相关论文: Deep Multi-fidelity Gaussian Processes

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This method, which is a particular case of co-kriging, allows us to improve a surrogate model of a complex computer…

In this paper we address a classification problem where two sources of labels with different levels of fidelity are available. Our approach is to combine data from both sources by applying a co-kriging schema on latent functions, which…

Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide…

This work focuses on the design of experiments of multi-fidelity computer experiments. We consider the autoregressive Gaussian process model proposed by Kennedy and O'Hagan (2000) and the optimal nested design that maximizes the prediction…

In this work, we propose a framework that combines the approximation-theory-based multifidelity method and Gaussian-process-regression-based multifidelity method to achieve data-model convergence when stochastic simulation models and sparse…

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Recent advancements in remote sensing technology and the increasing size of satellite constellations allows massive geophysical information to be gathered daily on a global scale by numerous platforms of different fidelity. The…

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…

The design process of complex systems such as new configurations of aircraft or launch vehicles is usually decomposed in different phases which are characterized for instance by the depth of the analyses in terms of number of design…

Machine learning techniques typically rely on large datasets to create accurate classifiers. However, there are situations when data is scarce and expensive to acquire. This is the case of studies that rely on state-of-the-art computational…

In the context of Gaussian Process Regression or Kriging, we propose a full-Bayesian solution to deal with hyperparameters of the covariance function. This solution can be extended to the Trans-Gaussian Kriging framework, which makes it…

Optimizing complex manufacturing processes often involves a trade-off between data accuracy and acquisition cost. High-fidelity data are accurate but limited, while low-fidelity data are abundant but often biased. Balancing these two…

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

We propose a data fusion method based on multi-fidelity Gaussian process regression (GPR) framework. This method combines available data of the quantity of interest (QoI) and its gradients with different fidelity levels, namely, it is a…

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work,…