English
Related papers

Related papers: Conditional deep surrogate models for stochastic, …

200 papers

Large-scale numerical simulations are used across many scientific disciplines to facilitate experimental development and provide insights into underlying physical processes, but they come with a significant computational cost. Deep neural…

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Surrogate modeling for complex physical systems typically faces a trade-off between data-fitting accuracy and physical consistency. Physics-consistent approaches typically treat physical laws as soft constraints within the loss function, a…

Machine Learning · Computer Science 2026-01-30 José Afonso , Pedro Viegas , Rodrigo Ventura , Vasco Guerra

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

Heteroscedastic Gaussian process regression, based on the concept of chained Gaussian processes, is used to build surrogates to predict site-specific loads on an offshore wind turbine. Stochasticity in the inflow turbulence and irregular…

Applications · Statistics 2022-06-15 Deepali Singh , Richard P. Dwight , Kasper Laugesen , Laurent Beaudet , Axelle Viré

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

Data-driven learning is generalized to consider history-dependent multi-fidelity data, while quantifying epistemic uncertainty and disentangling it from data noise (aleatoric uncertainty). This generalization is hierarchical and adapts to…

Machine Learning · Computer Science 2025-07-21 Jiaxiang Yi , Bernardo P. Ferreira , Miguel A. Bessa

To balance quality and cost, various domain areas of science and engineering run simulations at multiple levels of sophistication. Multi-fidelity active learning aims to learn a direct mapping from input parameters to simulation outputs at…

Machine Learning · Computer Science 2023-06-06 Dongxia Wu , Ruijia Niu , Matteo Chinazzi , Yian Ma , Rose Yu

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

We present a data-driven, space-time continuous framework to learn surrogate models for complex physical systems described by advection-dominated partial differential equations. Those systems have slow-decaying Kolmogorov n-width that…

Machine Learning · Computer Science 2023-02-08 Zhong Yi Wan , Leonardo Zepeda-Núñez , Anudhyan Boral , Fei Sha

This paper proposes a technique for training a neural network by minimizing a surrogate loss that approximates the target evaluation metric, which may be non-differentiable. The surrogate is learned via a deep embedding where the Euclidean…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Yash Patel , Tomas Hodan , Jiri Matas

Multi-fidelity surrogate learning is important for physical simulation related applications in that it avoids running numerical solvers from scratch, which is known to be costly, and it uses multi-fidelity examples for training and greatly…

Machine Learning · Computer Science 2023-11-10 Zheng Wang , Shibo Li , Shikai Fang , Shandian Zhe

Complex systems can undergo critical transitions, where slowly changing environmental conditions trigger a sudden shift to a new, potentially catastrophic state. Early warning signals for these events are crucial for decision-making in…

Data Analysis, Statistics and Probability · Physics 2024-10-15 Zhiqin Ma , Chunhua Zeng , Yi-Cheng Zhang , Thomas M. Bury

Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Alexander Hagg , Martin Zaefferer , Jörg Stork , Adam Gaier

We propose a method for obtaining statistically guaranteed prediction sets for functional machine learning methods: surrogate models which map between function spaces, motivated by the need to build reliable PDE emulators. The method…

Machine Learning · Computer Science 2025-06-23 Ander Gray , Vignesh Gopakumar , Sylvain Rousseau , Sébastien Destercke

We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…

Statistics Theory · Mathematics 2021-10-22 Xingyu Zhou , Yuling Jiao , Jin Liu , Jian Huang

Image-based computational fluid dynamics (CFD) modeling enables derivation of hemodynamic information, which has become a paradigm in cardiovascular research and healthcare. Nonetheless, the predictive accuracy largely depends on precisely…

Fluid Dynamics · Physics 2021-07-20 Han Gao , Xueyu Zhu , Jian-Xun Wang

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving…

Numerical Analysis · Mathematics 2021-06-30 Helen Cleaves , Alen Alexanderian , Bilal Saad