Related papers: Batch-sequential design and heteroskedastic surrog…
A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…
We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…
Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationships between simulator inputs and a single output summary…
Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation…
Nearly 900 million people live in low-lying coastal zones around the world and bear the brunt of impacts from more frequent and severe hurricanes and storm surges. Oceanographers simulate ocean current circulation along the coasts to…
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…
Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…
We propose and demonstrate a new approach for fast and accurate surrogate modelling of urban drainage system hydraulics based on physics-guided machine learning. The surrogates are trained against a limited set of simulation results from a…
The computational resources required to solve the full 3D inversion of time-domain electromagnetic data are immense. To overcome the time-consuming 3D simulations, we construct a surrogate model, more precisely, a data-driven statistical…
Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…
Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the…
The Worldwide LHC Computing Grid (WLCG) provides the robust computing infrastructure essential for the LHC experiments by integrating global computing resources into a cohesive entity. Simulations of different compute models present a…
Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…
The quantification of uncertainty on fluid flow in porous media is often hampered by multi-scale heterogeneity and insufficient site characterization. Monte-Carlo simulation (MCS), which runs numerical simulations for a large number of…
During the design process of an autonomous underwater vehicle (AUV), the pressure vessel has a critical role. The pressure vessel contains dry electronics, power sources, and other sensors that can not be flooded. A traditional design…
Mechanistic, multicellular, agent-based models are commonly used to investigate tissue, organ, and organism-scale biology at single-cell resolution. The Cellular-Potts Model (CPM) is a powerful and popular framework for developing and…
We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…
Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…
Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…
We propose VDL-Surrogate, a view-dependent neural-network-latent-based surrogate model for parameter space exploration of ensemble simulations that allows high-resolution visualizations and user-specified visual mappings. Surrogate-enabled…