Related papers: Surrogate Model For Field Optimization Using Beta-…
A Theory-guided Auto-Encoder (TgAE) framework is proposed for surrogate construction and is further used for uncertainty quantification and inverse modeling tasks. The framework is built based on the Auto-Encoder (or Encoder-Decoder)…
Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…
Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…
Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally…
Density estimation, compression and data generation are crucial tasks in artificial intelligence. Variational Auto-Encoders (VAEs) constitute a single framework to achieve these goals. Here, we present a novel class of generative models,…
This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…
Accurate simulations of the oceans are crucial in understanding the Earth system. Despite their efficiency, simulations at lower resolutions must rely on various uncertain parameterizations to account for unresolved processes. However,…
Surrogate endpoints play an important role in drug development when they can be used to measure treatment effect early compared to the final clinical outcome and to predict clinical benefit or harm. Such endpoints are assessed for their…
Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…
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,…
Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…
Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…
Latent variable models like the Variational Auto-Encoder (VAE) are commonly used to learn representations of images. However, for downstream tasks like semantic classification, the representations learned by VAE are less competitive than…
We propose GNN-Surrogate, a graph neural network-based surrogate model to explore the parameter space of ocean climate simulations. Parameter space exploration is important for domain scientists to understand the influence of input…
Variational autoencoders (VAEs) are widely used deep generative models capable of learning unsupervised latent representations of data. Such representations are often difficult to interpret or control. We consider the problem of…
Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…
Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…
In this paper we study the efficacy of combining machine-learning methods with projection-based model reduction techniques for creating data-driven surrogate models of computationally expensive, high-fidelity physics models. Such surrogate…
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…
We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…