrum multipoles in redshift-space. The model predictions are based on one-loop perturbation theory and we consider two alternative descriptions of…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-01 Alexander Eggemeier , Benjamin Camacho-Quevedo , Andrea Pezzotta , Martin Crocce , Román Scoccimarro , Ariel G. Sánchez

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…

Methodology · Statistics 2026-03-30 Kayhan Behdin , Riade Benbaki , Peter Radchenko , Rahul Mazumder

Many fields of science and engineering rely on running simulations with complex and computationally expensive models to understand the involved processes in the system of interest. Nevertheless, the high cost involved hamper reliable and…

Machine Learning · Computer Science 2019-12-16 Daniel Heestermans Svendsen , Luca Martino , Gustau Camps-Valls

It is often desirable to build a statistical emulator of a complex computer simulator in order to perform analysis which would otherwise be computationally infeasible. We propose methodology to model multivariate output from a computer…

Methodology · Statistics 2017-01-03 Veronica E. Bowman , David C. Woods

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Bayesian parameter inference is one of the key elements for model selection in cosmological research. However, the available inference tools require a large number of calls to simulation codes which can lead to high and sometimes even…

Cosmology and Nongalactic Astrophysics · Physics 2024-06-10 Sven Günther

Computer models are widely used to study complex real world physical systems. However, there are major limitations to their direct use including: their complex structure; large numbers of inputs and outputs; and long evaluation times.…

Methodology · Statistics 2025-05-05 Jonathan Owen , Ian Vernon

Modern sky surveys are returning precision measurements of cosmological statistics such as weak lensing shear correlations, the distribution of galaxies, and cluster abundance. To fully exploit these observations, theorists must provide…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Katrin Heitmann , Earl Lawrence , Juliana Kwan , Salman Habib , David Higdon

Gaussian processes are widely employed as versatile modelling and predictive tools in spatial statistics, functional data analysis, computer modelling and diverse applications of machine learning. They have been widely studied over…

Statistics Theory · Mathematics 2023-03-28 Didong Li , Wenpin Tang , Sudipto Banerjee

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

Computational models are quantitative representations of systems. By analyzing and comparing the outputs of such models, it is possible to gain a better understanding of the system itself. Though as the complexity of model outputs…

Machine Learning · Computer Science 2022-12-13 Colin G. Cess , Stacey D. Finley

We address the question of how a quantum computer can be used to simulate experiments on quantum systems in thermal equilibrium. We present two approaches for the preparation of the equilibrium state on a quantum computer. For both…

Quantum Physics · Physics 2009-10-31 Barbara M. Terhal , David P. DiVincenzo

We present validation tests of emulator-based halo model method for cosmological parameter inference, assuming hypothetical measurements of the projected correlation function of galaxies, $w_{\rm p}(R)$, and the galaxy-galaxy weak lensing,…

The two-point correlation function of the galaxy distribution is a key cosmological observable that allows us to constrain the dynamical and geometrical state of our Universe. To measure the correlation function we need to know both the…

Computationally expensive simulators, implementing mathematical models in computer codes, are commonly approximated using statistical emulators. We develop and assess novel emulation methods for systems best modelled via a chain, series or…

Methodology · Statistics 2021-08-26 Samuel E. Jackson , David C. Woods