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Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

Machine Learning · Computer Science 2024-02-12 Christoph Zimmer , Mona Meister , Duy Nguyen-Tuong

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…

Methodology · Statistics 2020-04-10 Evan Baker , Peter Challenor , Matt Eames

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami

High-fidelity computational fluid dynamics (CFD) simulations for design space explorations can be exceedingly expensive due to the cost associated with resolving the finer scales. This computational cost/accuracy trade-off is a major…

Fluid Dynamics · Physics 2024-03-14 Peetak Mitra , Majid Haghshenas , Niccolo Dal Santo , Conor Daly , David P. Schmidt

We perform twenty experiments on an acoustically-forced laminar premixed Bunsen flame and assimilate high-speed footage of the natural emission into a physics-based model containing seven parameters. The experimental rig is a ducted Bunsen…

This simulation study compares statistical approaches for estimating extreme quantile regression, with a specific application to fire risk forecasting. A simulation-based framework is designed to evaluate the effectiveness of different…

Methodology · Statistics 2025-07-01 Amina El Bernoussi , Mohamed El Arrouchi

A vulnerability scan combined with information about a computer network can be used to create an attack graph, a model of how the elements of a network could be used in an attack to reach specific states or goals in the network. These…

Cryptography and Security · Computer Science 2021-03-19 Isaac Matthews , Sadegh Soudjani , Aad van Moorsel

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle…

Computation · Statistics 2020-04-01 Parfait Munezero

In this work, we propose a framework that combines the approximation-theory-based multifidelity method and Gaussian-process-regression-based multifidelity method to achieve data-model convergence when stochastic simulation models and sparse…

Machine Learning · Statistics 2018-12-10 Xiu Yang , Xueyu Zhu , Jing Li

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

A common approach to learn robotic skills is to imitate a demonstrated policy. Due to the compounding of small errors and perturbations, this approach may let the robot leave the states in which the demonstrations were provided. This…

Robotics · Computer Science 2019-08-08 Emmanuel Pignat , Sylvain Calinon

Conformance is defined as a measure of distance between the behaviors of two dynamical systems. The notion of conformance can accelerate system design when models of varying fidelities are available on which analysis and control design can…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Xin Qin , Navid Hashemi , Lars Lindemann , Jyotirmoy V. Deshmukh

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

To address the time-consuming and computationally intensive issues of traditional ART algorithms for flame combustion diagnosis, inspired by flame simulation technology, we propose a novel representation method for flames. By modeling the…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Yunhao Shui , Fuhao Zhang , Can Gao , Hao Xue , Zhiyin Ma , Gang Xun , Xuesong Li