Related papers: Constructing a simulation surrogate with partially…

The computational burden of running a complex computer model can make optimization impractical. Gaussian Processes (GPs) are statistical surrogates (also known as emulators) that alleviate this issue since they cheaply replace the computer…

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is…

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

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…

The computational resources required to solve the full 3D inversion of time-domain electromagnetic data are immense. To overcome the time-consuming 3D simulations, we construct a surrogate model, more precisely, a data-driven statistical…

The paper addresses Bayesian inferences in inverse problems with uncertainty quantification involving a computationally expensive forward map associated with solving a partial differential equations. To mitigate the computational cost, the…

The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gaussian process under the squared exponential kernel to a…

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

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…

Variational quantum algorithms are a class of techniques intended to be used on near-term quantum computers. The goal of these algorithms is to perform large quantum computations by breaking the problem down into a large number of shallow…

A Gaussian process has been one of the important approaches for emulating computer simulations. However, the stationarity assumption for a Gaussian process and the intractability for large-scale dataset limit its availability in practice.…

The computational cost for high energy physics detector simulation in future experimental facilities is going to exceed the current available resources. To overcome this challenge, new ideas on surrogate models using machine learning…

Surrogate endpoints are used in place of long-term outcomes in randomized experiments when observing the real outcome for a large enough cohort is prohibitively expensive or impractical. A short-term surrogate is good if the result of an…

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…

Estimation of patient-specific model parameters is important for personalized modeling, although sparse and noisy clinical data can introduce significant uncertainty in the estimated parameter values. This importance source of uncertainty,…

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,…

Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the…