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Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

Computation · Statistics 2023-06-22 Víctor Elvira , Emilie Chouzenoux , Ömer Deniz Akyildiz , Luca Martino

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Inverse problems are prevalent in both scientific research and engineering applications. In the context of Bayesian inverse problems, sampling from the posterior distribution can be particularly challenging when the forward models are…

Computation · Statistics 2026-02-17 Zhihang Xu , Xiaoyu Zhu , Daoji Li , Qifeng Liao

Biological oscillations are periodic changes in various signaling processes crucial for the proper functioning of living organisms. These oscillations are modeled by ordinary differential equations, with coefficient variations leading to…

Machine Learning · Computer Science 2024-12-04 Heng Rao , Yu Gu , Jason Zipeng Zhang , Ge Yu , Yang Cao , Minghan Chen

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Self-supervised learning (SSL) frameworks consist of pretext task, and loss function aiming to learn useful general features from unlabeled data. The basic idea of most SSL baselines revolves around enforcing the invariance to a variety of…

Machine Learning · Computer Science 2024-12-05 Salman Mohamadi , Gianfranco Doretto , Donald A. Adjeroh

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Identifying the underlying models in a set of data points contaminated by noise and outliers, leads to a highly complex multi-model fitting problem. This problem can be posed as a clustering problem by the projection of higher order…

Computer Vision and Pattern Recognition · Computer Science 2018-08-01 Ruwan Tennakoon , Alireza Sadri , Reza Hoseinnezhad , Alireza Bab-Hadiashar

Gaussian processes (GPs) are powerful tools for nonlinear classification in which latent GPs are combined with link functions. But GPs do not scale well to large training data. This is compounded for classification where the latent GPs…

Computation · Statistics 2025-01-28 Andrew Cooper , Annie S. Booth , Robert B. Gramacy

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input.…

Numerical Analysis · Mathematics 2024-05-28 Dongjin Lee , Elle Lavichant , Boris Kramer

The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…

Machine Learning · Statistics 2020-06-30 Rohitash Chandra , Danial Azam , Arpit Kapoor , R. Dietmar Müller

Environmental modeling faces critical challenges in predicting ecosystem dynamics across unmonitored regions due to limited and geographically imbalanced observation data. This challenge is compounded by spatial heterogeneity, causing…

Machine Learning · Computer Science 2025-11-18 Shiyuan Luo , Chonghao Qiu , Runlong Yu , Yiqun Xie , Xiaowei Jia

High-fidelity simulations and physical experiments are essential for engineering analysis and design, yet their high cost often makes two critical tasks--global sensitivity analysis (GSA) and optimization--prohibitively expensive. This…

Machine Learning · Computer Science 2026-01-01 Bach Do , Nafeezat A. Ajenifuja , Taiwo A. Adebiyi , Ruda Zhang

Feature selection is an intractable problem, therefore practical algorithms often trade off the solution accuracy against the computation time. In this paper, we propose a novel multi-stage feature selection framework utilizing multiple…

Machine Learning · Computer Science 2021-11-18 Mohammed Ghaith Altarabichi , Sławomir Nowaczyk , Sepideh Pashami , Peyman Sheikholharam Mashhad