Related papers: Contour Location for Reliability in Airfoil Simula…
Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…
Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…
We introduce Deep Jump Gaussian Processes (DJGP), a novel method for surrogate modeling of a piecewise continuous function on a high-dimensional domain. DJGP addresses the limitations of conventional Jump Gaussian Processes (JGP) in…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…
Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…
We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…
Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…
Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional composition, in which intermediate GP layers warp the original inputs, providing flexibility to model non-stationary dynamics. Two DGP regimes have emerged in recent…
The accelerating pace and expanding scope of materials discovery demand optimization frameworks that efficiently navigate vast, nonlinear design spaces while judiciously allocating limited evaluation resources. We present a cost-aware,…
In reliability analysis, methods used to estimate failure probability are often limited by the costs associated with model evaluations. Many of these methods, such as multifidelity importance sampling (MFIS), rely upon a computationally…
Gaussian process (GP) surrogate modeling for large computer experiments is limited by cubic runtimes, especially with data from stochastic simulations with input-dependent noise. A popular workaround to reduce computational complexity…
Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…
Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…
Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…
Electrified chemical processes are incentivized by exposure to time-varying electricity markets to operate flexibly, but participating in demand response schemes can require satisfying terminal constraints over long horizons. Specifically,…
Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…
Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…
Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…
Parameter retrieval and model inversion are key problems in remote sensing and Earth observation. Currently, different approximations exist: a direct, yet costly, inversion of radiative transfer models (RTMs); the statistical inversion with…
Approach and landing accidents have resulted in a significant number of hull losses worldwide. Technologies (e.g., instrument landing system) and procedures (e.g., stabilized approach criteria) have been developed to reduce the risks. In…