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Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

Recently, electromagnetic surrogate solvers, trained on solutions of Maxwell's equations under specific simulation conditions, enabled fast inference of computationally expensive simulations. However, conventional electromagnetic surrogate…

Machine Learning · Computer Science 2025-06-18 Joonhyuk Seo , Chanik Kang , Dongjin Seo , Haejun Chung

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

Modeling of brain tumor dynamics has the potential to advance therapeutic planning. Current modeling approaches resort to numerical solvers that simulate the tumor progression according to a given differential equation. Using…

Computational Engineering, Finance, and Science · Computer Science 2021-04-16 Ivan Ezhov , Tudor Mot , Suprosanna Shit , Jana Lipkova , Johannes C. Paetzold , Florian Kofler , Fernando Navarro , Chantal Pellegrini , Marcel Kollovieh , Marie Metz , Benedikt Wiestler , Bjoern Menze

Bayesian hyperparameter optimization relies heavily on Gaussian Process (GP) surrogates, due to robust distributional posteriors and strong performance on limited training samples. GPs however underperform in categorical hyperparameter…

Machine Learning · Computer Science 2025-09-23 Riccardo Doyle

We present a new approach for constructing a data-driven surrogate model and using it for Bayesian parameter estimation in partial differential equation (PDE) models. We first use parameter observations and Gaussian Process regression to…

Numerical Analysis · Mathematics 2020-07-15 Jing Li , Alexandre M Tartakovsky

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Full waveform inversion (FWI) can be expressed in a Bayesian framework, where the associated uncertainties are captured by the posterior probability distribution (PPD). In practice, solving Bayesian FWI with sampling-based methods such as…

Geophysics · Physics 2025-11-05 Shuhua Hu , Mrinal K Sen , Zeyu Zhao , Abdelrahman Elmeliegy , Shuo Zhang

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

Efficient real-time solvers for forward and inverse problems are essential in engineering and science applications. Machine learning surrogate models have emerged as promising alternatives to traditional methods, offering substantially…

Machine Learning · Computer Science 2026-05-04 Hai V. Nguyen , Tan Bui-Thanh , Clint Dawson

In engineering design, surrogate models are widely employed to replace computationally expensive simulations by leveraging design variables and geometric parameters from computer-aided design (CAD) models. However, these models often lose…

Machine Learning · Computer Science 2024-06-05 Jangseop Park , Namwoo Kang

Gravitational waveform templates are a key ingredient for the detection and characterization of gravitational waves emitted by compact binary mergers in the universe. These templates must be physically accurate and extensive, but also…

General Relativity and Quantum Cosmology · Physics 2026-04-17 Christopher Whittall , Geraint Pratten

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

Background: Scatterometry is a fast, indirect and non-destructive optical method for quality control in the production of lithography masks. To solve the inverse problem in compliance with the upcoming need for improved accuracy, a…

Data Analysis, Statistics and Probability · Physics 2020-05-12 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins