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In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

Machine Learning · Statistics 2015-02-24 Yilun Wang , Christine A. Shoemaker

Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…

Machine Learning · Statistics 2021-12-22 Navaneeth N. , Souvik Chakraborty

This thesis presents recent advances in model order reduction methods with the primary aim to construct online-efficient reduced surrogate models for parameterized multiscale phenomena and accelerate large-scale PDE-constrained parameter…

Numerical Analysis · Mathematics 2022-11-18 Tim Keil

Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…

Machine Learning · Computer Science 2026-05-29 Yueyang Wang , Xili Wang , Kejun Tang , Xiaoliang Wan , Tao Zhou , Chao Yang

For many novel applications, such as patient-specific computer-aided surgery, conventional solution techniques of the underlying nonlinear problems are usually computationally too expensive and are lacking information about how certain can…

Machine Learning · Computer Science 2022-07-18 Saurabh Deshpande , Jakub Lengiewicz , Stéphane P. A. Bordas

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

Machine Learning · Computer Science 2024-06-10 Neil Kichler , Sher Afghan , Uwe Naumann

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…

Machine Learning · Computer Science 2022-07-06 Seid H. Pourtakdoust , Amir H. Khodabakhsh

Trial level surrogates are useful tools for improving the speed and cost effectiveness of trials, but surrogates that have not been properly evaluated can cause misleading results. The evaluation procedure is often contextual and depends on…

Methodology · Statistics 2022-08-23 Michael C Sachs , Erin E Gabriel , Alessio Crippa , Michael J Daniels

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…

Computation · Statistics 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

Mathematical models of the human heart are increasingly playing a vital role in understanding the working mechanisms of the heart, both under healthy functioning and during disease. The aim is to aid medical practitioners diagnose and treat…

Numerical Analysis · Mathematics 2023-11-13 Sridhar Chellappa , Barış Cansız , Lihong Feng , Peter Benner , Michael Kaliske

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

Computational Physics · Physics 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

Recent advances in depth sensing technologies allow fast electronic maneuvering of the laser beam, as opposed to fixed mechanical rotations. This will enable future sensors, in principle, to vary in real-time the sampling pattern. We…

Computer Vision and Pattern Recognition · Computer Science 2022-05-23 Ilya Tcenov , Guy Gilboa

Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Alexander Hagg , Martin Zaefferer , Jörg Stork , Adam Gaier

We propose an algorithm for an optimal adaptive selection of points from the design domain of input random variables that are needed for an accurate estimation of failure probability and the determination of the boundary between safe and…

Computational Engineering, Finance, and Science · Computer Science 2023-06-30 Aleksei Gerasimov , Miroslav Vořechovský

Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…

Machine Learning · Computer Science 2023-01-02 Maternus Herold , Anna Veselovska , Jonas Jehle , Felix Krahmer

The assessment of safety performance plays a pivotal role in the development and deployment of connected and automated vehicles (CAVs). A common approach involves designing testing scenarios based on prior knowledge of CAVs (e.g., surrogate…

Systems and Control · Electrical Eng. & Systems 2024-03-01 Jingxuan Yang , Ruoxuan Bai , Haoyuan Ji , Yi Zhang , Jianming Hu , Shuo Feng

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

An important step in the design of autonomous systems is to evaluate the probability that a failure will occur. In safety-critical domains, the failure probability is extremely small so that the evaluation of a policy through Monte Carlo…

Machine Learning · Computer Science 2022-11-23 Anthony Corso , Kyu-Young Kim , Shubh Gupta , Grace Gao , Mykel J. Kochenderfer
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