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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

Inspired by multi-fidelity methods in computer simulations, this article introduces procedures to design surrogates for the input/output relationship of a high-fidelity code. These surrogates should be learned from runs of both the…

Numerical Analysis · Mathematics 2024-06-21 Simon Foucart , Nicolas Hengartner

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

Machine Learning · Computer Science 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide…

Numerical Analysis · Mathematics 2021-12-22 Mengwu Guo , Andrea Manzoni , Maurice Amendt , Paolo Conti , Jan S. Hesthaven

In this work, we propose a framework that combines the approximation-theory-based multifidelity method and Gaussian-process-regression-based multifidelity method to achieve data-model convergence when stochastic simulation models and sparse…

Machine Learning · Statistics 2018-12-10 Xiu Yang , Xueyu Zhu , Jing Li

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…

Challenges in multi-fidelity modeling relate to accuracy, uncertainty estimation and high-dimensionality. A novel additive structure is introduced in which the highest fidelity solution is written as a sum of the lowest fidelity solution…

Machine Learning · Computer Science 2021-04-09 Wei W. Xing , Akeel A. Shah , Peng Wang , Shandian Zhe Qian Fu , Robert. M. Kirby

The performance of machine learning surrogates is critically dependent on data quality and quantity. This presents a major challenge, as high-fidelity (HF) data is often scarce and computationally expensive to acquire, while low-fidelity…

Machine Learning · Computer Science 2026-02-03 Jice Zeng , David Barajas-Solano , Hui Chen

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

Methodology · Statistics 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

Machine Learning · Statistics 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Multi-fidelity Kriging model is a promising technique in surrogate-based design as it can balance the model accuracy and cost of sample preparation by fusing low- and high-fidelity data. However, the cost for building a multi-fidelity…

Machine Learning · Computer Science 2023-01-03 Youwei He , Jinliang Luo

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…

Machine Learning · Statistics 2025-12-22 Chloe H. Choi , Andrea Zanoni , Daniele E. Schiavazzi , Alison L. Marsden

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…

Methodology · Statistics 2011-05-10 V. Dubourg , F. Deheeger , B. Sudret

A systematic approach based on the principles of supervised learning and design of experiments concepts is introduced to build a surrogate model for estimating the optical properties of fractal aggregates. The surrogate model is built on…

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

Numerical Analysis · Mathematics 2019-02-20 Liang Yan , Tao Zhou