English
Related papers

Related papers: A multifidelity Bayesian optimization method for i…

200 papers

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

Aerodynamic shape optimization in industry still faces challenges related to robustness and scalability. This aspect becomes crucial for advanced optimizations that rely on expensive high-fidelity flow solvers, where computational budget…

Fluid Dynamics · Physics 2025-05-26 Marc Schouler , Anca Belme , Paola Cinnella

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion and importance sampling. The presented general fusion method combines multiple probability…

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

Numerical Analysis · Mathematics 2024-06-04 Joseph Hart , Bart van Bloemen Waanders

Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…

Numerical Analysis · Mathematics 2026-04-03 Madhusudan Madhavan , Joseph Hart , Bart van Bloemen Waanders

Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective…

Multi-fidelity modeling and learning are important in physical simulation-related applications. It can leverage both low-fidelity and high-fidelity examples for training so as to reduce the cost of data generation while still achieving good…

Machine Learning · Computer Science 2022-10-25 Shibo Li , Zheng Wang , Robert M. Kirby , Shandian Zhe

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Quasi-isentropic compression is an effective method to achieve high-density and high-temperature implosion in laser-driven inertial confinement fusion (ICF). However, it requires precise matching between the laser profile and the target…

Plasma Physics · Physics 2023-05-26 Z. Li , Z. Q. Zhao , X. H. Yang , G. B. Zhang , Y. Y. Ma , H. Xu , F. Y. Wu , F. Q. Shao , J. Zhang

Bayesian Optimization is a useful tool for experiment design. Unfortunately, the classical, sequential setting of Bayesian Optimization does not translate well into laboratory experiments, for instance battery design, where measurements may…

Machine Learning · Computer Science 2023-02-24 Jose Pablo Folch , Robert M Lee , Behrang Shafei , David Walz , Calvin Tsay , Mark van der Wilk , Ruth Misener

Parameter tuning for vehicle controllers remains a costly and time-intensive challenge in automotive development. Traditional approaches rely on extensive real-world testing, making the process inefficient. We propose a multi-fidelity…

Systems and Control · Electrical Eng. & Systems 2025-06-11 Yongpeng Zhao , Maik Pfefferkorn , Maximilian Templer , Rolf Findeisen

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

This work focuses on the design of experiments of multi-fidelity computer experiments. We consider the autoregressive Gaussian process model proposed by Kennedy and O'Hagan (2000) and the optimal nested design that maximizes the prediction…

Methodology · Statistics 2024-06-03 Gecheng Chen , Rui Tuo

Multi-fidelity simulation is a widely used strategy to reduce the computational cost of many-query numerical simulation tasks such as uncertainty quantification, design space exploration, and design optimization. The reduced basis approach…

Numerical Analysis · Mathematics 2025-09-17 Murray Cutforth , Tiffany Fan , Tony Zahtila , Alireza Doostan , Eric Darve

Gaussian processes are employed for non-parametric regression in a Bayesian setting. They generalize linear regression, embedding the inputs in a latent manifold inside an infinite-dimensional reproducing kernel Hilbert space. We can…

Numerical Analysis · Mathematics 2021-07-13 Francesco Romor , Marco Tezzele , Gianluigi Rozza

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Computer simulations are becoming an essential tool in many scientific fields from molecular dynamics to aeronautics. In glaciology, future predictions of sea level change require input from ice sheet models. Due to uncertainties in the…

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

Computational simulation is increasingly relied upon for high-consequence engineering decisions, and a foundational element to solid mechanics simulations, such as finite element analysis (FEA), is a credible constitutive or material model.…

Computational Engineering, Finance, and Science · Computer Science 2023-10-30 Denielle Ricciardi , Tom Seidl , Brian Lester , Amanda Jones , Elizabeth Jones