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The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

Condensed Matter · Physics 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving…

Computational Physics · Physics 2017-01-04 Huan Lei , Xiu Yang , Zhen Li , George Karniadakis

Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Alexander Hagg , Martin Zaefferer , Jörg Stork , Adam Gaier

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…

Computation · Statistics 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

In this dissertation, we focus on several important problems in structured prediction. In structured prediction, the label has a rich intrinsic substructure, and the loss varies with respect to the predicted label and the true label pair.…

Machine Learning · Computer Science 2018-09-18 Heejin Choi

In this paper, a novel surrogate model based on the Grassmannian diffusion maps (GDMaps) and utilizing geometric harmonics is developed for predicting the response of engineering systems and complex physical phenomena. The method utilizes…

Data Analysis, Statistics and Probability · Physics 2022-06-28 Ketson R. M. dos Santos , Dimitrios G. Giovanis , Katiana Kontolati , Dimitrios Loukrezis , Michael D. Shields

The authors present a Polynomial Chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-Profile Parametrization (KPP) within the MIT General Circulation Model (MITgcm) of the tropical pacific. The inference of…

Methodology · Statistics 2016-12-21 Ihab Sraj , Sarah E. Zedler , Omar M. Knio , Charles S. Jackson , Ibrahim Hoteit

In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…

Optimization and Control · Mathematics 2024-04-30 Marc Goerigk , Mohammad Khosravi

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

We consider a multiphysics system with multiple component models coupled together through network coupling interfaces, i.e., a handful of scalars. If each component model contains uncertainties represented by a set of parameters, a…

Numerical Analysis · Mathematics 2014-07-28 Paul G. Constantine , Eric T. Phipps , Timothy M. Wildey

We propose an approximate Bayesian method for quantifying the total uncertainty in inverse PDE solutions obtained with machine learning surrogate models, including operator learning models. The proposed method accounts for uncertainty in…

Machine Learning · Computer Science 2024-08-22 Yuanzhe Wang , Alexandre M. Tartakovsky

Excessive loads near wounds produce pathological scarring and other complications. Presently, stress cannot easily be measured by surgeons in the operating room. Instead, surgeons rely on intuition and experience. Predictive computational…

Medical Physics · Physics 2020-10-07 Casey Stowers , Taeksang Lee , Ilias Bilionis , Arun Gosain , Adrian Buganza Tepole

We present a new approach for constructing a data-driven surrogate model and using it for Bayesian parameter estimation in partial differential equation (PDE) models. We first use parameter observations and Gaussian Process regression to…

Numerical Analysis · Mathematics 2020-07-15 Jing Li , Alexandre M Tartakovsky

First-principles statistical mechanics enables the prediction of thermodynamic and kinetic properties of materials, but is computationally expensive. Many approaches require surrogate models to calculate energies within Monte Carlo or…

Statistical Mechanics · Physics 2025-09-10 Derick E. Ober , Sesha Sai Behara , Anton Van der Ven

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

Statistical Mechanics · Physics 2013-12-03 Artur Wachtel

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Machine Learning · Statistics 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

We study the identification and estimation of long-term treatment effects under unobserved confounding by combining an experimental sample, where the long-term outcome is missing, with an observational sample, where the treatment assignment…

Econometrics · Economics 2026-01-27 Ting-Chih Hung , Yu-Chang Chen

Temporal surrogate models are effective for predicting chaotic dynamical systems where computational cost can be prohibitive. Several deep neural network architectures can be used for such purposes. In this work, a few commonly used…

Machine Learning · Computer Science 2026-05-26 Rajarshi Biswas
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