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This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

Static structure models, which map mass-radius constraints to bulk planet composition, are frequently used to categorise exoplanets due to their computational efficiency and the high-level insight they offer into planetary properties.…

Earth and Planetary Astrophysics · Physics 2026-04-20 Harrison Nicholls , Oliver Shorttle , Tim Lichtenberg , Flavia Pascal

This paper deals with surrogate modelling of a computer code output in a hierarchical multi-fidelity context, i.e., when the output can be evaluated at different levels of accuracy and computational cost. Using observations of the output at…

Statistics Theory · Mathematics 2023-12-06 Baptiste Kerleguer , Claire Cannamela , Josselin Garnier

Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…

Methodology · Statistics 2024-03-20 Dayi Li , Ziang Zhang

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

The advent of noisy intermediate-scale quantum computers has put the search for possible applications to the forefront of quantum information science. One area where hopes for an advantage through near-term quantum computers are high is…

Quantum Physics · Physics 2023-09-11 Franz J. Schreiber , Jens Eisert , Johannes Jakob Meyer

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…

Methodology · Statistics 2018-10-05 Kai-Lan Chang , Serge Guillas

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial…

Methodology · Statistics 2015-11-26 Matthias Katzfuss

Owing to technological advances, the number of exoplanets discovered has risen dramatically in the last few years. However, when trying to observe Earth analogs, it is often difficult to test the veracity of detection. We have developed a…

Earth and Planetary Astrophysics · Physics 2017-04-06 Sahil Agarwal , Fabio Del Sordo , John S. Wettlaufer

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

In climate systems, physiological models, optics, and many more, surrogate models are developed to reconstruct chaotic dynamical systems. We introduce four data-driven measures using global attractor properties to evaluate the quality of…

Computational Physics · Physics 2025-06-12 Luci Fumagalli , Kathy Lüdge , Jana de Wiljes , Heikki Haario , Lina Jaurigue

The increasing sophistication of wind turbine design and control generates a need for high-quality data. Therefore, the relatively limited set of measured wind data may be extended with computer-generated surrogate data, e.g. to make…

Signal Processing · Electrical Eng. & Systems 2021-03-02 D. D'Ambrosio , J. Schoukens , T. De Troyer , M. Zivanovic , M. C. Runacres

We obtain full information on the orbital parameters by combining radial velocity and astrometric measurements by means of Bayesian inference. We sample the parameter probability densities of orbital model parameters with a Markov chain…

Astrophysics · Physics 2009-11-13 M. Tuomi , S. Kotiranta , M. Kaasalainen

Sensor-based sorting systems enable the physical separation of a material stream into two fractions. The sorting decision is based on the image data evaluation of the sensors used and is carried out using actuators. Various process…

Machine Learning · Computer Science 2025-10-24 Felix Kronenwett , Georg Maier , Thomas Längle

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

Computation · Statistics 2014-01-03 Ajay Jasra

Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…

Machine Learning · Computer Science 2023-01-02 Maternus Herold , Anna Veselovska , Jonas Jehle , Felix Krahmer

Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods…

Machine Learning · Computer Science 2023-11-22 Ruichu Cai , Weilin Chen , Zeqin Yang , Shu Wan , Chen Zheng , Xiaoqing Yang , Jiecheng Guo