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Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Computer simulations are becoming an essential tool in many scientific fields from molecular dynamics to aeronautics. In glaciology, future predictions of sea level change require input from ice sheet models. Due to uncertainties in the…

Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective…

Decision making often uses complex computer codes run at the exa-scale (10e18 flops). Such computer codes or models are often run in a hierarchy of different levels of fidelity ranging from the basic to the very sophisticated. The top…

Methodology · Statistics 2025-02-25 Louise Kimpton , James Salter , Xiaoyu Xiong , Peter Challenor

We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments. Adaptive batching is a natural extension of sequential design heuristics with the benefit of replication growing as response features are…

Machine Learning · Statistics 2021-07-14 Xiong Lyu , Mike Ludkovski

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

Accurate and efficient simulation-based emulators are essential for interpreting cosmological survey data down to nonlinear scales. Multifidelity emulation techniques reduce simulation costs by combining high- and low-fidelity data, but…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-12 Yanhui Yang , Simeon Bird , Ming-Feng Ho , Mahdi Qezlou

The increase in complexity of autonomous systems is accompanied by a need of data-driven development and validation strategies. Advances in computer graphics and cloud clusters have opened the way to massive parallel high fidelity…

Machine Learning · Computer Science 2023-01-05 Osama Maqbool , Jürgen Roßmann

This study explores the use of INT8-based emulation for accelerating traditional FP64-based HPC workloads on modern GPU architectures. Through SCILIB-Accel automatic BLAS offload tool for cache-coherent Unified Memory Architecture, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 Hang Liu , Junjie Li , Yinzhi Wang , Niraj K. Nepal , Yang Wang

We develop a simulation-based method for the online updating of Gaussian process regression and classification models. Our method exploits sequential Monte Carlo to produce a fast sequential design algorithm for these models relative to the…

Computation · Statistics 2010-07-07 Robert B. Gramacy , Nicholas G. Polson

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

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as…

Computation · Statistics 2017-07-27 Rémi Stroh , Séverine Demeyer , Nicolas Fischer , Julien Bect , Emmanuel Vazquez

All simulation approaches eventually face limits in computational scalability when applied to large spatiotemporal domains. This challenge becomes especially apparent in molecular-level particle simulations, where high spatial and temporal…

Computational Physics · Physics 2025-10-23 Matthias Busch , Gregor Häfner , Jiayu Xie , Marius Tacke , Marcus Müller , Christian J. Cyron , Roland C. Aydin

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Estimating the probability of failure for complex real-world systems using high-fidelity computational models is often prohibitively expensive, especially when the probability is small. Exploiting low-fidelity models can make this process…