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We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Machine Learning · Statistics 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

Preferential Bayesian Optimization (PBO) aims to find a decision-maker's most preferred solution in as few pairwise comparisons as possible. Existing approaches rely on Gaussian Process (GP) surrogates, which provide strong performance but…

Machine Learning · Computer Science 2026-05-11 Nick Leenders , Thomas Quadt , Boris Cule , Roy Lindelauf , Herman Monsuur , Joost van Oijen , Mark Voskuijl

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Gaussian processes (GPs) are broadly used as surrogate models for expensive computer simulators of complex phenomena. However, a key bottleneck is that its training data are generated from this expensive simulator and thus can be highly…

Methodology · Statistics 2025-07-15 Liang Ding , Simon Mak , C. F. Jeff Wu

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

We propose a new uncertainty estimator for gradient-free optimisation of black-box simulators using deep generative surrogate models. Optimisation of these simulators is especially challenging for stochastic simulators and higher…

Machine Learning · Computer Science 2024-11-05 Tigran Ramazyan , Mikhail Hushchyn , Denis Derkach

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Across scientific domains, generating new models or optimizing existing ones while meeting specific criteria is crucial. Traditional machine learning frameworks for guided design use a generative model and a surrogate model (discriminator),…

Machine Learning · Computer Science 2024-05-29 Nataša Tagasovska , Vladimir Gligorijević , Kyunghyun Cho , Andreas Loukas

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

Machine Learning · Statistics 2024-11-11 Dimitris G. Giovanis , Dimitrios Loukrezis , Ioannis G. Kevrekidis , Michael D. Shields

Construction of kinetic models has become an indispensable step in the development and scale up of processes in the industry. Model-based design of experiments (MBDoE) has been widely used for the purpose of improving parameter precision in…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Panagiotis Petsagkourakis , Federico Galvanin

Classification is a vital tool that is important for modelling many complex numerical models. A model or system may be such that, for certain areas of input space, the output either does not exist, or is not in a quantifiable form. Here, we…

Methodology · Statistics 2020-02-04 Louise Kimpton , Peter Challenor , Daniel Williamson

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

Generative AI has redefined artificial intelligence, enabling the creation of innovative content and customized solutions that drive business practices into a new era of efficiency and creativity. In this paper, we focus on diffusion…

Machine Learning · Computer Science 2024-03-21 Zihao Li , Hui Yuan , Kaixuan Huang , Chengzhuo Ni , Yinyu Ye , Minshuo Chen , Mengdi Wang