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The surrogate matrix methodology delivers low-cost approximations of matrices (i.e., surrogate matrices) which are normally computed in Galerkin methods via element-scale quadrature formulas. In this paper, the methodology is applied to a…

Numerical Analysis · Mathematics 2020-09-14 Daniel Drzisga , Brendan Keith , Barbara Wohlmuth

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

We analyze the variability in the X-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the over-all second order properties of the observed data well,…

We investigate a deep learning approach to efficiently perform Bayesian inference in partial differential equation (PDE) and integral equation models over potentially high-dimensional parameter spaces. The contributions of this paper are…

Numerical Analysis · Mathematics 2021-03-26 Teo Deveney , Eike Mueller , Tony Shardlow

In this paper, we consider the problem of finding surrogate models for large-scale second-order linear time-invariant systems with inhomogeneous initial conditions. For this class of systems, the superposition principle allows us to…

Dynamical Systems · Mathematics 2022-06-24 Jennifer Przybilla , Igor Pontes Duff , Peter Benner

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization of a target problem. We present a method that leverages an…

Optimization and Control · Mathematics 2026-04-01 Ali Tfaily , Youssef Diouane , Nathalie Bartoli , Michael Kokkolaras

In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral…

Signal Processing · Electrical Eng. & Systems 2020-11-10 Felipe Tobar , Lerko Araya-Hernández , Pablo Huijse , Petar M. Djurić

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

Scientific simulations are often used to gain insight into foundational questions. However, many potentially useful simulation results are difficult to visualize without powerful computers. In this research, we seek to build a surrogate…

Machine Learning · Computer Science 2021-10-27 Tim von Hahn , Chris K. Mechefske

We propose a novel method applied to extrasolar planetary dynamics to describe the system stability. The observations in this field serve the measurements mainly of radial velocity, transit time, and/or celestial position. These scalar time…

Earth and Planetary Astrophysics · Physics 2020-01-08 Tamas Kovacs

We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter $\beta$ that fluctuates on a large time scale as…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Erik Van der Straeten , Christian Beck

This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…

Methodology · Statistics 2025-02-18 Yifan Cheng , Cheng Li

The estimation of periodicity is a fundamental task in many scientific areas of study. Existing methods rely on theoretical assumptions that the observation times have equal or i.i.d. spacings, and that common estimators, such as the…

Methodology · Statistics 2021-06-01 Panos Toulis , Jacob Bean

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

The topology optimization of artificial neural networks can be particularly difficult if the fitness evaluations require expensive experiments or simulations. For that reason, the optimization methods may need to be supported by surrogate…

Neural and Evolutionary Computing · Computer Science 2018-07-23 Jörg Stork , Martin Zaefferer , Thomas Bartz-Beielstein

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Comparing mathematical models offers a means to evaluate competing scientific theories. However, exact methods of model calibration are not applicable to many probabilistic models which simulate high-dimensional spatio-temporal data.…

Quantitative Methods · Quantitative Biology 2026-01-13 Robert A McDonald , Helen M Byrne , Heather A Harrington , Thomas Thorne , Bernadette J Stolz