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In this article, the parameters of a hybrid log-linear model (log-Poisson) are estimated using the fuzzy least-squares (FLS) procedures (Celmi\c{n}\v{s}, 987a,b, D'Urso and Gastaldi, 2000, DUrso and Gastaldi, 2001). A goodness of fit have…

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

Applications · Statistics 2026-05-21 Nils Baillie , Baptiste Kerleguer , Cyril Feau , Josselin Garnier

We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing…

Machine Learning · Computer Science 2015-02-25 Josip Djolonga , Andreas Krause

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Machine Learning · Computer Science 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input.…

Numerical Analysis · Mathematics 2024-05-28 Dongjin Lee , Elle Lavichant , Boris Kramer

In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as…

Computation · Statistics 2017-07-27 Rémi Stroh , Séverine Demeyer , Nicolas Fischer , Julien Bect , Emmanuel Vazquez

Bayesian optimization is widely used for optimizing expensive black box functions, but most existing approaches focus on scalar responses. In many scientific and engineering settings the response is functional, varying smoothly over an…

Machine Learning · Computer Science 2026-04-28 Pouya Ahadi , Reza Marzban , Ali Adibi , Kamran Paynabar

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization…

Machine Learning · Computer Science 2021-10-06 Alexander Aushev , Henri Pesonen , Markus Heinonen , Jukka Corander , Samuel Kaski

Testing and evaluation are expensive but critical steps in the development of connected and automated vehicles (CAVs). In this paper, we develop an adaptive sampling framework to efficiently evaluate the accident rate of CAVs, particularly…

Robotics · Computer Science 2023-06-02 Xianliang Gong , Shuo Feng , Yulin Pan

Image-based computational fluid dynamics (CFD) modeling enables derivation of hemodynamic information, which has become a paradigm in cardiovascular research and healthcare. Nonetheless, the predictive accuracy largely depends on precisely…

Fluid Dynamics · Physics 2021-07-20 Han Gao , Xueyu Zhu , Jian-Xun Wang

This work proposes a data-driven surrogate modeling framework for cost-effectively inferring the torque of a permanent magnet synchronous machine under geometric design variations. The framework is separated into a reduced-order modeling…

Computational Engineering, Finance, and Science · Computer Science 2025-03-13 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability…

Machine Learning · Statistics 2024-06-18 Anirban Chaudhuri , Alexandre N. Marques , Karen E. Willcox

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

Computational Physics · Physics 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

We consider the problem of constructing Bayesian based confidence sets for linear functionals in the inverse Gaussian white noise model. We work with a scale of Gaussian priors indexed by a regularity hyper-parameter and apply the…

Statistics Theory · Mathematics 2015-04-21 Botond Szabó

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

The F-measure is a widely used performance measure for multi-label classification, where multiple labels can be active in an instance simultaneously (e.g. in image tagging, multiple tags can be active in any image). In particular, the…

Machine Learning · Statistics 2020-09-17 Mingyuan Zhang , Harish G. Ramaswamy , Shivani Agarwal

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

Machine Learning · Computer Science 2023-09-07 Zahra Zanjani Foumani , Amin Yousefpour , Mehdi Shishehbor , Ramin Bostanabad

In the complex multi-state system (MSS), reliability analysis is a significant research content, both for equipment design, manufacturing, usage and maintenance. Universal Generating Function (UGF) is an important method in the reliability…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Xu Liu , Wen Yao , Xiaohu Zheng , Yingchun Xu

We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo…

Machine Learning · Statistics 2018-03-29 Charles Gadd , Sara Wade , Akeel Shah , Dimitris Grammatopoulos

High-fidelity computational fluid dynamics (CFD) simulations are widely used to analyze nuclear reactor transients, but are computationally expensive when exploring large parameter spaces. Multifidelity surrogate models offer an approach to…

Machine Learning · Computer Science 2026-03-17 Meredith Eaheart , Majdi I. Radaideh