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The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

Parametric reduced-order modelling often serves as a surrogate method for hemodynamics simulations to improve the computational efficiency in many-query scenarios or to perform real-time simulations. However, the snapshots of the method…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Dongwei Ye , Valeria Krzhizhanovskaya , Alfons G. Hoekstra

Uncertainty estimations are presented of the response of a multiscale in-stent restenosis model, as obtained by both non-intrusive and semi-intrusive uncertainty quantification. The in-stent restenosis model is a fully coupled multiscale…

Computation · Statistics 2021-11-11 Dongwei Ye , Anna Nikishova , Lourens Veen , Pavel Zun , Alfons G. Hoekstra

Subsurface flow problems usually involve some degree of uncertainty. Consequently, uncertainty quantification is commonly necessary for subsurface flow prediction. In this work, we propose a methodology for efficient uncertainty…

Signal Processing · Electrical Eng. & Systems 2020-12-02 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

Computational models of the human head are promising tools for estimating the impact-induced response of brain, and thus play an important role in the prediction of traumatic brain injury. Modern biofidelic head model simulations are…

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

Machine Learning · Computer Science 2024-06-28 Alejandro Ribés , Nawfal Benchekroun , Théo Delagnes

Statistical inference from high-dimensional data with low-dimensional structures has recently attracted lots of attention. In machine learning, deep generative modeling approaches implicitly estimate distributions of complex objects by…

Statistics Theory · Mathematics 2022-02-21 Rong Tang , Yun Yang

We are interested in building low-dimensional surrogate models to reduce optimization costs, while having theoretical guarantees that the optimum will satisfy the constraints of the full-size model, by making conservative approximations.…

Numerical Analysis · Mathematics 2025-11-12 Philippe-André Luneau

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

We consider the point evaluation of the solution to interface problems with geometric uncertainties, where the uncertainty in the obstacle is described by a high-dimensional parameter $\boldsymbol{y}\in[-1,1]^d$, $d\in\mathbb{N}$. We focus…

Numerical Analysis · Mathematics 2021-01-19 Laura Scarabosio

A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…

Computational Physics · Physics 2022-10-27 Hao Zhang , Johann Guilleminot

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

Analyzing large volumes of high-dimensional data requires dimensionality reduction: finding meaningful low-dimensional structures hidden in their high-dimensional observations. Such practice is needed in atomistic simulations of complex…

Computational Physics · Physics 2023-10-17 Jakub Rydzewski , Ming Chen , Omar Valsson

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

Computation · Statistics 2022-11-29 X. Zhu , B. Sudret

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…

Machine Learning · Statistics 2024-11-19 Junjie Yang , Matthieu Labeau , Florence d'Alché-Buc
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