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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…

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…

Machine Learning · Statistics 2025-12-22 Chloe H. Choi , Andrea Zanoni , Daniele E. Schiavazzi , Alison L. Marsden

Learning controller parameters from closed-loop data has been shown to improve closed-loop performance. Bayesian optimization, a widely used black-box and sample-efficient learning method, constructs a probabilistic surrogate of the…

Machine Learning · Computer Science 2025-12-15 Sebastian Hirt , Valentinus Suwanto , Hendrik Alsmeier , Maik Pfefferkorn , Rolf Findeisen

There is wide agreement that the accuracy of turbulence models suffer from their sensitivity with respect to physical input data, the uncertainties of user-elected parameters, as well as the model inadequacy. However, the application of…

Numerical Analysis · Mathematics 2015-08-07 Hoang A. Tran , Clayton G. Webster , Guannan Zhang

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

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

Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…

Molecular Networks · Quantitative Biology 2018-01-15 Ian Vernon , Junli Liu , Michael Goldstein , James Rowe , Jen Topping , Keith Lindsey

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

In engineering design, surrogate models are widely employed to replace computationally expensive simulations by leveraging design variables and geometric parameters from computer-aided design (CAD) models. However, these models often lose…

Machine Learning · Computer Science 2024-06-05 Jangseop Park , Namwoo Kang

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

In the paper, a multi-objective evolutionary surrogate-assisted approach for the fast and effective generative design of coastal breakwaters is proposed. To approximate the computationally expensive objective functions, the deep…

Neural and Evolutionary Computing · Computer Science 2022-10-28 Nikita O. Starodubcev , Nikolay O. Nikitin , Anna V. Kalyuzhnaya

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

We investigate a deep learning approach to efficiently perform Bayesian inference in partial differential equation (PDE) and integral equation models over potentially high-dimensional parameter spaces. The contributions of this paper are…

Numerical Analysis · Mathematics 2021-03-26 Teo Deveney , Eike Mueller , Tony Shardlow

Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where…

Machine Learning · Statistics 2022-06-14 Michael Minyi Zhang , Sinead A. Williamson , Fernando Perez-Cruz

Inverse problems governed by partial differential equations (PDEs) play a crucial role in various fields, including computational science, image processing, and engineering. Particularly, Darcy flow equation is a fundamental equation in…

Machine Learning · Statistics 2025-07-24 Hongji Wang , Hongqiao Wang , Jinyong Ying , Qingping Zhou

Geochemical processes in subsurface reservoirs affected by microbial activity change the material properties of porous media. This is a complex biogeochemical process in subsurface reservoirs that currently contains strong conceptual…