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Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Thanks to computing power increase, the certification and the conception of complex systems relies more and more on simulation. To this end, predictive codes are needed, which have generally to be evaluated in a huge number of input points.…

Methodology · Statistics 2017-12-06 Sophie Marque-Pucheu , Guillaume Perrin , Josselin Garnier

We investigate the merits of replication, and provide methods for optimal design (including replicates), with the goal of obtaining globally accurate emulation of noisy computer simulation experiments. We first show that replication can be…

Methodology · Statistics 2019-01-28 Mickael Binois , Jiangeng Huang , Robert B Gramacy , Mike Ludkovski

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Not being able to understand and predict the behavior of deep learning systems makes it hard to decide what architecture and algorithm to use for a given problem. In science and engineering, modeling is a methodology used to understand…

Machine Learning · Computer Science 2023-09-15 Michael Y. Li , Erin Grant , Thomas L. Griffiths

A systematic approach based on the principles of supervised learning and design of experiments concepts is introduced to build a surrogate model for estimating the optical properties of fractal aggregates. The surrogate model is built on…

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…

Statistics Theory · Mathematics 2025-04-29 Botond Szabo , Amine Hadji , Aad van der Vaart

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

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

Accelerator Physics · Physics 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

Layout designs are encountered in a variety of fields. For problems with many design degrees of freedom, efficiency of design methods becomes a major concern. In recent years, machine learning methods such as artificial neural networks have…

Machine Learning · Computer Science 2021-02-01 Chao Qian , Renkai Tan , Wenjing Ye

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

Methodology · Statistics 2023-07-19 Louise Kimpton , James Salter , Tim Dodwell , Hossein Mohammadi , Peter Challenor

Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…

Computation · Statistics 2026-05-20 Filippo Rambelli , Fabio Sigrist

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang , Weixuan Li

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak
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