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The paper covers the design and analysis of experiments to discriminate between two Gaussian process models, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered.…

Methodology · Statistics 2022-11-22 Elham Yousefi , Luc Pronzato , Markus Hainy , Werner G. Müller , Henry P. Wynn

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

In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in…

Machine Learning · Statistics 2023-03-28 Ryan-Rhys Griffiths

This paper examines experimental design procedures used to develop surrogates of computational models, exploring the interplay between experimental designs and approximation algorithms. We focus on two widely used approximation approaches,…

Numerical Analysis · Computer Science 2016-05-02 Alex A. Gorodetsky , Youssef M. Marzouk

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Dynamic paired comparison models, such as Elo and Glicko, are frequently used for sports prediction and ranking players or teams. We present an alternative dynamic paired comparison model which uses a Gaussian Process (GP) as a prior for…

Applications · Statistics 2019-02-21 Martin Ingram

The fusion of experimental automation and machine learning has catalyzed a new era in materials research, prominently featuring Gaussian Process Bayesian Optimization (GPBO) driven autonomous experiments navigating complex experimental…

Materials Science · Physics 2024-05-28 Sumner B. Harris , Rama Vasudevan , Yongtao Liu

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…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

Parametric partial differential equations (PDEs) serve as fundamental mathematical tools for modeling complex physical phenomena, yet repeated high-fidelity numerical simulations across parameter spaces remain computationally prohibitive.…

Machine Learning · Statistics 2026-04-08 Pucheng Tang , Hongqiao Wang , Wenzhou Lin , Qian Chen , Heng Yong

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

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

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Physical systems can often be described via a continuous-time dynamical system. In practice, the true system is often unknown and has to be learned from measurement data. Since data is typically collected in discrete time, e.g. by sensors,…

Machine Learning · Computer Science 2024-01-31 Katharina Ensinger , Nicholas Tagliapietra , Sebastian Ziesche , Sebastian Trimpe

The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Thomas Beckers , Sandra Hirche

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak