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Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

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

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

The design of structures and vehicles subject to fluid-structure interaction (FSI) often requires high-fidelity coupled analysis. While the design variables pertain to the structure, the computational cost is dominated by the fluid solver,…

Computational Physics · Physics 2026-05-21 Aditya Narkhede , Erick Rivas , Kevin Wang

Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Computation · Statistics 2020-07-09 H. M. Kroetz , M. Moustapha , A. T. Beck , B. Sudret

Deep learning methods have been employed in gravitational-wave astronomy to accelerate the construction of surrogate waveforms for the inspiral of spin-aligned black hole binaries, among other applications. We face the challenge of modeling…

Instrumentation and Methods for Astrophysics · Physics 2023-08-24 Styliani-Christina Fragkouli , Paraskevi Nousi , Nikolaos Passalis , Panagiotis Iosif , Nikolaos Stergioulas , Anastasios Tefas

Surrogate modeling is of great practical significance for parametric differential equation systems. In contrast to classical numerical methods, using physics-informed deep learning methods to construct simulators for such systems is a…

Numerical Analysis · Mathematics 2025-01-03 Xili Wang , Kejun Tang , Jiayu Zhai , Xiaoliang Wan , Chao Yang

We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the gauge approach to deduce the conformity score induced by…

Machine Learning · Statistics 2026-05-18 Paulo C. Marques F. , Helton Graziadei

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

Numerical Analysis · Mathematics 2023-12-13 Daniel Elfverson , Robert Scheichl , Simon Weissmann , F. Alejandro DiazDelaO

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

Optimization and Control · Mathematics 2021-01-01 Lihua Lei , Michael I. Jordan

We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…

Optimization and Control · Mathematics 2023-12-25 Philipp A. Guth , Claudia Schillings , Simon Weissmann

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

Multi-Objective Evolutionary Algorithms (MOEAs) have proven effective at solving Multi-Objective Optimisation Problems (MOOPs). However, their performance can be significantly hindered when applied to computationally intensive industrial…

Neural and Evolutionary Computing · Computer Science 2026-01-30 Tiwonge Msulira Banda , Alexandru-Ciprian Zăvoianu

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

Fast inference of numerical model parameters from data is an important prerequisite to generate predictive models for a wide range of applications. Use of sampling-based approaches such as Markov chain Monte Carlo may become intractable…

Machine Learning · Computer Science 2022-08-10 Yu Wang , Fang Liu , Daniele E. Schiavazzi

Deep-learning has achieved good performance and shown great potential for solving forward and inverse problems. In this work, two categories of innovative deep-learning based inverse modeling methods are proposed and compared. The first…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

We propose a new approach for building recommender systems by adapting surrogate-assisted interactive genetic algorithms. A pool of user-evaluated items is used to construct an approximative model which serves as a surrogate fitness…

Neural and Evolutionary Computing · Computer Science 2019-08-09 Thomas Gabor , Philipp Altmann

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

Computation · Statistics 2022-11-29 X. Zhu , B. Sudret

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

In engineering design and scientific computing, computational cost and predictive accuracy are intrinsically coupled. High-fidelity simulations provide accurate predictions but at substantial computational costs, while lower-fidelity…

Machine Learning · Computer Science 2026-05-11 Ahmed Mohamed Eisa Nasr , Ali Elham , Haris Moazam Sheikh
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