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Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform $[-1,1]$ deviates as pairwise correlations…

Statistics Theory · Mathematics 2013-12-09 Johanna Hardin , Stephan Ramon Garcia , David Golan

We can, and should, do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of {\em randomly chosen} functions of the simulation output match the values of those same functions…

Methodology · Statistics 2021-11-18 Cosma Rohilla Shalizi

The Dynamical Graph Grammar (DGG) formalism can describe complex system dynamics with graphs that are mapped into a master equation. An exact stochastic simulation algorithm may be used, but it is slow for large systems. To overcome this…

Quantitative Methods · Quantitative Biology 2024-07-16 Eric Medwedeff , Eric Mjolsness

Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the…

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Machine Learning · Computer Science 2026-04-08 Kevin Zhang , Yixin Wang

Deep Generative Models (DGMs) have rapidly advanced in recent years, becoming essential tools in various fields due to their ability to learn complex data distributions and generate synthetic data. Their importance in transportation…

Machine Learning · Computer Science 2026-01-28 Seongjin Choi , Zhixiong Jin , Seung Woo Ham , Jiwon Kim , Lijun Sun

While machine learning models are typically trained to solve prediction problems, we might often want to use them for optimization problems. For example, given a dataset of proteins and their corresponding fluorescence levels, we might want…

Machine Learning · Computer Science 2024-10-18 Jakub Grudzien Kuba , Masatoshi Uehara , Pieter Abbeel , Sergey Levine

Simulation is increasingly being used for generating large labelled datasets in many machine learning problems. Recent methods have focused on adjusting simulator parameters with the goal of maximising accuracy on a validation task, usually…

Computer Vision and Pattern Recognition · Computer Science 2020-08-20 Harkirat Singh Behl , Atılım Güneş Baydin , Ran Gal , Philip H. S. Torr , Vibhav Vineet

Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generation models. Accordingly, there is a strong modelling…

Statistical Finance · Quantitative Finance 2024-12-10 Howard Caulfield , James P. Gleeson

Dynamical systems see widespread use in natural sciences like physics, biology, chemistry, as well as engineering disciplines such as circuit analysis, computational fluid dynamics, and control. For simple systems, the differential…

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationships between simulator inputs and a single output summary…

Machine Learning · Computer Science 2026-01-21 L. Jeff Hong , Yanxi Hou , Qingkai Zhang , Xiaowei Zhang

Diffusion Generative Models (DGM) have rapidly surfaced as emerging topics in the field of computer vision, garnering significant interest across a wide array of deep learning applications. Despite their high computational demand, these…

Image and Video Processing · Electrical Eng. & Systems 2024-11-26 Denisha Thakkar , Vincent Quoc-Huy Trinh , Sonal Varma , Samira Ebrahimi Kahou , Hassan Rivaz , Mahdi S. Hosseini

Formal methods apply algorithms based on mathematical principles to enhance the reliability of systems. It would only be natural to try to progress from verification, model checking or testing a system against its formal specification into…

Software Engineering · Computer Science 2014-02-28 Gal Katz , Doron Peled

In statistics, it is important to have realistic data sets available for a particular context to allow an appropriate and objective method comparison. For many use cases, benchmark data sets for method comparison are already available…

Applications · Statistics 2024-05-30 Maria Thurow , Ina Dormuth , Christina Sauer , Marc Ditzhaus , Markus Pauly

Statistical samples, in order to be representative, have to be drawn from a population in a random and unbiased way. Nevertheless, it is common practice in the field of model-based diagnosis to make estimations from (biased) best-first…

Artificial Intelligence · Computer Science 2022-08-05 Patrick Rodler , Fatima Elichanova

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

While deep generative models~(DGMs) have demonstrated remarkable success in capturing complex data distributions, they consistently fail to learn constraints that encode domain knowledge and thus require constraint integration. Existing…

Machine Learning · Computer Science 2025-02-13 Ruoyan Li , Dipti Ranjan Sahu , Guy Van den Broeck , Zhe Zeng

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…

Methodology · Statistics 2020-04-10 Evan Baker , Peter Challenor , Matt Eames