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The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…

This article proposes an artificial data generating algorithm that is simple and easy to customize. The fundamental concept is to perform random permutation of Monte Carlo generated random numbers which conform to the unconditional…

Computational Finance · Quantitative Finance 2021-02-17 A. Christian Silva , Fernando F. Ferreira

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

We analyze the variability in the X-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the over-all second order properties of the observed data well,…

The optimization of industrial processes remains a critical challenge, particularly when no mathematical formulation of objective functions or constraints is available. This study addresses this issue by proposing a surrogate-based,…

Computational Engineering, Finance, and Science · Computer Science 2025-07-16 Eider Garate-Perez , Kerman López de Calle-Etxabe , Susana Ferreiro

The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential ones is an empirical question. There might exist several…

Econometrics · Economics 2018-05-24 R. Scott Hacker , Abdulnasser Hatemi-J

The method of constrained randomisation is applied to three-dimensional simulated galaxy distributions. With this technique we generate for a given data set surrogate data sets which have the same linear properties as the original data…

Astrophysics · Physics 2009-11-07 C. Raeth , W. Bunk , M. Huber , G. Morfill , J. Retzlaff , P. Schuecker

In this contribution, we propose a data-driven procedure to fit quadratic-bilinear surrogate models from data. Although the dynamics characterizing the original model are strongly nonlinear, we rely on lifting techniques to embed the…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Dimitrios S. Karachalios , Ion Victor Gosea , Athanasios C. Antoulas

Much of the on-going statistical analysis of DNA sequences is focused on the estimation of characteristics of coding and non-coding regions that would possibly allow discrimination of these regions. In the current approach, we concentrate…

Genomics · Quantitative Biology 2009-11-10 D. Kugiumtzis , A. Provata

Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…

Methodology · Statistics 2023-09-19 Noah D. Gade , Jordan Rodu

Natural systems are typically nonlinear and complex, and it is of great interest to be able to reconstruct a system in order to understand its mechanism, which can not only recover nonlinear behaviors but also predict future dynamics. Due…

Chaotic Dynamics · Physics 2017-11-03 Huanfei Ma , Siyang Leng , Luonan Chen

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…

Software Engineering · Computer Science 2023-05-02 Shiva Nejati , Lev Sorokin , Damir Safin , Federico Formica , Mohammad Mahdi Mahboob , Claudio Menghi

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

In many real-world causal inference applications, the primary outcomes (labels) are often partially missing, especially if they are expensive or difficult to collect. If the missingness depends on covariates (i.e., missingness is not…

Machine Learning · Statistics 2024-05-24 Zhenghao Zeng , David Arbour , Avi Feller , Raghavendra Addanki , Ryan Rossi , Ritwik Sinha , Edward H. Kennedy

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

Machine Learning · Computer Science 2026-02-06 Paolo Conti , Mengwu Guo , Attilio Frangi , Andrea Manzoni

An unsupervised and a supervised classification approaches for Hilbert random curves are studied. Both rest on the use of a surrogate of the probability density which is defined, in a distribution-free mixture context, from an asymptotic…

Methodology · Statistics 2016-03-30 Enea G. Bongiorno , Aldo Goia
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