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In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation…

Machine Learning · Computer Science 2025-09-10 Wenxiong Li , Hanyu Liao , Suiyin Chen

Multi-fidelity Kriging model is a promising technique in surrogate-based design as it can balance the model accuracy and cost of sample preparation by fusing low- and high-fidelity data. However, the cost for building a multi-fidelity…

Machine Learning · Computer Science 2023-01-03 Youwei He , Jinliang Luo

Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more…

Statistics Theory · Mathematics 2012-10-31 Loic Le Gratiet , Claire Cannamela

Gradient-enhanced Kriging (GE-Kriging) is a well-established surrogate modelling technique for approximating expensive computational models. However, it tends to get impractical for high-dimensional problems due to the size of the inherent…

Machine Learning · Statistics 2024-01-05 Kai Cheng , Ralf Zimmermann

The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a…

Machine Learning · Statistics 2019-05-15 Jan N. Fuhg

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…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

In the present work, we consider multi-fidelity surrogate modelling to fuse the output of multiple aero-servo-elastic computer simulators of varying complexity. In many instances, predictions from multiple simulators for the same quantity…

Computation · Statistics 2017-09-25 I. Abdallah , C. Lataniotis , B. Sudret

Computer experiments have become an indispensable alternative to complex physical and engineering experiments. The Kriging model is the most widely used surrogate model, with the core goal of minimizing the discrepancy between the surrogate…

Methodology · Statistics 2026-01-26 Ruonan Zheng , Min-Qian Liu , Yongdao Zhou , Xuan Chen

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

Optimal design under uncertainty has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows the analyst…

Methodology · Statistics 2017-04-13 V. Dubourg , J. -M. Bourinet , B. Sudret

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

Numerical Analysis · Mathematics 2026-05-18 Zhiwei Gao , George Karniadakis

In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of…

Statistics Theory · Mathematics 2013-01-14 Loic Le Gratiet

Existing active strategies for training surrogate models yield accurate structural reliability estimates by aiming at design space regions in the vicinity of a specified limit state function. In many practical engineering applications,…

Machine Learning · Computer Science 2024-05-02 J. Moran A. , P. G. Morato , P. Rigo

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…

Computation · Statistics 2015-02-16 R. Schoebi , B. Sudret , J. Wiart

Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design offers an ideal framework for this task. When the…

Methodology · Statistics 2022-12-14 M. Moustapha , A. Galimshina , G. Habert , B. Sudret

Studying complex phenomena in detail by performing real experiments is often an unfeasible task. Virtual experiments using simulations are usually used to support the development process. However, numerical simulations are limited by their…

Optimization and Control · Mathematics 2022-11-17 Pietro Lualdi , Ralf Sturm , Tjark Siefkes

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…

Machine Learning · Computer Science 2025-09-16 Pedro Savarese
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