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Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…

Machine Learning · Statistics 2023-03-20 Saad Hamid , Xingchen Wan , Martin Jørgensen , Binxin Ru , Michael Osborne

Monte Carlo sampling has become a major vehicle for approximate inference in Bayesian networks. In this paper, we investigate a family of related simulation approaches, known collectively as quasi-Monte Carlo methods based on deterministic…

Artificial Intelligence · Computer Science 2013-01-18 Jian Cheng , Marek J. Druzdzel

A probabilistic approach to phase-field brittle and ductile fracture with random material and geometric properties is proposed within this work. In the macroscopic failure mechanics, materials properties and exactness of spatial quantities…

Numerical Analysis · Mathematics 2022-08-10 Nima Noii , Amirreza Khodadadian , Fadi Aldakheel

We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…

Materials Science · Physics 2022-11-30 Siyuan Chen , Shiwei Zhang

This paper addresses testing of compressed structures, such as shells, that exhibit catastrophic buckling and notorious imperfection sensitivity. The central concept is the probing of a loaded structural specimen by a controlled lateral…

Soft Condensed Matter · Physics 2018-02-14 J. Michael T. Thompson , John W. Hutchinson , Jan Sieber

We propose a Bayesian uncertainty quantification method for large-scale imaging inverse problems. Our method applies to all Bayesian models that are log-concave, where maximum-a-posteriori (MAP) estimation is a convex optimization problem.…

Methodology · Statistics 2018-11-07 Audrey Repetti , Marcelo Pereyra , Yves Wiaux

A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

Methodology · Statistics 2024-05-20 Santiago Marin , Bronwyn Loong , Anton H. Westveld

Platform trials evaluate multiple experimental treatments against a common control group (and/or against each other), which often reduces the trial duration and sample size. Bayesian platform designs offer several practical advantages,…

Methodology · Statistics 2025-07-18 Luke Hagar , Lara Maleyeff , Shirin Golchi , Dick Menzies

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

This work presents a multilevel approach to large--scale topology optimization accounting for linearized buckling criteria. The method relies on the use of preconditioned iterative solvers for all the systems involved in the linear buckling…

Numerical Analysis · Mathematics 2020-03-03 Federico Ferrari , Ole Sigmund

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

By adopting a Multilevel Monte Carlo (MLMC) framework, we show that only a handful of costly fine scale computations are needed to accurately estimate statistics of the failure of a composite structure, as opposed to the thousands typically…

Numerical Analysis · Mathematics 2019-07-25 T. J. Dodwell , S. Kinston , R. Butler , R. T. Haftka , Nam H. Kim , R. Scheichl

In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…

Probability · Mathematics 2018-06-29 N. Nuesken , G. A. Pavliotis

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

Machine Learning · Computer Science 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

Optimization and Control · Mathematics 2026-02-10 Hyunho Jang , Dongjin Lee

Stress and material deformation field predictions are among the most important tasks in computational mechanics. These predictions are typically made by solving the governing equations of continuum mechanics using finite element analysis,…

Machine Learning · Statistics 2024-06-24 George D. Pasparakis , Lori Graham-Brady , Michael D. Shields

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono