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Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…

Computation · Statistics 2021-01-20 F. Llorente , L. Martino , V. Elvira , D. Delgado , J. López-Santiago

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…

To optimize diffusion MRI acquisition protocols for IMPULSED model at clinical 3T scanner using Bayesian experimental design, enabling accurate cellular-scale parameter estimation under realistic scan time and scanner hardware constraints.…

In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

Computation · Statistics 2026-03-18 Hao Zhu , Markus Hainy

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

Learning controller parameters from closed-loop data has been shown to improve closed-loop performance. Bayesian optimization, a widely used black-box and sample-efficient learning method, constructs a probabilistic surrogate of the…

Machine Learning · Computer Science 2025-12-15 Sebastian Hirt , Valentinus Suwanto , Hendrik Alsmeier , Maik Pfefferkorn , Rolf Findeisen

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

This work presents a novel framework for physically consistent model error characterization and operator learning for reduced-order models of non-equilibrium chemical kinetics. By leveraging the Bayesian framework, we identify and infer…

Computational Physics · Physics 2024-10-18 Mridula Kuppa , Roger Ghanem , Marco Panesi

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

Numerical Analysis · Mathematics 2021-05-20 Nora Lüthen , Stefano Marelli , Bruno Sudret

Convection-dominated problems are known for their slow Kolmogorov $n$-width decays and are challenging for model order reduction (MOR). In this work, we propose a hybrid surrogate modeling approach and a non-intrusive variant that overcome…

Dynamical Systems · Mathematics 2026-05-29 Lihong Feng , Ali Hassan , Shuwen Sun

We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

Computation · Statistics 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

This paper tackles optimal sensor placement for Bayesian linear inverse problems, a popular version of the more general Optimal Experimental Design (OED) problem, using the D-optimality criterion. This is done by establishing connections…

Numerical Analysis · Mathematics 2025-04-07 Srinivas Eswar , Vishwas Rao , Arvind K. Saibaba

Discharge of hazardous substances into the marine environment poses a substantial risk to both public health and the ecosystem. In such incidents, it is imperative to accurately estimate the release strength of the source and reconstruct…

Signal Processing · Electrical Eng. & Systems 2024-10-29 Yang Liu , Christopher M. Harvey , Frederick E. Hamlyn , Cunjia Liu

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

Stiff ordinary differential equations (ODEs) play an important role in many scientific and engineering applications. Often, the dependence of the solution of the ODE on additional parameters is of interest, e.g.\ when dealing with…

Numerical Analysis · Mathematics 2025-11-11 Idoia Cortes Garcia , P. Förster , W. Schilders , S. Schöps

Standard Bayesian inference schemes are infeasible for inverse problems with computationally expensive forward models. A common solution is to replace the model with a cheaper surrogate. To avoid overconfident conclusions, it is essential…

Methodology · Statistics 2026-01-09 Andrew Gerard Roberts , Michael Dietze , Jonathan H. Huggins