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The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Physics parameterizations are often needed for numerical weather prediction (NWP) of precipitation forecast. This is mainly because the resolutions of most computational atmospheric models are not fine enough to explicitly resolve sub-grid…

Geophysics · Physics 2025-06-19 Khanh Hung Mai , Duc Le , Kazuo Saito , Tomizawa Futo , Yohei Sawada

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

Methodology · Statistics 2018-12-31 Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

In this paper we present an algorithm for yield estimation and optimization exploiting Hessian based optimization methods, an adaptive Monte Carlo (MC) strategy, polynomial surrogates and several error indicators. Yield estimation is used…

Computational Engineering, Finance, and Science · Computer Science 2020-10-12 Mona Fuhrländer , Niklas Georg , Ulrich Römer , Sebastian Schöps

Phase-field modeling is an elegant and versatile computation tool to predict microstructure evolution in materials in the mesoscale regime. However, these simulations require rigorous numerical solutions of differential equations, which are…

Materials Science · Physics 2023-08-08 Owais Ahmad , Naveen Kumar , Rajdip Mukherjee , Somnath Bhowmick

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

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

Determining, understanding, and predicting the so-called structure-property relation is an important task in many scientific disciplines, such as chemistry, biology, meteorology, physics, engineering, and materials science. Structure refers…

Machine Learning · Computer Science 2023-11-15 Binh Duong Nguyen , Pavlo Potapenko , Aytekin Dermici , Kishan Govind , Sébastien Bompas , Stefan Sandfeld

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

This article was motivated by the desire to improve Markov chain Monte Carlo methods for spatial survival models in which the locations of individuals in space are known. For a dataset comprising information on n individuals, standard…

Methodology · Statistics 2015-01-09 Benjamin M. Taylor

Evolutionary algorithms provide gradient-free optimisation which is beneficial for models that have difficulty in obtaining gradients; for instance, geoscientific landscape evolution models. However, such models are at times computationally…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-28 Rohitash Chandra , Yash Vardhan Sharma

Efficient solving of an unseen optimization problem is related to appropriate selection of an optimization algorithm and its hyper-parameters. For this purpose, automated algorithm performance prediction should be performed that in most…

Neural and Evolutionary Computing · Computer Science 2021-10-25 Risto Trajanov , Stefan Dimeski , Martin Popovski , Peter Korošec , Tome Eftimov

Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…

Methodology · Statistics 2021-10-26 Yawen Guan , Murali Haran

Predicting the performance of an optimization algorithm on a new problem instance is crucial in order to select the most appropriate algorithm for solving that problem instance. For this purpose, recent studies learn a supervised machine…

Machine Learning · Computer Science 2022-03-23 Risto Trajanov , Stefan Dimeski , Martin Popovski , Peter Korošec , Tome Eftimov

We propose a novel inverse-modelling approach which estimates the parameters of a simple land-surface model (LSM) by assimilating data into a differentiable physics-based forward model. The governing equations are expressed within a…

Atmospheric and Oceanic Physics · Physics 2026-04-17 Ruiyue Huang , Claire E. Heaney , Maarten van Reeuwijk

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

The Worldwide LHC Computing Grid (WLCG) provides the robust computing infrastructure essential for the LHC experiments by integrating global computing resources into a cohesive entity. Simulations of different compute models present a…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-14 Larissa Schmid , Maximilian Horzela , Valerii Zhyla , Manuel Giffels , Günter Quast , Anne Koziolek

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

Machine Learning · Statistics 2024-07-04 Alessandro Mastrototaro , Jimmy Olsson

Machine learning (ML) is a revolutionary technology with demonstrable applications across multiple disciplines. Within the Earth science community, ML has been most visible for weather forecasting, producing forecasts that rival modern…

By facilitating the generation of samples from arbitrary probability distributions, Markov Chain Monte Carlo (MCMC) is, arguably, \emph{the} tool for the evaluation of Bayesian inference problems that yield non-standard posterior…

Computation · Statistics 2021-05-27 Peter L Green , Robert E Moore , Ryan J Jackson , Jinglai Li , Simon Maskell