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Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

Methodology · Statistics 2015-01-30 Silvia Montagna , Surya T. Tokdar

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Computer models or simulators are widely used across scientific fields, but are computationally expensive limiting their use to explore possible scenarios/outcomes. Gaussian process emulators are statistical surrogates that can rapidly…

Computation · Statistics 2025-08-27 Josh Seidman , Elaine T. Spiller

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…

Probability · Mathematics 2016-06-07 Hassan Maatouk , Xavier Bay

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

Recent advancements in hardware accelerators such as Tensor Processing Units (TPUs) speed up computation time relative to Central Processing Units (CPUs) not only for machine learning but, as demonstrated here, also for scientific modeling…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-04-22 Damien Pierce , R. Lily Hu , Yusef Shafi , Anudhyan Boral , Vladimir Anisimov , Sella Nevo , Yi-fan Chen

The graphics processing unit (GPU) has emerged as a powerful and cost effective processor for general performance computing. GPUs are capable of an order of magnitude more floating-point operations per second as compared to modern central…

Computation · Statistics 2012-07-24 Mark Franey , Pritam Ranjan , Hugh Chipman

Surface roughness plays a critical role and has effects in, e.g. fluid dynamics or contact mechanics. For example, to evaluate fluid behavior at different roughness properties, real-world or numerical experiments are performed. Numerical…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Arsalan Jawaid , Jörg Seewig

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

Methodology · Statistics 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

Computer models, also known as simulators, can be computationally expensive to run, and for this reason statistical surrogates, known as emulators, are often used. Any statistical model, including an emulator, should be validated before…

Methodology · Statistics 2021-01-26 Evan Baker , Peter Challenor , Matt Eames

We study in this paper two classes of experimental designs, support points and projected support points, which can provide robust and effective emulation of computer experiments with Gaussian processes. These designs have two important…

Methodology · Statistics 2025-07-15 Simon Mak , V. Roshan Joseph

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

Dynamic simulators are computational models governed by differential equations that evolve over time. They are essential for scientific and engineering applications but remain challenging to emulate because of the unpredictable behavior of…

Computation · Statistics 2025-08-12 Junoh Heo

Scalable surrogate models enable efficient emulation of computer models (or simulators), particularly when dealing with large ensembles of runs. While Gaussian process (GP) models are commonly employed for emulation, they face limitations…

Methodology · Statistics 2025-10-07 Grant Hutchings , Derek Bingham , Kellin Rumsey , Earl Lawrence

In nuclear and particle physics, reconciling sophisticated simulations with experimental data is vital for understanding complex systems like the Quark Gluon Plasma (QGP) generated in heavy-ion collisions. However, computational demands…

Nuclear Theory · Physics 2026-02-03 Hendrik Roch , Syed Afrid Jahan , Chun Shen

Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of…

Computation · Statistics 2018-05-28 Sanmitra Ghosh , David J. Gavaghan , Gary R. Mirams

Computer models are used as replacements for physical experiments in a large variety of applications. Nevertheless, direct use of the computer model for the ultimate scientific objective is often limited by the complexity and cost of the…

Methodology · Statistics 2019-07-03 Sonja Surjanovic , William J. Welch
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