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The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

In an increasing number of applications designers have access to multiple computer models which typically have different levels of fidelity and cost. Traditionally, designers calibrate these models one at a time against some high-fidelity…

Machine Learning · Computer Science 2025-06-02 Jonathan Tammer Eweis-Labolle , Tyler Johnson , Xiangyu Sun , Ramin Bostanabad

We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio calculations. A particular attention is devoted to uncertainty evaluation for scaling factors, and to their…

Data Analysis, Statistics and Probability · Physics 2009-01-12 Pascal Pernot

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

We consider the problem of calibration and uncertainty analysis for activity-based transportation simulators. Activity-Based Models (ABMs) rely on statistical modeling of individual travelers' behavior to predict higher-order travel…

Applications · Statistics 2022-09-07 Laura Schultz , Joshua Auld , Vadim Sokolov

Accelerator physics relies on numerical algorithms to solve optimization problems in online accelerator control and tasks such as experimental design and model calibration in simulations. The effectiveness of optimization algorithms in…

Motivated by a computer model calibration problem from the oil and gas industry, involving the design of a honeycomb seal, we develop a new Bayesian methodology to cope with limitations in the canonical apparatus stemming from several…

Methodology · Statistics 2019-07-19 Jiangeng Huang , Robert B. Gramacy , Mickael Binois , Mirko Libraschi

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

Walking controllers often require parametrization which must be tuned according to some cost function. To estimate these parameters, simulations can be performed which are cheap but do not fully represent reality. Real-robot experiments, on…

Robotics · Computer Science 2018-09-17 Diego Rodriguez , André Brandenburger , Sven Behnke

Reinforcement learning provides a framework for learning to control which actions to take towards completing a task through trial-and-error. In many applications observing interactions is costly, necessitating sample-efficient learning. In…

Machine Learning · Statistics 2020-11-04 Charles Gadd , Markus Heinonen , Harri Lähdesmäki , Samuel Kaski

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

A computer simulation has to be fast to be helpful, if it is employed to study the behavior of a multicomponent dynamic system. This paper discusses modeling concepts and algorithmic techniques useful for creating such fast simulations.…

Data Structures and Algorithms · Computer Science 2007-05-23 Boris D. Lubachevsky

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite