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Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Reliable models of the thermodynamic properties of materials are critical for industrially relevant applications that require a good understanding of equilibrium phase diagrams, thermal and chemical transport, and microstructure evolution.…

Materials Science · Physics 2018-09-21 Noah H. Paulson , Elise Jennings , Marius Stan

Simulators often require calibration inputs estimated from real world data and the quality of the estimate can significantly affect simulation output. Particularly when performing simulation optimisation to find an optimal solution, the…

Machine Learning · Computer Science 2020-06-02 Juan Ungredda , Michael Pearce , Juergen Branke

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Computer models are widely used to study complex real world physical systems. However, there are major limitations to their direct use including: their complex structure; large numbers of inputs and outputs; and long evaluation times.…

Methodology · Statistics 2025-05-05 Jonathan Owen , Ian Vernon

Efficient parameter identification of electrochemical models is crucial for accurate monitoring and control of lithium-ion cells. This process becomes challenging when applied to complex models that rely on a considerable number of…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Jianzong Pi , Samuel Filgueira da Silva , Mehmet Fatih Ozkan , Abhishek Gupta , Marcello Canova

Essential to various practical applications of lithium-ion batteries is the availability of accurate equivalent circuit models. This paper presents a new coupled electro-thermal model for batteries and studies how to extract it from data.…

Systems and Control · Electrical Eng. & Systems 2024-08-21 Hao Tu , Xinfan Lin , Yebin Wang , Huazhen Fang

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

Automated chemical synthesis, materials fabrication, and spectroscopic physical measurements often bring forth the challenge of process trajectory optimization, i.e., discovering the time dependence of temperature, electric field, or…

Disordered Systems and Neural Networks · Physics 2022-06-28 Mani Valleti , Rama K. Vasudevan , Maxim A. Ziatdinov , Sergei V. Kalinin

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of…

Materials Science · Physics 2025-03-04 Danny Perez , Aparna P. A. Subramanyam , Ivan Maliyov , Thomas D. Swinburne

Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…

Other Statistics · Statistics 2018-10-23 Antony Overstall , David Woods , Kieran Martin

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland

Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

Control algorithms such as model predictive control (MPC) and state estimators rely on a number of different parameters. The performance of the closed loop usually depends on the correct setting of these parameters. Tuning is often done…

Systems and Control · Electrical Eng. & Systems 2020-10-15 David Stenger , Muzaffer Ay , Dirk Abel