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Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Bayesian models of behavior have provided computational level explanations in a range of psychophysical tasks. One fundamental experimental paradigm is the production or reproduction task, in which subjects are instructed to generate an…

Machine Learning · Computer Science 2022-01-03 Nils Neupärtl , Constantin A. Rothkopf

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Active learning in computer experiments aims at allocating resources in an intelligent manner based on the already observed data to satisfy certain objectives such as emulating or optimizing a computationally expensive function. There are…

Methodology · Statistics 2025-01-24 Difan Song , V. Roshan Joseph

Determination of cosmological parameters is a major goal in cosmology at present. The availability of improved data sets necessitates the development of novel statistical tools to interpret the inference from a cosmological model. In this…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-04 Ranbir Sharma , H K Jassal

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…

Quantum Physics · Physics 2025-04-23 Lewis A. Clark , Jan Kolodynski

The simulation cost for cosmological simulation-based inference can be decreased by combining simulation sets of varying fidelity. We propose an approach to such multi-fidelity inference based on feature matching and knowledge distillation.…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-02 Leander Thiele , Adrian E. Bayer , Naoya Takeishi

We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control…

Computer models are now widely used across a range of scientific disciplines to describe various complex physical systems, however to perform full uncertainty quantification we often need to employ emulators. An emulator is a fast…

Methodology · Statistics 2019-05-06 Ian Vernon , Samuel E. Jackson , Jonathan A. Cumming

Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational…

Machine Learning · Statistics 2023-09-07 Sanket Jantre , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

Applications · Statistics 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

Estimation of the response probability distributions of computer simulators in the presence of randomness is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge,…

Computation · Statistics 2024-09-04 Chao Dang , Marcos A. Valdebenito , Nataly A. Manque , Jun Xu , Matthias G. R. Faes

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Continuum-scale material deformation models, such as crystal plasticity, can significantly enhance their predictive accuracy by incorporating input from lower-scale (i.e., mesoscale) models. The procedure to generate and extract the…

Materials Science · Physics 2026-01-06 Nicholas Huebner Julian , Giacomo Po , Enrique Martinez , Nithin Mathew , Danny Perez