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We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel…

Machine Learning · Computer Science 2015-03-04 Andrew Gordon Wilson , Hannes Nickisch

Computing an ensemble of random fields using conditional simulation is an ideal method for retrieving accurate estimates of a field conditioned on available data and for quantifying the uncertainty of these realizations. Methods for…

Methodology · Statistics 2021-11-11 Maggie D. Bailey , Soutir Bandyopadhyay , Douglas W. Nychka

Heliospheric plasmas require multi-scale and multi-physics considerations. On one hand, MHD codes are widely used for global simulations of the solar-terrestrial environments, but do not provide the most elaborate physical description of…

Computational Physics · Physics 2020-12-09 S. P. Moschou , I. V. Sokolov , O. Cohen , G. Toth , J. J. Drake , Z. Huang , C. Garraffo , J. D. Alvarado-Gómez , T. Gombosi

The key task of physical simulation is to solve partial differential equations (PDEs) on discretized domains, which is known to be costly. In particular, high-fidelity solutions are much more expensive than low-fidelity ones. To reduce the…

Machine Learning · Statistics 2020-06-11 Zheng Wang , Wei Xing , Robert Kirby , Shandian Zhe

Current methods for stochastic hyperparameter learning in Gaussian Processes (GPs) rely on approximations, such as computing biased stochastic gradients or using inducing points in stochastic variational inference. However, when using such…

Machine Learning · Computer Science 2025-08-29 Neta Shoham , Haim Avron

Many-mode interacting Bose gases (1D,2D,3D) are simulated from first principles. The model uses a second-quantized Hamiltonian with two-particle interactions (possibly ranged), external potential, and interactions with an environment, with…

Other Condensed Matter · Physics 2009-09-29 Piotr Deuar

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

The utility of near-term quantum computers and simulators is likely to rely upon software-hardware co-design, with error-aware algorithms and protocols optimized for the platforms they are run on. Here, we show how knowledge of noise in a…

Quantum Physics · Physics 2024-09-04 Kushal Seetharam , Dries Sels , Eugene Demler

Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation, inference, and uncertainty quantification. The…

Computation · Statistics 2026-01-23 Joaquin Cavieres , Sebastian Krumscheid

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Machine Learning · Statistics 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant

Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Kennedy and O'Hagan \cite{kennedy2001bayesian} suggested an approach to estimate them by using…

Methodology · Statistics 2015-08-31 Rui Tuo , C. F. Jeff Wu

Efficient hybrid DFT simulations of solid state materials would be extremely beneficial for computational chemistry and materials science, but is presently bottlenecked by difficulties in computing Hartree-Fock (HF) exchange with plane wave…

Chemical Physics · Physics 2024-10-30 Yuanheng Wang , Diptarka Hait , Pablo A. Unzueta , Juncheng Harry Zhang , Todd J. Martínez

Conventional methods of quantum simulation involve trade-offs that limit their applicability to specific contexts where their use is optimal. In particular, the interaction picture simulation has been found to provide substantial asymptotic…

Quantum Physics · Physics 2022-08-17 Abhishek Rajput , Alessandro Roggero , Nathan Wiebe

Simulation design is the choice of locations in parameter space at which simulations are to be run and is the first step in building an emulator capable of quickly providing estimates of simulation results for arbitrary locations in the…

Cosmology and Nongalactic Astrophysics · Physics 2015-03-13 Michael D. Schneider , Oskar Holm , Lloyd Knox

The utility of effective model spaces in quantum simulations of non-relativistic quantum many-body systems is explored in the context of the Lipkin-Meshkov-Glick model of interacting fermions. We introduce an iterative…

Quantum Physics · Physics 2023-08-25 Caroline E. P. Robin , Martin J. Savage

Quantum computing has advanced rapidly in recent years and has shown advantages in a variety of domains. In this paper, we investigate its potential for discrete simulation optimization in the fixed-confidence setting, a fundamental problem…

Quantum Physics · Physics 2026-04-30 Mingjie Hu , Jian-qiang Hu , Enlu Zhou

Convolved Gaussian Process (CGP) is able to capture the correlations not only between inputs and outputs but also among the outputs. This allows a superior performance of using CGP than standard Gaussian Process (GP) in the modelling of…

Neural and Evolutionary Computing · Computer Science 2017-09-14 Gang Cao , Edmund M-K Lai , Fakhrul Alam

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…

Optimization and Control · Mathematics 2018-07-02 Jonathan Jonker , Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster

Modeling and inferring spatial relationships and predicting missing values of environmental data are some of the main tasks of geospatial statisticians. These routine tasks are accomplished using multivariate geospatial models and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-06 Mary Lai O. Salvaña , Sameh Abdulah , Huang Huang , Hatem Ltaief , Ying Sun , Marc G. Genton , David E. Keyes