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Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

Neural and Evolutionary Computing · Computer Science 2024-10-07 Pablo S. Naharro , Pablo Toharia , Antonio LaTorre , José-María Peña

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

Surrogate-assisted evolutionary algorithms (SAEAs) have been proposed to solve expensive optimization problems. Although SAEAs use surrogate models that approximate the evaluations of solutions using machine learning techniques, prior…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Yuki Hanawa , Tomohiro Harada , Yukiya Miura

Characterizing the interior structure of exoplanets is an inverse problem often solved using Bayesian inference, but this approach is hampered by the high computational cost of planetary structure models. To overcome this barrier, we…

Earth and Planetary Astrophysics · Physics 2025-12-22 Tijn De Wringer , Caroline Dorn , Emily O. Garvin , Stefano Marelli

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

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

Methodology · Statistics 2021-08-30 Sascha Ranftl , Wolfgang von der Linden

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

In complex large-scale systems such as climate, important effects are caused by a combination of confounding processes that are not fully observable. The identification of sources from observations of system state is vital for attribution…

Machine Learning · Statistics 2023-03-22 Joseph Hart , Mamikon Gulian , Indu Manickam , Laura Swiler

Bayesian inverse design provides a principled framework for inferring aerodynamic geometries from sparse flow observations while quantifying uncertainty. However, its practical use in computational fluid dynamics (CFD) is severely limited…

Fluid Dynamics · Physics 2026-05-26 Bipin Tiwari , Omer San

We developed a parallel Bayesian optimization algorithm for large eddy simulations. These simulations challenge optimization methods because they take hours or days to compute, and their objective function contains noise as turbulent…

Fluid Dynamics · Physics 2014-11-04 Chaitanya Talnikar , Patrick Blonigan , Julien Bodart , Qiqi Wang

Building a surrogate model of an objective function has shown to be effective to assist evolutionary algorithms (EAs) to solve real-world complex optimisation problems which involve either computationally expensive numerical simulations or…

Neural and Evolutionary Computing · Computer Science 2020-02-11 Xiaoran Ruan , Ke Li , Bilel Derbel , Arnaud Liefooghe

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

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 Bayesian uncertainty quantification technique has become well established in turbulence modeling over the past few years. However, it is computationally expensive to construct a globally accurate surrogate model for Bayesian inference…

Data Analysis, Statistics and Probability · Physics 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally…

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

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner