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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

In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…

Adaptation and Self-Organizing Systems · Physics 2025-03-25 Yanna Ding , Malik Magdon-Ismail , Jianxi Gao

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Optimization and Control · Mathematics 2025-05-13 Boyang Shen , Junyi Liu

Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Peter A. G. Watson

The development of data-informed predictive models for dynamical systems is of widespread interest in many disciplines. We present a unifying framework for blending mechanistic and machine-learning approaches to identify dynamical systems…

Dynamical Systems · Mathematics 2022-08-18 Matthew E. Levine , Andrew M. Stuart

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

Chaotic systems pose fundamental challenges for data-driven dynamics discovery, as small modeling errors lead to exponentially growing trajectory discrepancies. Since exact long-term prediction is unattainable, it is natural to ask what a…

Machine Learning · Computer Science 2026-05-15 Joon-Hyuk Ko , Andrus Giraldo , Deok-Sun Lee

In recent years, computational power and data availability breakthroughs have revolutionized our ability to analyze complex physical systems through the inverse problem approach. Data-driven techniques like system identification and machine…

Systems and Control · Electrical Eng. & Systems 2026-05-04 Sriram Narayanan , Mohamed Naveed Gul Mohamed , Ishan Paranjape , Indranil Nayak , Suman Chakravorty , Mrinal Kumar

Surrogate models are often used to replace costly-to-evaluate complex coastal codes to achieve substantial computational savings. In many of those models, the hydrometeorological forcing conditions (inputs) or flood events (outputs) are…

Machine Learning · Statistics 2021-11-04 A. F. López-Lopera , D. Idier , J. Rohmer , F. Bachoc

This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to…

Numerical Analysis · Mathematics 2020-10-20 John Harlim , Shixiao W. Jiang , Senwei Liang , Haizhao Yang

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…

Machine Learning · Computer Science 2021-05-05 Gert-Jan Both , Gijs Vermarien , Remy Kusters

Numerically solving a large parametric nonlinear dynamical system is challenging due to its high complexity and the high computational costs. In recent years, machine-learning-aided surrogates are being actively researched. However, many…

Machine Learning · Computer Science 2024-10-18 Shuwen Sun , Lihong Feng , Peter Benner

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper…

Numerical Analysis · Mathematics 2026-02-11 Steven Roberts , Andrey A Popov , Arash Sarshar , Adrian Sandu

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh

Data-driven evolutionary algorithms has shown surprising results in addressing expensive optimization problems through robust surrogate modeling. Though promising, existing surrogate modeling schemes may encounter limitations in complex…

Neural and Evolutionary Computing · Computer Science 2025-12-18 Xian-Rong Zhang , Yue-Jiao Gong , Zeyuan Ma , Jun Zhang

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

Adaptive designs are increasingly used in clinical trials and online experiments to improve participant outcomes by dynamically updating treatment allocation as data accumulate. In practice, experimenters often consider multiple candidate…

Methodology · Statistics 2026-04-08 Wenxin Zhang , Aaron Hudson , Maya Petersen , Mark van der Laan