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Large-scale international scientific collaborations, such as ATLAS, Belle II, CMS, and DUNE, generate vast volumes of data. These experiments necessitate substantial computational power for varied tasks, including structured data…

The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

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…

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

In simulation-based engineering, design choices are often obtained following the optimization of complex blackbox models. These models frequently involve mixed-variable domains with quantitative and categorical variables. Unlike…

Optimization and Control · Mathematics 2026-03-31 Charles Audet , Youssef Diouane , Edward Hallé-Hannan , Sébastien Le Digabel , Christophe Tribes

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

We propose a surrogate-based method for optimizing parameterized quantum circuits which is designed to operate with few calls to a quantum computer. We employ a computationally inexpensive classical surrogate to approximate the cost…

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

Bayesian optimization (BO) suffers from long computing times when processing highly-dimensional or large data sets. These long computing times are a result of the Gaussian process surrogate model having a polynomial time complexity with the…

Machine Learning · Computer Science 2023-09-12 Alexander E. Siemenn , Tonio Buonassisi

Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper…

Numerical Analysis · Mathematics 2026-02-11 Steven Roberts , Andrey A Popov , Arash Sarshar , Adrian Sandu

In surrogate modeling, polynomial chaos expansion (PCE) is popularly utilized to represent the random model responses, which are computationally expensive and usually obtained by deterministic numerical modeling approaches including finite…

Computation · Statistics 2020-06-01 Z. Liu , D. Lesselier , B. Sudret , J. Wiart

Missing data is a widespread problem in many domains, creating challenges in data analysis and decision making. Traditional techniques for dealing with missing data, such as excluding incomplete records or imputing simple estimates (e.g.,…

Databases · Computer Science 2024-01-09 Massimo Perini , Milos Nikolic

Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…

Machine Learning · Computer Science 2021-03-18 Takuya Kanazawa

Gaussian processes (GPs) are powerful tools for nonlinear classification in which latent GPs are combined with link functions. But GPs do not scale well to large training data. This is compounded for classification where the latent GPs…

Computation · Statistics 2025-01-28 Andrew Cooper , Annie S. Booth , Robert B. Gramacy

A key requirement for the current generation of artificial decision-makers is that they should adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable…

Machine Learning · Statistics 2016-12-14 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

Expensive optimization problems (EOPs) are prevalent in real-world applications, where the evaluation of a single solution requires a significant amount of resources. In our study of surrogate-assisted evolutionary algorithms (SAEAs) in…

Neural and Evolutionary Computing · Computer Science 2024-12-06 Hao Hao , Xiaoqun Zhang , Aimin Zhou

Simulating the mechanical response of advanced materials can be done more accurately using concurrent multiscale models than with single-scale simulations. However, the computational costs stand in the way of the practical application of…

Machine Learning · Computer Science 2024-02-21 J. Storm , I. B. C. M. Rocha , F. P. van der Meer

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

Machine Learning · Computer Science 2014-01-14 Edward Meeds , Max Welling

Evolutionary algorithms often struggle to find well converged (e.g small inverted generational distance on test problems) solutions to multi-objective optimization problems on a limited budget of function evaluations (here, a few hundred).…

Neural and Evolutionary Computing · Computer Science 2025-04-30 Christopher M. Pierce , Young-Kee Kim , Ivan Bazarov

This work studies how an AI-controlled dog-fighting agent with tunable decision-making parameters can learn to optimize performance against an intelligent adversary, as measured by a stochastic objective function evaluated on simulated…

Machine Learning · Computer Science 2017-08-01 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett