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Reinforcement learning of real-world tasks is very data inefficient, and extensive simulation-based modelling has become the dominant approach for training systems. However, in human-robot interaction and many other real-world settings,…

Machine Learning · Computer Science 2023-09-12 Nat Wannawas , A. Aldo Faisal

Machine learning-based reliability analysis methods have shown great advancements for their computational efficiency and accuracy. Recently, many efficient learning strategies have been proposed to enhance the computational performance.…

Machine Learning · Statistics 2024-04-23 Lisang Zhou , Ziqian Luo , Xueting Pan

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

Kriging (or Gaussian process regression) is a popular machine learning method for its flexibility and closed-form prediction expressions. However, one of the key challenges in applying kriging to engineering systems is that the available…

Methodology · Statistics 2020-12-23 Jialei Chen , Zhehui Chen , Chuck Zhang , C. F. Jeff Wu

Multifidelity methods are widely used for estimating quantities of interest (QoI) in computational science by employing numerical simulations of differing costs and accuracies. Many methods approximate numerical-valued statistics that…

Computation · Statistics 2022-12-02 Yiming Xu , Akil Narayan

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF…

Machine Learning · Statistics 2021-08-12 Maolin Shi , Shuo Wang , Wei Sun , Liye Lv , Xueguan Song

We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from a hierarchy of data sources of differing fidelities and…

Computation · Statistics 2023-05-30 Aimee Maurais , Terrence Alsup , Benjamin Peherstorfer , Youssef Marzouk

In this paper, we study the multiscale Boltzmann equation with multi-dimensional random parameters by a bi-fidelity stochastic collocation (SC) method developed in [A. Narayan, C. Gittelson and D. Xiu, SIAM J. Sci. Comput., 36 (2014); X.…

Numerical Analysis · Mathematics 2020-01-29 Liu Liu , Xueyu Zhu

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 propose a new scalable framework for spatio-temporal data fusion with multi-fidelity Gaussian processes (MFGPs) that enables fully likelihood-based inference for both stationary and non-stationary fidelity integration. The framework is…

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring…

Applications · Statistics 2024-05-14 M. Giselle Fernández-Godino

We present Blitzkriging, a new approach to fast inference for Gaussian processes, applicable to regression, optimisation and classification. State-of-the-art (stochastic) inference for Gaussian processes on very large datasets scales…

Machine Learning · Statistics 2015-11-03 Thomas Nickson , Tom Gunter , Chris Lloyd , Michael A Osborne , Stephen Roberts

Estimating the probability of failure for complex real-world systems using high-fidelity computational models is often prohibitively expensive, especially when the probability is small. Exploiting low-fidelity models can make this process…

This work falls within the context of predicting the value of a real function at some input locations given a limited number of observations of this function. The Kriging interpolation technique (or Gaussian process regression) is often…

Machine Learning · Statistics 2017-07-26 Didier Rullière , Nicolas Durrande , François Bachoc , Clément Chevalier

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

This paper deals with surrogate modelling of a computer code output in a hierarchical multi-fidelity context, i.e., when the output can be evaluated at different levels of accuracy and computational cost. Using observations of the output at…

Statistics Theory · Mathematics 2023-12-06 Baptiste Kerleguer , Claire Cannamela , Josselin Garnier

In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

Recent advancements in 3D Gaussian Splatting (3D-GS) have established new benchmarks for rendering quality and efficiency in 3D reconstruction. However, 3D-GS faces critical limitations when generating novel views that significantly deviate…

Graphics · Computer Science 2025-03-05 Yifei Gao , Kerui Ren , Jie Ou , Lei Wang , Jiaji Wu , Jun Cheng
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