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Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…
Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…
Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…
Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…
Multi-fidelity surrogate modeling aims to learn an accurate surrogate at the highest fidelity level by combining data from multiple sources. Traditional methods relying on Gaussian processes can hardly scale to high-dimensional data. Deep…
We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…
The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…
Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…
In climate systems, physiological models, optics, and many more, surrogate models are developed to reconstruct chaotic dynamical systems. We introduce four data-driven measures using global attractor properties to evaluate the quality of…
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…
Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…
We introduce a conditional pseudo-reversible normalizing flow for constructing surrogate models of a physical model polluted by additive noise to efficiently quantify forward and inverse uncertainty propagation. Existing surrogate modeling…
A surrogate-based topology optimisation algorithm for linear elastic structures under parametric loads and boundary conditions is proposed. Instead of learning the parametric solution of the state (and adjoint) problems or the optimisation…
Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…
The increasing sophistication of wind turbine design and control generates a need for high-quality data. Therefore, the relatively limited set of measured wind data may be extended with computer-generated surrogate data, e.g. to make…
Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning…
Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…
In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…
Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…
Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…