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The performance of the Monte Carlo sampling methods relies on the crucial choice of a proposal density. The notion of optimality is fundamental to design suitable adaptive procedures of the proposal density within Monte Carlo schemes. This…

Computation · Statistics 2026-02-24 Fernando Llorente , Luca Martino

We present a 250 line Matlab code for topology optimization for linearized buckling criteria. The code is conceived to handle stiffness, volume and Buckling Load Factors (BLFs) either as the objective function or as constraints. We use the…

Optimization and Control · Mathematics 2021-01-27 Federico Ferrari , Ole Sigmund , James K. Guest

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

Preemptive identification of potential failure under loading of engineering structures is a critical challenge. Our study presents an innovative approach to built-in pre-failure indicators within multiscale structural designs utilizing the…

Computational Engineering, Finance, and Science · Computer Science 2024-08-26 Christoffer Fyllgraf Christensen , Jonas Engqvist , Fengwen Wang , Ole Sigmund , Mathias Wallin

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

Applications · Statistics 2021-07-28 Kai Zhou , Jiong Tang

Asymptotic post-buckling theory is applied to sizing and topology optimization of trusses and frames, exploring its potential and current computational difficulties. We show that a designs' post-buckling response can be controlled by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-15 Federico Ferrari , Ole Sigmund

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Astronomers are often confronted with funky populations and distributions of objects: brighter objects are more likely to be detected; targets are selected based on colour cuts; imperfect classification yields impure samples. Failing to…

Cosmology and Nongalactic Astrophysics · Physics 2017-06-21 Samuel R. Hinton , Alex Kim , Tamara M. Davis

In Bayesian statistics, the marginal likelihood is used for model selection and averaging, yet it is often challenging to compute accurately for complex models. Approaches such as bridge sampling, while effective, may suffer from issues of…

Methodology · Statistics 2026-02-24 Giorgio Micaletto , Aki Vehtari

This paper introduces and reviews some of the principles and methods used in Bayesian reliability. It specifically discusses methods used in the analysis of success/no-success data and then reminds the reader of a simple Monte Carlo…

Methodology · Statistics 2024-06-10 Carsten H. Botts

This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…

Optimization and Control · Mathematics 2015-03-19 Mickaël Binois , David Ginsbourger , Olivier Roustant

Robust machine learning models with accurately calibrated uncertainties are crucial for safety-critical applications. Probabilistic machine learning and especially the Bayesian formalism provide a systematic framework to incorporate…

Machine Learning · Computer Science 2022-10-11 Sumegha Premchandar , Sandeep Madireddy , Sanket Jantre , Prasanna Balaprakash

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

We propose a Bayesian elastic net that uses empirical likelihood and develop an efficient tuning of Hamiltonian Monte Carlo for posterior sampling. The proposed model relaxes the assumptions on the identity of the error distribution,…

Methodology · Statistics 2022-07-20 Chul Moon , Adel Bedoui

Recent efforts in smart manufacturing have enhanced aerospace fuselage assembly processes, particularly by innovating shape adjustment techniques to minimize dimensional gaps between assembled sections. Existing approaches have shown…

Machine Learning · Computer Science 2025-12-01 Jiayu Liu , Chong Liu , Trevor Rhone , Yinan Wang

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework…

This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…