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This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by…

Numerical Analysis · Mathematics 2020-08-26 Dimitris G. Giovanis , Michael D. Shields

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

The study of complex systems is often based on computationally intensive, high-fidelity, simulations. To build confidence in the prediction accuracy of such simulations, the impact of uncertainties in model inputs on the quantities of…

Computational Physics · Physics 2018-01-19 Lluis Jofre , Gianluca Geraci , Hillary Fairbanks , Alireza Doostan , Gianluca Iaccarino

Models that balance accuracy against computational costs are advantageous when designing dynamic systems with optimization studies, as several hundred predictive function evaluations might be necessary to identify the optimal solution. The…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Athul Krishna Sundarrajan , Daniel R. Herber

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF…

Machine Learning · Statistics 2021-08-12 Maolin Shi , Shuo Wang , Wei Sun , Liye Lv , Xueguan Song

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

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

Aircraft design relies heavily on solving challenging and computationally expensive Multidisciplinary Design Optimization problems. In this context, there has been growing interest in multi-fidelity models for Bayesian optimization to…

Optimization and Control · Mathematics 2026-04-01 Oihan Cordelier , Youssef Diouane , Nathalie Bartoli , Eric Laurendeau

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

The Gaussian Process (GP)-based surrogate model has the inherent capability of capturing the anomaly arising from limited data, lack of data, missing data, and data inconsistencies (noisy/erroneous data) present in the modeling and…

Computation · Statistics 2022-11-07 Kazuma Kobayashi , James Daniell , Shoaib Usman , Dinesh Kumar , Syed Alam

In the present work, we consider multi-fidelity surrogate modelling to fuse the output of multiple aero-servo-elastic computer simulators of varying complexity. In many instances, predictions from multiple simulators for the same quantity…

Computation · Statistics 2017-09-25 I. Abdallah , C. Lataniotis , B. Sudret

Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have…

Machine Learning · Statistics 2022-12-01 M. Moustapha , B. Sudret

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

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

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

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

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Solving inverse problems using Bayesian methods can become prohibitively expensive when likelihood evaluations involve complex and large scale numerical models. A common approach to circumvent this issue is to approximate the forward model…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Maximilian Dinkel , Carolin M. Geitner , Gil Robalo Rei , Jonas Nitzler , Wolfgang A. Wall

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

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