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This work focuses on the design of experiments of multi-fidelity computer experiments. We consider the autoregressive Gaussian process model proposed by Kennedy and O'Hagan (2000) and the optimal nested design that maximizes the prediction…

Methodology · Statistics 2024-06-03 Gecheng Chen , Rui Tuo

Generating synthetic financial time series data that accurately reflects real-world market dynamics holds tremendous potential for various applications, including portfolio optimization, risk management, and large scale machine learning. We…

Mathematical Finance · Quantitative Finance 2025-11-05 Chung I Lu , Julian Sester

This study introduces an uncertainty-aware, mesh-free numerical method for solving Kolmogorov PDEs. In the proposed method, we use Gaussian process regression (GPR) to smoothly interpolate pointwise solutions that are obtained by Monte…

Numerical Analysis · Mathematics 2024-05-10 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

Recent generative models have significantly advanced speech restoration tasks, yet their training objectives often misalign with human perceptual preferences, resulting in suboptimal quality. While post-training alignment has proven…

Sound · Computer Science 2025-11-18 Junan Zhang , Xueyao Zhang , Jing Yang , Yuancheng Wang , Fan Fan , Zhizheng Wu

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

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

Machine Learning · Statistics 2026-03-31 Vignesh Sella , Julie Pham , Karen Willcox , Anirban Chaudhuri

Gaussian process classification (GPC) provides a flexible and powerful statistical framework describing joint distributions over function space. Conventional GPCs however suffer from (i) poor scalability for big data due to the full kernel…

Machine Learning · Statistics 2019-09-17 Haitao Liu , Yew-Soon Ong , Ziwei Yu , Jianfei Cai , Xiaobo Shen

Multimodal instruction tuning is often compute-inefficient because training budgets are spread across large mixed image-video pools whose utility is highly uneven. We present Goal-Driven Data Optimization (GDO), a framework that computes…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Rujie Wu , Haozhe Zhao , Hai Ci , Yizhou Wang

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet

This paper deals with surrogate modelling of a computer code output in a hierarchical multi-fidelity context, i.e., when the output can be evaluated at different levels of accuracy and computational cost. Using observations of the output at…

Statistics Theory · Mathematics 2023-12-06 Baptiste Kerleguer , Claire Cannamela , Josselin Garnier

In this paper, a modification to the training process of the popular SPLICE algorithm has been proposed for noise robust speech recognition. The modification is based on feature correlations, and enables this stereo-based algorithm to…

Machine Learning · Computer Science 2014-02-12 D. S. Pavan Kumar , N. Vishnu Prasad , Vikas Joshi , S. Umesh

The rise of highly convincing synthetic speech poses a growing threat to audio communications. Although existing Audio Deepfake Detection (ADD) methods have demonstrated good performance under clean conditions, their effectiveness drops…

Audio and Speech Processing · Electrical Eng. & Systems 2025-08-05 Haohan Shi , Xiyu Shi , Safak Dogan , Tianjin Huang , Yunxiao Zhang

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

We propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential…

Machine Learning · Computer Science 2021-06-02 Xuhui Meng , Hessam Babaee , George Em Karniadakis

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…

Machine Learning · Computer Science 2024-03-21 Faran Irshad , Stefan Karsch , Andreas Döpp

In this work, we develop a multi-fidelity Bayesian experimental design framework to efficiently quantify the extreme-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. The…

Fluid Dynamics · Physics 2022-01-04 Xianliang Gong , Yulin Pan

In biomanufacturing, developing an accurate model to simulate the complex dynamics of bioprocesses is an important yet challenging task. This is partially due to the uncertainty associated with bioprocesses, high data acquisition cost, and…

Machine Learning · Computer Science 2022-11-29 Yuan Sun , Winton Nathan-Roberts , Tien Dung Pham , Ellen Otte , Uwe Aickelin