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This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

In NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount…

Neural and Evolutionary Computing · Computer Science 2019-02-12 Jörg Stork , Martin Zaefferer , Thomas Bartz-Beielstein

Parameter calibration is a major challenge in agent-based modelling and simulation (ABMS). As the complexity of agent-based models (ABMs) increase, the number of parameters required to be calibrated grows. This leads to the ABMS equivalent…

Machine Learning · Computer Science 2020-08-28 Rylan Perumal , Terence L van Zyl

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

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 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

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

Methodology · Statistics 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…

Computational Engineering, Finance, and Science · Computer Science 2023-07-26 Niklas Georg , Ulrich Römer

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…

Machine Learning · Computer Science 2020-02-21 Qijia Jiang , Olaoluwa Adigun , Harikrishna Narasimhan , Mahdi Milani Fard , Maya Gupta

Surrogate models - also called emulators - are widely used to facilitate Bayesian inference in settings where computational costs preclude the use of standard posterior inference algorithms. Their deployment is now standard practice across…

Methodology · Statistics 2026-03-17 Andrew Gerard Roberts , Michael C. Dietze , Jonathan H. Huggins

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and…

Optimization and Control · Mathematics 2021-09-10 Hadis Anahideh , Jay Rosenberger , Victoria Chen

Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

Deep learning-based surrogate models have demonstrated remarkable advantages over classical solvers in terms of speed, often achieving speedups of 10 to 1000 times over traditional partial differential equation (PDE) solvers. However, a…

Machine Learning · Computer Science 2024-02-14 Tailin Wu , Willie Neiswanger , Hongtao Zheng , Stefano Ermon , Jure Leskovec

Spectral variability in hyperspectral images can result from factors including environmental, illumination, atmospheric and temporal changes. Its occurrence may lead to the propagation of significant estimation errors in the unmixing…

Computer Vision and Pattern Recognition · Computer Science 2020-01-23 Ricardo Augusto Borsoi , Tales Imbiriba , José Carlos Moreira Bermudez

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

Machine Learning · Computer Science 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

Standard Bayesian inference schemes are infeasible for inverse problems with computationally expensive forward models. A common solution is to replace the model with a cheaper surrogate. To avoid overconfident conclusions, it is essential…

Methodology · Statistics 2026-01-09 Andrew Gerard Roberts , Michael Dietze , Jonathan H. Huggins

Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…

Machine Learning · Statistics 2020-01-22 Ray-Bing Chen , Yuan Wang , C. F. Jeff Wu

A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications…

Computational Physics · Physics 2019-03-01 Rohit Tripathy , Ilias Bilionis
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