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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

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

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…

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible…

Computational Physics · Physics 2018-10-17 Rohit Tripathy , Ilias Bilionis

Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

Metamodeling of complex numerical systems has recently attracted the interest of the mathematical programming community. Despite the progress in high performance computing, simulations remain costly, as a matter of fact, the assessment of…

Other Statistics · Statistics 2018-11-13 Soumaya Azzi , Yuanyuan Huang , Bruno Sudret , Joe Wiart

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

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

There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of…

Machine Learning · Computer Science 2020-11-25 Harrison Wilde , Jack Jewson , Sebastian Vollmer , Chris Holmes

As human-robot interaction (HRI) systems advance, so does the difficulty of evaluating and understanding the strengths and limitations of these systems in different environments and with different users. To this end, previous methods have…

Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

Machine Learning · Computer Science 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

In computer experiments, a mathematical model implemented on a computer is used to represent complex physical phenomena. These models, known as computer simulators, enable experimental study of a virtual representation of the complex…

Methodology · Statistics 2012-07-03 Hugh Chipman , Pritam Ranjan , Weiwei Wang

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…

Computation · Statistics 2017-08-02 F. A. DiazDelaO , A. Garbuno-Inigo , S. K. Au , I. Yoshida

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

Developing surrogates for computer models has become increasingly important for addressing complex problems in science and engineering. This article introduces an artificial intelligent (AI) surrogate, referred to as the DeepSurrogate, for…

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

Machine Learning · Statistics 2019-01-17 Dan Lu , Daniel Ricciuto

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Computer simulations, especially of complex phenomena, can be expensive, requiring high-performance computing resources. Often, to understand a phenomenon, multiple simulations are run, each with a different set of simulation input…

Machine Learning · Computer Science 2023-07-06 Chandrika Kamath , Juliette S. Franzman , Brian H. Daub

Trial level surrogates are useful tools for improving the speed and cost effectiveness of trials, but surrogates that have not been properly evaluated can cause misleading results. The evaluation procedure is often contextual and depends on…

Methodology · Statistics 2022-08-23 Michael C Sachs , Erin E Gabriel , Alessio Crippa , Michael J Daniels

Scientific machine learning is increasingly being spoken of as universal emulators for classical numerical solvers for multi-scale partial differential equations, but most apparent successes can be explained by facts that also define their…

Mathematical Physics · Physics 2026-04-23 Karthik Duraisamy