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Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…

Numerical Analysis · Computer Science 2015-04-16 Martin Drohmann , Kevin Carlberg

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

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

Tuning control policies manually to meet high-level objectives is often time-consuming. Bayesian optimization provides a data-efficient framework for automating this process using numerical evaluations of an objective function. However,…

Machine Learning · Computer Science 2026-03-26 Lukas Theiner , Maik Pfefferkorn , Yongpeng Zhao , Sebastian Hirt , Rolf Findeisen

Optical scatterometry is a method to measure the size and shape of periodic micro- or nanostructures on surfaces. For this purpose the geometry parameters of the structures are obtained by reproducing experimental measurement results…

Computational Physics · Physics 2020-06-24 Philipp-Immanuel Schneider , Martin Hammerschmidt , Lin Zschiedrich , Sven Burger

In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called…

Systems and Control · Computer Science 2012-03-30 Marco F. Huber

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

A key requirement for the current generation of artificial decision-makers is that they should adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable…

Machine Learning · Statistics 2016-12-14 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

Accelerator Physics · Physics 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen

The optimization of atomic structures plays a pivotal role in understanding and designing materials with desired properties. However, conventional computational methods often struggle with the formidable task of navigating the vast…

Materials Science · Physics 2024-11-19 Peder Lyngby , Casper Larsen , Karsten Wedel Jacobsen

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

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

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang