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We consider adapting a canonical computer model calibration apparatus, involving coupled Gaussian process (GP) emulators, to a computer experiment simulating radiative shock hydrodynamics that is orders of magnitude larger than what can…

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

Deep Gaussian processes (DGPs) provide a rich class of models that can better represent functions with varying regimes or sharp changes, compared to conventional GPs. In this work, we propose a novel inference method for DGPs for computer…

Machine Learning · Statistics 2022-08-18 Deyu Ming , Daniel Williamson , Serge Guillas

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

Careful design of semiconductor manufacturing equipment is crucial for ensuring the performance, yield, and reliability of semiconductor devices. Despite this, numerical optimization methods are seldom applied to optimize the design of such…

Computational Engineering, Finance, and Science · Computer Science 2024-11-14 Bingran Wang , Min Sung Kim , Taewoong Yoon , Dasom Lee , Byeong-Sang Kim , Dougyong Sung , John T. Hwang

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Machine Learning · Statistics 2024-02-27 Viv Bone , Chris van der Heide , Kieran Mackle , Ingo H. J. Jahn , Peter M. Dower , Chris Manzie

Computer experiments with both quantitative and qualitative (QQ) inputs are commonly used in science and engineering applications. Constructing desirable emulators for such computer experiments remains a challenging problem. In this…

Methodology · Statistics 2022-03-22 Qian Xiao , Abhyuday Mandal , C. Devon Lin , Xinwei Deng

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

The scientific understanding of real-world processes has dramatically improved over the years through computer simulations. Such simulators represent complex mathematical models that are implemented as computer codes which are often…

Computation · Statistics 2020-04-20 Alfredo Garbuno-Inigo , F. Alejandro DiazDelaO , Konstantin M. Zuev

Low precision arithmetic, in particular half precision floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings…

Numerical Analysis · Mathematics 2021-11-16 Eda Oktay , Erin Carson

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

Finite element model updating utilizing frequency response functions as inputs is an important procedure in structural analysis, design and control. This paper presents a highly efficient framework that is built upon Gaussian process…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Kai Zhou , Jiong Tang

Studying the impact of systematic effects, optimizing survey strategies, assessing tensions between different probes and exploring synergies of different data sets require a large number of simulated likelihood analyses, each of which cost…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-07 Supranta S. Boruah , Tim Eifler , Vivian Miranda , Sai Krishanth P. M

Gradient descent (GD) methods are commonly employed in machine learning problems to optimize the parameters of the model in an iterative fashion. For problems with massive datasets, computations are distributed to many parallel computing…

Information Theory · Computer Science 2019-03-06 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

Dynamic simulators are computational models governed by differential equations that evolve over time. They are essential for scientific and engineering applications but remain challenging to emulate because of the unpredictable behavior of…

Computation · Statistics 2025-08-12 Junoh Heo

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

As the need for computational power and efficiency rises, parallel systems become increasingly popular among various scientific fields. While multiple core-based architectures have been the center of attention for many years, the rapid…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-11 E. I. Ioannidis , N. Cheimarios , A. N. Spyropoulos , A. G. Boudouvis

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data. Supervised machine learning methods have demonstrated promise in learning efficient surrogate models that can (partially)…

Machine Learning · Statistics 2026-03-24 Atticus Rex , Elizabeth Qian , David Peterson