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Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

Accurately modelling the Earth's climate has widespread applications ranging from forecasting local weather to understanding global climate change. Low-fidelity simulations of climate phenomena are readily available, but high-fidelity…

Atmospheric and Oceanic Physics · Physics 2021-09-17 Ben Hudson , Frederik Nijweide , Isaac Sebenius

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Defects in laser powder bed fusion (L-PBF) parts often result from the meso-scale dynamics of the molten alloy near the laser, known as the melt pool. For instance, the melt pool can directly contribute to the formation of undesirable…

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

Wafer-level performance prediction has been attracting attention to reduce measurement costs without compromising test quality in production tests. Although several efficient methods have been proposed, the site-to-site variation, which is…

Hardware Architecture · Computer Science 2021-11-03 Michihiro Shintani , Riaz-Ul-Haque Mian , Tomoki Nakamura , Masuo Kajiyama , Makoto Eiki , Michiko Inoue

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

Advances in predictive modeling across multiple disciplines have yielded generative models capable of high veracity in predicting macroscopic functional responses of materials. Correspondingly, of interest is the inverse problem of finding…

Disordered Systems and Neural Networks · Physics 2020-08-11 Sergei V. Kalinin , Maxim Ziatdinov , Rama K. Vasudevan

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

We propose a novel method for maximum likelihood-based parameter inference in nonlinear and/or non-Gaussian state space models. The method is an iterative procedure with three steps. At each iteration a particle filter is used to estimate…

Computation · Statistics 2016-03-22 Johan Dahlin , Fredrik Lindsten

Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…

Machine Learning · Computer Science 2025-03-24 Philipp Wagner , Tobias Nagel , Philipp Leube , Marco F. Huber

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

Machine Learning · Statistics 2025-12-16 Haoyu Li , Isaac J Michaud , Ayan Biswas , Han-Wei Shen

In this paper, we propose a selective sampling procedure to preferentially evaluate a potential energy surface (PES) in a part of the configuration space governing a physical property of interest. The proposed sampling procedure is based on…

The development of new manufacturing techniques such as 3D printing have enabled the creation of previously infeasible chemical reactor designs. Systematically optimizing the highly parameterized geometries involved in these new classes of…

Computational Engineering, Finance, and Science · Computer Science 2023-07-10 Tom Savage , Nausheen Basha , Jonathan McDonough , Omar K Matar , Ehecatl Antonio del Rio Chanona

We present a scale-bridging approach based on a multi-fidelity (MF) machine-learning (ML) framework leveraging Gaussian processes (GP) to fuse atomistic computational model predictions across multiple levels of fidelity. Through the…

Computational Physics · Physics 2020-08-06 Anh Tran , Julien Tranchida , Tim Wildey , Aidan P. Thompson

Optimizing complex manufacturing processes often involves a trade-off between data accuracy and acquisition cost. High-fidelity data are accurate but limited, while low-fidelity data are abundant but often biased. Balancing these two…

Efficient characterization of surface compositions across high-dimensional materials spaces is critical for accelerating the discovery of surface-dominated functional materials. While X-ray photoelectron spectroscopy allows detailed surface…

Materials Science · Physics 2025-06-19 F. Thelen , F. Lourens , A. Ludwig

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland
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