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We consider performing simulation experiments in the presence of covariates. Here, covariates refer to some input information other than system designs to the simulation model that can also affect the system performance. To make decisions,…

Methodology · Statistics 2022-11-28 Cheng Li , Siyang Gao , Jianzhong Du

A linear-time algorithm is presented for the construction of the Gibbs distribution of configurations in the Ising model, on a quantum computer. The algorithm is designed so that each run provides one configuration with a quantum…

Quantum Physics · Physics 2009-10-30 Daniel A. Lidar , Ofer Biham

We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…

Methodology · Statistics 2015-08-10 Jona Cederbaum , Marianne Pouplier , Phil Hoole , Sonja Greven

Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Junpeng Zhang , Yue Ju , Biqiang Mu , Renxin Zhong , Tianshi Chen

To determine the optimal set of hyperparameters of a Gaussian process based on a large number of training data, both a linear system and a trace estimation problem must be solved. In this paper, we focus on establishing numerical methods…

Optimization and Control · Mathematics 2023-12-27 Josie König , Max Pfeffer , Martin Stoll

Simulation metamodeling refers to the construction of lower-fidelity models to represent input-output relations using few simulation runs. Stochastic kriging, which is based on Gaussian process, is a versatile and common technique for such…

Methodology · Statistics 2022-04-06 Henry Lam , Haofeng Zhang

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

In the Fourth Industrial Revolution, wherein artificial intelligence and the automation of machines occupy a central role, the deployment of robots is indispensable. However, the manufacturing process using robots, especially in…

We consider the problem of efficiently scheduling the production of goods for a model steel manufacturing company. We propose a new approach for solving this classic problem, using techniques from the statistical physics of complex networks…

Physics and Society · Physics 2012-06-14 Osamu Yamaguchi , Soumen Roy , Raissa M. D'Souza

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers

Kriging and Gaussian Process Regression are statistical methods that allow predicting the outcome of a random process or a random field by using a sample of correlated observations. In other words, the random process or random field is…

Methodology · Statistics 2025-10-14 Marius Marinescu

Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

Restricted Boltzmann Machines and Deep Belief Networks have been successfully used in probabilistic generative model applications such as image occlusion removal, pattern completion and motion synthesis. Generative inference in such…

Neural and Evolutionary Computing · Computer Science 2016-02-22 Ojash Neopane , Srinjoy Das , Ery Arias-Castro , Kenneth Kreutz-Delgado

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…

Numerical Analysis · Mathematics 2025-04-29 Osman Asif Malik , Yiming Xu , Nuojin Cheng , Stephen Becker , Alireza Doostan , Akil Narayan

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

Optimization and Control · Mathematics 2025-02-07 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

This paper develops model-based grasp planning algorithms for assembly tasks. It focuses on industrial end-effectors like grippers and suction cups, and plans grasp configurations considering CAD models of target objects. The developed…

Robotics · Computer Science 2019-03-06 Weiwei Wan , Kensuke Harada , Fumio Kanehiro

The verification of multithreaded software is still a challenge. This comes mainly from the fact that the number of thread interleavings grows exponentially in the number of threads. The idea that thread interleavings can be studied with a…

Logic in Computer Science · Computer Science 2011-09-27 Robert Mittermayr , Johann Blieberger