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An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

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…

We present a novel forecasting framework for lake water temperature, which is crucial for managing lake ecosystems and drinking water resources. The General Lake Model (GLM) has been previously used for this purpose, but, similar to many…

Seawater intrusion into coastal aquifers poses a significant threat to groundwater resources, especially with rising sea levels due to climate change. Accurate modeling and uncertainty quantification of this process are crucial but are…

Machine Learning · Computer Science 2024-10-29 Su Jiang , Chuyang Liu , Dipankar Dwivedi

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…

Machine Learning · Statistics 2017-03-31 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

We present a decision support system for flood early warning and disaster management. It includes the models for data-driven meteorological predictions, for simulation of atmospheric pressure, wind, long sea waves and seiches; a module for…

Computational Engineering, Finance, and Science · Computer Science 2014-01-31 V. V. Krzhizhanovskaya , N. B. Melnikova , A. M. Chirkin , S. V. Ivanov , A. V. Boukhanovsky , P. M. A. Sloot

Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

Machine Learning · Computer Science 2023-09-01 Chunchao Ma , Arthur Leroy , Mauricio Alvarez

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…

Machine Learning · Computer Science 2022-03-29 Cen-You Li , Barbara Rakitsch , Christoph Zimmer

In the paper, a multi-objective evolutionary surrogate-assisted approach for the fast and effective generative design of coastal breakwaters is proposed. To approximate the computationally expensive objective functions, the deep…

Neural and Evolutionary Computing · Computer Science 2022-10-28 Nikita O. Starodubcev , Nikolay O. Nikitin , Anna V. Kalyuzhnaya

Coastal planners using probabilistic risk assessments to evaluate structural flood risk reduction projects may wish to simulate the hydrodynamics associated with large suites of tropical cyclones in large ensembles of landscapes: with and…

Applications · Statistics 2025-10-16 Mohammad Ahmadi Gharehtoragh , David R Johnson

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

With the digitalization of power grids, physical equations become insufficient to describe the network's behavior, and realistic but time-consuming simulators must be used. Numerical experiments, such as safety validation, that involve…

Machine Learning · Computer Science 2025-05-01 Pierre Houdouin , Lucas Saludjian

In chemical process engineering, surrogate models of complex systems are often necessary for tasks of domain exploration, sensitivity analysis of the design parameters, and optimization. A suite of computational fluid dynamics (CFD)…

Computational Engineering, Finance, and Science · Computer Science 2020-09-09 Gabriel F. N. Gonçalves , Assen Batchvarov , Yuyi Liu , Yuxin Liu , Lachlan Mason , Indranil Pan , Omar K. Matar