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Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

Machine Learning · Statistics 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

Gaussian process (GP) emulator has been used as a surrogate model for predicting force field and molecular potential, to overcome the computational bottleneck of molecular dynamics simulation. Integrating both atomic force and energy in…

Chemical Physics · Physics 2022-05-13 Hao Li , Musen Zhou , Jessalyn Sebastian , Jianzhong Wu , Mengyang Gu

Due to the high cost and reliability of sensors, the designers of a pump reduce the needed number of sensors for the estimation of the feasible operating point as much as possible. The major challenge to obtain a good estimation is the low…

Machine Learning · Computer Science 2022-08-08 Malathi Murugesan , Kanika Goyal , Laure Barriere , Maura Pasquotti , Giacomo Veneri , Giovanni De Magistris

This work explores the search for heterogeneous approximate multiplier configurations for neural networks that produce high accuracy and low energy consumption. We discuss the validity of additive Gaussian noise added to accurate neural…

Machine Learning · Computer Science 2022-08-16 Elias Trommer , Bernd Waschneck , Akash Kumar

We present a novel adaptation of active learning to graph-based semi-supervised learning (SSL) under non-Gaussian Bayesian models. We present an approximation of non-Gaussian distributions to adapt previously Gaussian-based acquisition…

Machine Learning · Statistics 2020-07-23 Kevin Miller , Hao Li , Andrea L. Bertozzi

Estimation of the response probability distributions of computer simulators in the presence of randomness is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge,…

Computation · Statistics 2024-09-04 Chao Dang , Marcos A. Valdebenito , Nataly A. Manque , Jun Xu , Matthias G. R. Faes

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…

Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic…

Methodology · Statistics 2025-02-17 Daria Semochkina , Samuel E. Jackson , David C. Woods

In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of…

Statistics Theory · Mathematics 2013-01-14 Loic Le Gratiet

Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

This paper proposes a receding horizon active learning and control problem for dynamical systems in which Gaussian Processes (GPs) are utilized to model the system dynamics. The active learning objective in the optimization problem is…

Systems and Control · Electrical Eng. & Systems 2021-05-13 Viet-Anh Le , Truong X. Nghiem

A Gaussian process has been one of the important approaches for emulating computer simulations. However, the stationarity assumption for a Gaussian process and the intractability for large-scale dataset limit its availability in practice.…

Methodology · Statistics 2020-11-06 Chih-Li Sung , Benjamin Haaland , Youngdeok Hwang , Siyuan Lu

Computer simulations have become essential for analyzing complex systems, but high-fidelity simulations often come with significant computational costs. To tackle this challenge, multi-fidelity computer experiments have emerged as a…

Methodology · Statistics 2024-06-05 Junoh Heo , Chih-Li Sung

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Applications · Statistics 2022-09-07 Laura Schultz , Vadim Sokolov

Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…

Computation · Statistics 2026-05-20 Filippo Rambelli , Fabio Sigrist

We present a new polynomial-free prolongation scheme for Adaptive Mesh Refinement (AMR) simulations of compressible and incompressible computational fluid dynamics. The new method is constructed using a multi-dimensional kernel-based…

Numerical Analysis · Mathematics 2022-10-12 Steven I. Reeves , Dongwook Lee , Adam Reyes , Carlo Graziani , Petros Tzeferacos