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State estimation is the task of approximately reconstructing a solution $u$ of a parametric partial differential equation when the parameter vector $y$ is unknown and the only information is $m$ linear measurements of $u$. In [Cohen et.…
Recent developments in surrogate construction predominantly focused on two strategies to improve surrogate accuracy. Firstly, component-wise domain scaling informed by cross-validation. Secondly, regression to construct response surfaces…
In complex large-scale systems such as climate, important effects are caused by a combination of confounding processes that are not fully observable. The identification of sources from observations of system state is vital for attribution…
Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based…
Surrogate markers offer the potential to reduce the burden of data collection by replacing costly or invasive primary outcomes with more accessible measurements, provided that they can faithfully indicate the effectiveness of a treatment.…
A large number of objectives have been proposed to train latent variable generative models. We show that many of them are Lagrangian dual functions of the same primal optimization problem. The primal problem optimizes the mutual information…
Designing a high-quality plasma injector electron source driven by a laser beam relies on numerical parametric studies using particle-in-cell codes. The common input parameters to explore are laser characteristics, plasma species and…
A probabilistic performance-oriented control design optimization approach is introduced for flight systems. Aiming at estimating rare-event probabilities accurately and efficiently, subset simulation is combined with surrogate modeling…
The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…
Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…
In recent years, computational power and data availability breakthroughs have revolutionized our ability to analyze complex physical systems through the inverse problem approach. Data-driven techniques like system identification and machine…
Many real-world problems are usually computationally costly and the objective functions evolve over time. Data-driven, a.k.a. surrogate-assisted, evolutionary optimization has been recognized as an effective approach for tackling expensive…
Data assimilation presents computational challenges because many high-fidelity models must be simulated. Various deep-learning-based surrogate modeling techniques have been developed to reduce the simulation costs associated with these…
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…
Computational Fluid Dynamics (CFD) is central to race-car aerodynamic development, yet its cost -- tens of thousands of core-hours per high-fidelity evaluation -- severely limits the design space exploration feasible within realistic…
Human mobility, enabled by diverse transportation modes, is fundamental to urban functionality. Studying these movements across scales-from microscopic to macroscopic-yields valuable insights into urban dynamics. Local adaptation and…
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…
We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…
High performance tracking control can only be achieved if a good model of the dynamics is available. However, such a model is often difficult to obtain from first order physics only. In this paper, we develop a data-driven control law that…
This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…