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We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…

Statistics Theory · Mathematics 2011-12-26 Rina Foygel , Mathias Drton

In several applications, input samples are more naturally represented in terms of similarities between each other, rather than in terms of feature vectors. In these settings, machine-learning algorithms can become very computationally…

Computer Vision and Pattern Recognition · Computer Science 2017-12-19 Ambra Demontis , Marco Melis , Battista Biggio , Giorgio Fumera , Fabio Roli

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose…

Machine Learning · Computer Science 2023-07-20 Aaron Ferber , Taoan Huang , Daochen Zha , Martin Schubert , Benoit Steiner , Bistra Dilkina , Yuandong Tian

In order to optimally design materials, it is crucial to understand the structure-property relations in the material by analyzing the effect of microstructure parameters on the macroscopic properties. In computational homogenization, the…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Theron Guo , Ondřej Rokoš , Karen Veroy

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

This work presents a non-intrusive surrogate modeling scheme based on machine learning technology for predictive modeling of complex systems, described by parametrized time-dependent PDEs. For these problems, typical finite element…

Numerical Analysis · Mathematics 2021-04-26 Stefanos Nikolopoulos , Ioannis Kalogeris , Vissarion Papadopoulos

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

By remarkably reducing real fitness evaluations, surrogate-assisted evolutionary algorithms (SAEAs), especially hierarchical SAEAs, have been shown to be effective in solving computationally expensive optimization problems. The success of…

Neural and Evolutionary Computing · Computer Science 2021-03-02 Xiaodong Ren , Daofu Guo , Zhigang Ren , Yongsheng Liang , An Chen

Machine learning classification techniques have been used widely to recognize the feasible design domain and discover hidden patterns in engineering design. An accurate classification model needs a large dataset; however, generating a large…

Data Analysis, Statistics and Probability · Physics 2021-07-13 Xianping Du , Kai Zhang , Onur Bilgen , Laurent Burlion , Hongyi Xu

This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…

Methodology · Statistics 2019-03-26 Jianqing Fan , Bai Jiang , Qiang Sun

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

Computational Physics · Physics 2021-02-22 Govinda Anantha Padmanabha , Nicholas Zabaras

A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…

Numerical Analysis · Mathematics 2021-04-29 Monica Pragliola , Daniela Calvetti , Erkki Somersalo

The repeated solution of large-scale optimization problems arises frequently in process systems engineering tasks. Decomposition-based solution methods have been widely used to reduce the corresponding computational time, yet their…

Optimization and Control · Mathematics 2023-10-12 Ilias Mitrai , Prodromos Daoutidis

Recently, neural surrogate models have emerged as a compelling alternative to traditional simulation workflows. This is accomplished by modeling the underlying function of scientific simulations, removing the need to run expensive…

Machine Learning · Computer Science 2025-08-19 Xiaohan Wang , Zhimin Li , Joshua A. Levine , Matthew Berger

This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…

Computational Physics · Physics 2022-03-24 Chi Hoang , Kenny Chowdhary , Kookjin Lee , Jaideep Ray

We propose a surrogate function for efficient yet principled use of score-based priors in Bayesian imaging. We consider ill-posed inverse imaging problems in which one aims for a clean image posterior given incomplete or noisy measurements.…

Computer Vision and Pattern Recognition · Computer Science 2024-08-29 Berthy T. Feng , Katherine L. Bouman

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

Machine learning models of accelerator systems (`surrogate models') are able to provide fast, accurate predictions of accelerator physics phenomena. However, approaches to date typically do not include measured input diagnostics, such as…

Accelerator Physics · Physics 2021-04-06 Lipi Gupta , Auralee Edelen , Nicole Neveu , Aashwin Mishra , Christopher Mayes , Young-Kee Kim