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Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…
Model-based process simulation can be used to derive designs and operating conditions of chemical processes that optimally balance multiple objectives, such as quality, costs, or environmental impacts. This work focuses on identifying…
Calibration is a highly challenging task, in particular in multiple yield curve markets. This paper is a first attempt to study the chances and challenges of the application of machine learning techniques for this. We employ Gaussian…
Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…
We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…
Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…
Accelerated discovery in materials science demands autonomous systems capable of dynamically formulating and solving design problems. In this work, we introduce a novel framework that leverages Bayesian optimization over a problem…
Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…
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…
Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…
Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…
Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…
The fitting of physical models is often done only using a single target observable. However, when multiple targets are considered, the fitting procedure becomes cumbersome, there being no easy way to quantify the robustness of the model for…
The Linac Coherent Light Source changes configurations multiple times per day, necessitating fast tuning strategies to reduce setup time for successive experiments. To this end, we employ a Bayesian approach to transport optics tuning to…
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…
Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…
Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…
Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources…
Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…