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Sequential design of real and computer experiments via Gaussian Process (GP) models has proven useful for parsimonious, goal-oriented data acquisition purposes. In this work, we focus on acquisition strategies for a GP model that needs to…

Machine Learning · Statistics 2025-12-16 Lea Friedli , Athénaïs Gautier , Anna Broccard , David Ginsbourger

Gaussian processes are notorious for scaling cubically with the size of the training set, preventing application to very large regression problems. Computation-aware Gaussian processes (CAGPs) tackle this scaling issue by exploiting…

Machine Learning · Statistics 2025-03-24 Disha Hegde , Mohamed Adil , Jon Cockayne

We consider performing simulation experiments in the presence of covariates. Here, covariates refer to some input information other than system designs to the simulation model that can also affect the system performance. To make decisions,…

Methodology · Statistics 2022-11-28 Cheng Li , Siyang Gao , Jianzhong Du

This work builds upon previous efforts in online incremental learning, namely the Incremental Gaussian Mixture Network (IGMN). The IGMN is capable of learning from data streams in a single-pass by improving its model after analyzing each…

Machine Learning · Computer Science 2017-02-08 Rafael Pinto , Paulo Engel

This work focuses on the design of experiments of multi-fidelity computer experiments. We consider the autoregressive Gaussian process model proposed by Kennedy and O'Hagan (2000) and the optimal nested design that maximizes the prediction…

Methodology · Statistics 2024-06-03 Gecheng Chen , Rui Tuo

Quantum Phase Estimation (QPE), the quantum algorithm for estimating eigenvalues of a given Hermitian matrix and preparing its eigenvectors, is considered the most promising approach to finding the ground states and their energies of…

This article advocates the use of conformal prediction (CP) methods for Gaussian process (GP) interpolation to enhance the calibration of prediction intervals. We begin by illustrating that using a GP model with parameters selected by…

Machine Learning · Computer Science 2024-07-12 Aurélien Pion , Emmanuel Vazquez

Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…

Methodology · Statistics 2024-11-15 Özge Sürer

Calibration refers to the statistical estimation of unknown model parameters in computer experiments, such that computer experiments can match underlying physical systems. This work develops a new calibration method for imperfect computer…

Statistics Theory · Mathematics 2025-03-24 Qingwen Zhang , Wenjia Wang

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…

Machine Learning · Statistics 2026-02-11 Trinnhallen Brisley , Gordon Ross , Daniel Paulin

The GRadient Ascent Pulse Engineering (GRAPE) method is widely used for optimization in quantum control. GRAPE is gradient search method based on exact expressions for gradient of the control objective. It has been applied to coherently…

Quantum Physics · Physics 2023-07-18 Vadim Petruhanov , Alexander Pechen

We present a suite of "holographic" quantum algorithms for efficient ground-state preparation and dynamical evolution of correlated spin-systems, which require far-fewer qubits than the number of spins being simulated. The algorithms…

Scientists conduct large-scale simulations to compute derived quantities-of-interest (QoI) from primary data. Often, QoI are linked to specific features, regions, or time intervals, such that data can be adaptively reduced without…

Machine Learning · Computer Science 2024-05-03 Xiao Li , Qian Gong , Jaemoon Lee , Scott Klasky , Anand Rangarajan , Sanjay Ranka

Additive Gaussian Processes (GPs) are popular approaches for nonparametric feature selection. The common training method for these models is Bayesian Back-fitting. However, the convergence rate of Back-fitting in training additive GPs is…

Machine Learning · Statistics 2024-04-02 Lu Zou , Liang Ding

Gaussian Process (GP) models are widely used for Robotic Information Gathering (RIG) in exploring unknown environments due to their ability to model complex phenomena with non-parametric flexibility and accurately quantify prediction…

Robotics · Computer Science 2024-06-07 Weizhe Chen , Lantao Liu , Roni Khardon

A general-purpose computational homogenization framework is proposed for the nonlinear dynamic analysis of membranes exhibiting complex microscale and/or mesoscale heterogeneity characterized by in-plane periodicity that cannot be…

Computational Engineering, Finance, and Science · Computer Science 2021-01-28 Philip Avery , Daniel Z. Huang , Wanli He , Johanna Ehlers , Armen Derkevorkian , Charbel Farhat

We develop randomized quantum algorithms to simulate quantum collision models, also known as repeated interaction schemes, which provide a rich framework to model various open-system dynamics. The underlying technique involves composing…

Quantum Physics · Physics 2025-08-20 Kushagra Garg , Zeeshan Ahmed , Subhadip Mitra , Shantanav Chakraborty

The efficiency of Bayesian optimization (BO) relies heavily on the choice of the Gaussian process (GP) kernel, which plays a central role in balancing exploration and exploitation under limited evaluation budgets. Traditional BO methods…

Machine Learning · Computer Science 2025-09-24 Richard Cornelius Suwandi , Feng Yin , Juntao Wang , Renjie Li , Tsung-Hui Chang , Sergios Theodoridis

We present a hybrid asymptotic/numerical method for the accurate computation of single and double layer heat potentials in two dimensions. It has been shown in previous work that simple quadrature schemes suffer from a phenomenon called…

Numerical Analysis · Mathematics 2018-03-22 Jun Wang , Leslie Greengard

We develop and implement a method for modeling decoherence processes on an N-dimensional quantum system that requires only an $N^2$-dimensional quantum environment and random classical fields. This model offers the advantage that it may be…

Quantum Physics · Physics 2009-11-10 G. Teklemariam , E. M. Fortunato , C. C. Lopez , J. Emerson , J. P. Paz , T. F. Havel , D. G. Cory
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