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High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Surrogate models are data-based approximations of computationally expensive simulations that enable efficient exploration of the model's design space and informed decision-making in many physical domains. The usage of surrogate models in…

Sound · Computer Science 2022-12-14 Barbara Cunha , Abdel-Malek Zine , Mohamed Ichchou , Christophe Droz , Stéphane Foulard

Accurate machine-learning models for aerodynamic prediction are essential for accelerating shape optimization, yet remain challenging to develop for complex three-dimensional configurations due to the high cost of generating training data.…

Machine Learning · Computer Science 2026-04-21 Yunjia Yang , Babak Gholami , Caglar Gurbuz , Mohammad Rashed , Nils Thuerey

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

A data-driven framework for spatial-temporal prediction is proposed for reducing the computational cost of industrial thermal striping applications. The framework aims to efficiently identify the flow features and utilize them in…

Fluid Dynamics · Physics 2023-06-01 Yu-Jou Wang , Emilio Baglietto , Koroush Shirvan

Surrogate modeling and uncertainty quantification tasks for PDE systems are most often considered as supervised learning problems where input and output data pairs are used for training. The construction of such emulators is by definition a…

Computational Physics · Physics 2019-06-26 Yinhao Zhu , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis , Paris Perdikaris

This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

Parametric reduced-order modelling often serves as a surrogate method for hemodynamics simulations to improve the computational efficiency in many-query scenarios or to perform real-time simulations. However, the snapshots of the method…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Dongwei Ye , Valeria Krzhizhanovskaya , Alfons G. Hoekstra

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine Learning · Computer Science 2024-01-05 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Evan J. Pineda , Brett A. Bednarcyk , Scott E. Stapleton

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

Machine Learning · Statistics 2024-11-11 Dimitris G. Giovanis , Dimitrios Loukrezis , Ioannis G. Kevrekidis , Michael D. Shields

High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that can be exploited to reduce computing time along with…

Methodology · Statistics 2020-03-13 Michael Schweinberger , Sergii Babkin , Katherine Ensor

Models of physics beyond the Standard Model often contain a large number of parameters. These form a high-dimensional space that is computationally intractable to fully explore. Experimental constraints project onto a subspace of viable…

High Energy Physics - Theory · Physics 2022-01-05 Jacob Hollingsworth , Michael Ratz , Philip Tanedo , Daniel Whiteson

(Rephrased) Non-conformance decision-making processes in high-precision manufacturing of engineering structures are often delayed due to numerical simulations that are needed for analyzing the defective parts and assemblies. Interfaces…

Numerical Analysis · Mathematics 2024-05-31 Kiran Sagar Kollepara

Complex engineering models are typically computationally demanding and defined by a high-dimensional parameter space challenging the comprehensive exploration of parameter effects and design optimization. To overcome this curse of…

Applications · Statistics 2024-03-01 Corey Arndt , Cody Crusenberry , Bozhi Heng , Rochelle Butler , Stephanie TerMaath

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

A surrogate-based topology optimisation algorithm for linear elastic structures under parametric loads and boundary conditions is proposed. Instead of learning the parametric solution of the state (and adjoint) problems or the optimisation…

Numerical Analysis · Mathematics 2025-11-04 Matteo Giacomini , Antonio Huerta

Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…

Numerical Analysis · Mathematics 2024-09-30 Cecilia Pagliantini , Federico Vismara

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…

Machine Learning · Statistics 2021-05-06 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert
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