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Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Machine Learning · Computer Science 2024-05-09 Yucen Lily Li , Tim G. J. Rudner , Andrew Gordon Wilson

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

Neural networks have become a powerful tool as surrogate models to provide numerical solutions for scientific problems with increased computational efficiency. This efficiency can be advantageous for numerically challenging problems where…

Machine Learning · Statistics 2023-10-25 Pelin Ersin , Emma Hayes , Peter Matthews , Paramjyoti Mohapatra , Elisa Negrini , Karl Schulz

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

We present a fast surrogate for the Equivalent Photon Approximation (EPA) flux in ultraperipheral collisions (UPCs), based on a Bayesian neural network (BNN) trained over analytical flux integrals with an iterative procedure focused on…

High Energy Physics - Phenomenology · Physics 2026-02-12 Simone Ragoni , Janet Seger

This work introduces an approach to enhancing the computational efficiency of 3D atmospheric simulations by integrating a machine-learned surrogate model into the OASIS global circulation model (GCM). Traditional GCMs, which are based on…

Earth and Planetary Astrophysics · Physics 2024-11-05 Tara P. A. Tahseen , João M. Mendonça , Kai Hou Yip , Ingo P. Waldmann

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

Computational Physics · Physics 2021-02-22 Govinda Anantha Padmanabha , Nicholas Zabaras

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…

Machine Learning · Statistics 2025-12-22 Chloe H. Choi , Andrea Zanoni , Daniele E. Schiavazzi , Alison L. Marsden

The problem of maximizing precision at the top of a ranked list, often dubbed Precision@k (prec@k), finds relevance in myriad learning applications such as ranking, multi-label classification, and learning with severe label imbalance.…

Machine Learning · Statistics 2015-05-27 Purushottam Kar , Harikrishna Narasimhan , Prateek Jain

This work addresses the reconstruction of a scatterer's shape from phaseless far field-intensity data arising from multiple incident waves interacting with the scatterer. We formulate the reconstruction as a statistical inverse scattering…

Numerical Analysis · Mathematics 2026-03-24 Erik Garcia Neefjes , Stuart C. Hawkins , Mahadevan Ganesh

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

We propose a surrogate function for efficient yet principled use of score-based priors in Bayesian imaging. We consider ill-posed inverse imaging problems in which one aims for a clean image posterior given incomplete or noisy measurements.…

Computer Vision and Pattern Recognition · Computer Science 2024-08-29 Berthy T. Feng , Katherine L. Bouman

Data collected by the Interstellar Boundary Explorer (IBEX) satellite, recording heliospheric energetic neutral atoms (ENAs), exhibit a phenomenon that has caused space scientists to revise hypotheses about the physical processes, and…

We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…

Numerical Analysis · Mathematics 2013-05-01 Viet Ha Hoang , Christoph Schwab , Andrew M. Stuart

Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…

Computation · Statistics 2020-08-07 Jaewoo Park

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…

Machine Learning · Computer Science 2026-04-02 Josephine Westermann , Benno Huber , Thomas O'Leary-Roseberry , Jakob Zech

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth
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