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Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

Active learning of Gaussian process (GP) surrogates has been useful for optimizing experimental designs for physical/computer simulation experiments, and for steering data acquisition schemes in machine learning. In this paper, we develop a…

Machine Learning · Computer Science 2025-09-10 Chiwoo Park , Robert Waelder , Bonggwon Kang , Benji Maruyama , Soondo Hong , Robert Gramacy

A non-intrusive proper generalized decomposition (PGD) strategy, coupled with an overlapping domain decomposition (DD) method, is proposed to efficiently construct surrogate models of parametric linear elliptic problems. A parametric…

Numerical Analysis · Mathematics 2023-10-17 Marco Discacciati , Ben J. Evans , Matteo Giacomini

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…

Computation · Statistics 2024-08-02 Haoyuan Chen , Rui Tuo

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

This work addresses the accurate and efficient simulation of physical phenomena governed by parametric Partial Differential Equations (PDEs) characterized by varying boundary conditions, where parametric instances modify not only the…

Numerical Analysis · Mathematics 2026-03-10 Francesco Della Santa , Sandra Pieraccini , Maria Strazzullo

Constructing a classical potential suited to simulate a given atomic system is a remarkably difficult task. This chapter presents a framework under which this problem can be tackled, based on the Bayesian construction of nonparametric force…

Computational Physics · Physics 2020-07-01 Aldo Glielmo , Claudio Zeni , Ádám Fekete , Alessandro De Vita

Obtaining accurate estimates of satellite drag coefficients in low Earth orbit is a crucial component in positioning and collision avoidance. Simulators can produce accurate estimates, but their computational expense is much too large for…

Computation · Statistics 2019-06-25 Furong Sun , Robert B. Gramacy , Benjamin Haaland , Earl Lawrence , Andrew Walker

We provide a method for calculating anharmonic lattice dynamics, by building a surrogate model based on Gaussian Processes (GPs). Due to the underlying Gaussian form of a GP, the model is infinitely differentiable. This allows us to train…

Materials Science · Physics 2024-06-07 Keerati Keeratikarn , Jarvist Moore Frost

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Low-precision arithmetic has had a transformative effect on the training of neural networks, reducing computation, memory and energy requirements. However, despite its promise, low-precision arithmetic has received little attention for…

Machine Learning · Computer Science 2022-07-15 Wesley J. Maddox , Andres Potapczynski , Andrew Gordon Wilson

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley

With the advent of supercomputers, multi-processor environments and parallel-in-time (PinT) algorithms offer ways to solve initial value problems for ordinary and partial differential equations (ODEs and PDEs) over long time intervals, a…

Computation · Statistics 2025-07-21 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Sequential VAEs have been successfully considered for many high-dimensional time series modelling problems, with many variant models relying on discrete-time mechanisms such as recurrent neural networks (RNNs). On the other hand,…

Machine Learning · Computer Science 2023-08-21 Harrison Zhu , Carles Balsells Rodas , Yingzhen Li

A strategy to construct physics-based local surrogate models for parametric Stokes flows and coupled Stokes-Darcy systems is presented. The methodology relies on the proper generalized decomposition (PGD) method to reduce the dimensionality…

Numerical Analysis · Mathematics 2026-03-16 Marco Discacciati , Ben J. Evans , Matteo Giacomini

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad