English
Related papers

Related papers: Non-intrusive surrogate modelling using sparse ran…

200 papers

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection.…

Methodology · Statistics 2024-03-11 Ryan Thompson , Farshid Vahid

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

A probabilistic performance-oriented control design optimization approach is introduced for flight systems. Aiming at estimating rare-event probabilities accurately and efficiently, subset simulation is combined with surrogate modeling…

Systems and Control · Electrical Eng. & Systems 2021-04-20 Dalong Shi , Florian Holzapfel

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…

Machine Learning · Computer Science 2019-03-27 Magda Gregorova

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of non-linear system identification…

Numerical Analysis · Mathematics 2024-09-21 Benjamin Russo , M. Paul Laiu

When evaluating the effectiveness of a treatment, policy, or intervention, the desired measure of effectiveness may be expensive to collect, not routinely available, or may take a long time to occur. In these cases, it is sometimes possible…

Methodology · Statistics 2022-11-10 Denis Agniel , Layla Parast , Boris Hejblum

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…

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Machine Learning · Statistics 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

Machine learning surrogate emulators are needed in engineering design and optimization tasks to rapidly emulate computationally expensive physics-based models. In micromechanics problems the local full-field response variables are desired…

Computational Engineering, Finance, and Science · Computer Science 2024-05-17 Patxi Fernandez-Zelaia , Jason Mayeur , Jiahao Cheng , Yousub Lee , Kevin Knipe , Kai Kadau

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…

Methodology · Statistics 2019-05-07 Milana Gataric , Tengyao Wang , Richard J. Samworth

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

Complex black-box predictive models may have high accuracy, but opacity causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, interpretable models require more work related to feature…

Machine Learning · Computer Science 2019-03-01 Alicja Gosiewska , Aleksandra Gacek , Piotr Lubon , Przemyslaw Biecek

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