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Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…

Machine Learning · Statistics 2021-11-08 Tristan Fauvel , Matthew Chalk

Functional verification constitutes one of the most challenging tasks in the development of modern hardware systems, and simulation-based verification techniques dominate the functional verification landscape. A dominant paradigm in…

Logic in Computer Science · Computer Science 2013-04-08 Supratik Chakraborty , Kuldeep S. Meel , Moshe Y. Vardi

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

Statistics Theory · Mathematics 2020-11-17 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser , Yuming Zhang

This paper presents the overall design of a multi-agent framework for tuning the performance of an application executing in a distributed environment. The multi-agent framework provides services like resource brokering, analyzing…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-05-13 Sarbani Roy , Saikat Halder , Nandini Mukherjee

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

We present the results of a comprehensive study of optimization algorithms for the calibration of quantum devices. As part of our ongoing efforts to automate bring-up, tune-up, and system identification procedures, we investigate a broad…

Quantum Physics · Physics 2026-04-14 Kevin Pack , Shai Machnes , Frank K. Wilhelm

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…

Quantitative Methods · Quantitative Biology 2010-01-20 Tina Toni , Michael P. H. Stumpf

Multi-agent geographical models integrate very large numbers of spatial interactions. In order to validate those models large amount of computing is necessary for their simulation and calibration. Here a new data processing chain including…

Computers and Society · Computer Science 2015-02-25 Clara Schmitt , Sébastien Rey-Coyrehourcq , Romain Reuillon , Denise Pumain

It is essential to find new ways of enabling experts in different disciplines to collaborate more efficient in the development of ever more complex systems, under increasing market pressures. One possible solution for this challenge is to…

Systems and Control · Computer Science 2017-02-03 Cláudio Gomes , Casper Thule , David Broman , Peter Gorm Larsen , Hans Vangheluwe

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…

Machine Learning · Computer Science 2025-10-30 Mahmoud Hegazy , Michael I. Jordan , Aymeric Dieuleveut

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

To check the accuracy of Bayesian computations, it is common to use rank-based simulation-based calibration (SBC). However, SBC has drawbacks: The test statistic is somewhat ad-hoc, interactions are difficult to examine, multiple testing is…

Machine Learning · Statistics 2023-10-31 Yuling Yao , Justin Domke

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

Agreeing suitability for purpose and procurement decisions depend on assessment of real or simulated performances of sonar systems against user requirements for particular scenarios. There may be multiple pertinent aspects of performance…

Statistics Theory · Mathematics 2010-11-10 C. M. Reed , A. J. Fenwick
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