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We provide a survey of nonstationary surrogate models which utilize Gaussian processes (GPs) or variations thereof, including nonstationary kernel adaptations, partition and local GPs, and spatial warpings through deep Gaussian processes.…

Methodology · Statistics 2024-12-04 Annie S. Booth , Andrew Cooper , Robert B. Gramacy

Gradient-based optimization of engineering designs is limited by non-differentiable components in the typical computer-aided engineering (CAE) workflow, which calculates performance metrics from design parameters. While gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-11-17 Andrin Rehmann , Nolan Black , Josiah Bjorgaard , Alessandro Angioi , Andrei Paleyes , Niklas Heim , Dion Häfner , Alexander Lavin

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

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

Machine Learning · Computer Science 2014-01-14 Edward Meeds , Max Welling

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…

Methodology · Statistics 2022-06-01 D Austin Cole , Robert B Gramacy , Mike Ludkovski

This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…

Optimization and Control · Mathematics 2023-03-31 Evelyn Ruff , Rebecca Russell , Matthew Stoeckle , Piero Miotto , Jonathan P. How

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

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…

Optimization and Control · Mathematics 2023-04-03 Johann Bouwer , Daniel N. Wilke , Schalk Kok

A systematic approach based on the principles of supervised learning and design of experiments concepts is introduced to build a surrogate model for estimating the optical properties of fractal aggregates. The surrogate model is built on…

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Simulating the mechanical response of advanced materials can be done more accurately using concurrent multiscale models than with single-scale simulations. However, the computational costs stand in the way of the practical application of…

Machine Learning · Computer Science 2024-02-21 J. Storm , I. B. C. M. Rocha , F. P. van der Meer

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

The paper addresses Bayesian inferences in inverse problems with uncertainty quantification involving a computationally expensive forward map associated with solving a partial differential equations. To mitigate the computational cost, the…

Methodology · Statistics 2023-12-18 A. Galaviz , J. A. Christen , A. Capella

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

Inverse problems governed by partial differential equations (PDEs) play a crucial role in various fields, including computational science, image processing, and engineering. Particularly, Darcy flow equation is a fundamental equation in…

Machine Learning · Statistics 2025-07-24 Hongji Wang , Hongqiao Wang , Jinyong Ying , Qingping Zhou

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper