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We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

For many novel applications, such as patient-specific computer-aided surgery, conventional solution techniques of the underlying nonlinear problems are usually computationally too expensive and are lacking information about how certain can…

Machine Learning · Computer Science 2022-07-18 Saurabh Deshpande , Jakub Lengiewicz , Stéphane P. A. Bordas

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

Physics simulators are essential in science and engineering, enabling the analysis, control, and design of complex systems. In experimental sciences, they are increasingly used to automate experimental design, often via combinatorial search…

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

The ongoing development of quantum processors is driving breakthroughs in scientific discovery. Despite this progress, the formidable cost of fabricating large-scale quantum processors means they will remain rare for the foreseeable future,…

Quantum Physics · Physics 2025-07-24 Wei-You Liao , Yuxuan Du , Xinbiao Wang , Tian-Ci Tian , Yong Luo , Bo Du , Dacheng Tao , He-Liang Huang

Surrogates, models that mimic the behavior of programs, form the basis of a variety of development workflows. We study three surrogate-based design patterns, evaluating each in case studies on a large-scale CPU simulator. With surrogate…

Programming Languages · Computer Science 2021-12-14 Alex Renda , Yi Ding , Michael Carbin

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Machine Learning · Computer Science 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

Machine Learning · Computer Science 2021-04-19 Radhakrishna Achanta , Natasa Tagasovska

High-fidelity simulation models are widely used to analyze complex stochastic systems, but their high computational cost motivates the development of cheaper surrogate models that approximate the simulation model's input-output…

Machine Learning · Statistics 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Machine Learning · Statistics 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high…

Machine Learning · Statistics 2026-05-18 Noah Wade , Kirubel Teferra

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

Poroelasticity -- coupled fluid flow and elastic deformation in porous media -- often involves spatially variable permeability, especially in subsurface systems. In such cases, simulations with random permeability fields are widely used for…

Machine Learning · Computer Science 2025-09-16 Sangjoon Park , Yeonjong Shin , Jinhyun Choo

Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based…

Machine Learning · Statistics 2020-02-25 Johann Brehmer , Gilles Louppe , Juan Pavez , Kyle Cranmer

The widespread integration of deep neural networks in developing data-driven surrogate models for high-fidelity simulations of complex physical systems highlights the critical necessity for robust uncertainty quantification techniques and…

Computational Engineering, Finance, and Science · Computer Science 2024-05-15 Pratyush Kumar Singh , Kathryn A. Farrell-Maupin , Danial Faghihi
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