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In many global optimization problems motivated by engineering applications, the number of function evaluations is severely limited by time or cost. To ensure that each evaluation contributes to the localization of good candidates for the…

Numerical Analysis · Mathematics 2025-10-20 Julien Villemonteix , Emmanuel Vazquez , Eric Walter

Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design offers an ideal framework for this task. When the…

Methodology · Statistics 2022-12-14 M. Moustapha , A. Galimshina , G. Habert , B. Sudret

Functional Ordinary Kriging is the most widely used method to predict a curve at a given spatial point. However, uncertainty remains an open issue. In this article a distribution-free prediction method based on two different modulation…

Methodology · Statistics 2024-10-01 Anna De Magistris , Andrea Diana , Elvira Romano

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these…

Machine Learning · Computer Science 2019-11-26 David Cortes

For geospatial modelling and mapping tasks, variants of kriging - the spatial interpolation technique developed by South African mining engineer Danie Krige - have long been regarded as the established geostatistical methods. However,…

Machine Learning · Statistics 2020-09-10 Charlie Kirkwood , Theo Economou , Nicolas Pugeault

In this paper, we propose a novel adaptive reduced-rank strategy for very large multiuser multi-input multi-output (MIMO) systems. The proposed reduced-rank scheme is based on the concept of joint iterative optimization (JIO) of filters…

Information Theory · Computer Science 2013-02-20 Yunlong Cai , Rodrigo C. de Lamare

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We present a novel adaptive optimization algorithm for black-box multi-objective optimization problems with binary constraints on the foundation of Bayes optimization. Our method is based on probabilistic regression and classification…

Machine Learning · Statistics 2021-03-01 Raoul Heese , Michael Bortz

We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…

Statistics Theory · Mathematics 2014-06-26 Thibault Espinasse , Jean-Michel Loubes

Large uncertainties in many phenomena have challenged decision making. Collecting additional information to better characterize reducible uncertainties is among decision alternatives. Value of information (VoI) analysis is a mathematical…

Applications · Statistics 2020-03-16 Chi Zhang , Zeyu Wang , Abdollah Shafieezadeh

Kriging is an established methodology for predicting spatial data in geostatistics. Current kriging techniques can handle linear dependencies on spatially referenced covariates. Although splines have shown promise in capturing nonlinear…

Methodology · Statistics 2025-09-16 Bryan Sumalinab , Oswaldo Gressani , Niel Hens , Christel Faes

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

It is now common practice in nuclear engineering to base extensive studies on numerical computer models. These studies require to run computer codes in potentially thousands of numerical configurations and without expert individual controls…

Computation · Statistics 2015-11-11 François Bachoc , Jean-Marc Martinez , Karim Ammar

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías

Stacking, a potent ensemble learning method, leverages a meta-model to harness the strengths of multiple base models, thereby enhancing prediction accuracy. Traditional stacking techniques typically utilize established learning models, such…

Machine Learning · Computer Science 2024-10-31 Wei Wu , Liang Tang , Zhongjie Zhao , Chung-Piaw Teo

Optimal design under uncertainty has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows the analyst…

Methodology · Statistics 2017-04-13 V. Dubourg , J. -M. Bourinet , B. Sudret

We propose a new splitting criterion for a meta-learning approach to multiclass classifier design that adaptively merges the classes into a tree-structured hierarchy of increasingly difficult binary classification problems. The…

Machine Learning · Computer Science 2017-11-10 Gerrit J. J. van den Burg , Alfred O. Hero

The increasing uncertainty in modern power systems, driven by the integration of intermittent energy sources and variable loads, underscores the need for probabilistic transient stability assessment. However, existing assessment methods…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

Binary classification is one of the most common problem in machine learning. It consists in predicting whether a given element belongs to a particular class. In this paper, a new algorithm for binary classification is proposed using a…

Machine Learning · Computer Science 2019-03-12 Alexandre Quemy

System reliability analysis aims at computing the probability of failure of an engineering system given a set of uncertain inputs and limit state functions. Active-learning solution schemes have been shown to be a viable tool but as of yet…

Methodology · Statistics 2024-05-10 Maliki Moustapha , Pietro Parisi , Stefano Marelli , Bruno Sudret