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Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

State engineering of quantum objects is a central requirement in most implementations. In the cases where the quantum dynamics can be described by analytical solutions or simple approximation models, optimal state preparation protocols have…

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…

Portfolio Management · Quantitative Finance 2019-03-13 Joan Gonzalvez , Edmond Lezmi , Thierry Roncalli , Jiali Xu

Using quantum systems as sensors or probes has been shown to greatly improve the precision of parameter estimation by exploiting unique quantum features such as entanglement. A major task in quantum sensing is to design the optimal…

Quantum Physics · Physics 2024-06-24 Jessica Bavaresco , Patryk Lipka-Bartosik , Pavel Sekatski , Mohammad Mehboudi

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Statistics Theory · Mathematics 2021-10-01 Wenjia Wang

In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in…

Machine Learning · Statistics 2023-03-28 Ryan-Rhys Griffiths

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

Applications · Statistics 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

Sensor-based sorting systems enable the physical separation of a material stream into two fractions. The sorting decision is based on the image data evaluation of the sensors used and is carried out using actuators. Various process…

Machine Learning · Computer Science 2025-10-24 Felix Kronenwett , Georg Maier , Thomas Längle

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

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

There is a growing trend in molecular and synthetic biology of using mechanistic (non machine learning) models to design biomolecular networks. Once designed, these networks need to be validated by experimental results to ensure the…

Quantitative Methods · Quantitative Biology 2020-11-26 Ruby Sedgwick , John Goertz , Molly Stevens , Ruth Misener , Mark van der Wilk

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Marius Kuhn , Evelyn Heylen , Willem Leterme

High precision measurements are essential to solve major scientific and technological challenges, from gravitational wave detection to healthcare diagnostics. Quantum sensing delivers greater precision, but an in-depth optimisation of…

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

Machine Learning · Computer Science 2021-11-10 Ashish Anil Pawar , Ujwal Warbhe