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Existing active strategies for training surrogate models yield accurate structural reliability estimates by aiming at design space regions in the vicinity of a specified limit state function. In many practical engineering applications,…

Machine Learning · Computer Science 2024-05-02 J. Moran A. , P. G. Morato , P. Rigo

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

The unknown parameters of simulation models often need to be calibrated using observed data. When simulation models are expensive, calibration is usually carried out with an emulator. The effectiveness of the calibration process can be…

Computation · Statistics 2024-12-03 Özge Sürer , Stefan M. Wild

Reliability-based design optimization (RBDO) is traditionally formulated as a nested optimization and reliability problem. Although surrogate models are generally employed to improve efficiency, the approach remains computationally…

Computation · Statistics 2026-04-08 M. Moustapha , B. Sudret

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

One-shot decision making is required in situations in which we can evaluate a fixed number of solution candidates but do not have any possibility for further, adaptive sampling. Such settings are frequently encountered in neural network…

Neural and Evolutionary Computing · Computer Science 2019-12-23 Jakob Bossek , Pascal Kerschke , Aneta Neumann , Frank Neumann , Carola Doerr

Computer simulators are nowadays widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modeling, and manufacturing. One fundamental issue in the study of computer simulators is known…

Methodology · Statistics 2019-02-05 Feng Yang , C. Devon Lin , Pritam Ranjan

The Worldwide LHC Computing Grid (WLCG) provides the robust computing infrastructure essential for the LHC experiments by integrating global computing resources into a cohesive entity. Simulations of different compute models present a…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-14 Larissa Schmid , Maximilian Horzela , Valerii Zhyla , Manuel Giffels , Günter Quast , Anne Koziolek

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the…

Machine Learning · Statistics 2020-03-23 Steven Kleinegesse , Christopher Drovandi , Michael U. Gutmann

As models in various fields are becoming more complex, associated computational demands have been increasing significantly. Reliability analysis for these systems when failure probabilities are small is significantly challenging, requiring…

Applications · Statistics 2020-02-05 Zeyu Wang , Abdollah Shafieezadeh

The emerging large-scale and data-hungry algorithms require the computations to be delegated from a central server to several worker nodes. One major challenge in the distributed computations is to tackle delays and failures caused by the…

Information Theory · Computer Science 2021-03-03 Alejandro Cohen , Guillaume Thiran , Homa Esfahanizadeh , Muriel Médard

Compared with the fixed-run designs, the sequential adaptive designs (SAD) are thought to be more efficient and effective. Efficient global optimization (EGO) is one of the most popular SAD methods for expensive black-box optimization…

Machine Learning · Computer Science 2020-10-22 Jianhui Ning , Yao Xiao , Zikang Xiong

We consider adaptive designs for a trial involving N individuals that we follow along T time steps. We allow for the variables of one individual to depend on its past and on the past of other individuals. Our goal is to learn a mean…

Statistics Theory · Mathematics 2021-01-20 Aurelien Bibaut , Maya Petersen , Nikos Vlassis , Maria Dimakopoulou , Mark van der Laan

In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

Computation · Statistics 2026-03-18 Hao Zhu , Markus Hainy

The optimal and robust design of structures has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows…

Applications · Statistics 2017-04-12 Vincent Dubourg , Jean-Marc Bourinet , Bruno Sudret

Surrogate models are widely used to approximate complex systems across science and engineering to reduce computational costs. Despite their widespread adoption, the field lacks standardisation across key stages of the modelling pipeline,…

Cluster randomized trials (CRTs) offer a practical alternative for addressing logistical challenges and ensuring feasibility in community health, education, and prevention studies, even though randomized controlled trials are considered the…

Methodology · Statistics 2025-10-30 Jooyeon Lee , M. S. , Evan Kwiatkowski , Ph. D

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Sequential design of real and computer experiments via Gaussian Process (GP) models has proven useful for parsimonious, goal-oriented data acquisition purposes. In this work, we focus on acquisition strategies for a GP model that needs to…

Machine Learning · Statistics 2025-12-16 Lea Friedli , Athénaïs Gautier , Anna Broccard , David Ginsbourger