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To reduce the cost of estimating the probability of a rare event involving a very large number of random parameters, we propose a new strategy for dimension reduction coupled with a surrogate model for the expensive part of the algorithm.…

统计计算 · 统计学 2026-04-01 Valentin Breaz , Miguel Munoz Zuniga , Olivier Zahm , Richard Wilkinson

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

最优化与控制 · 数学 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

统计方法学 · 统计学 2021-08-27 Annie Sauer , Robert B. Gramacy , David Higdon

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

统计方法学 · 统计学 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

Surrogate models are data-based approximations of computationally expensive simulations that enable efficient exploration of the model's design space and informed decision-making in many physical domains. The usage of surrogate models in…

声音 · 计算机科学 2022-12-14 Barbara Cunha , Abdel-Malek Zine , Mohamed Ichchou , Christophe Droz , Stéphane Foulard

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

统计方法学 · 统计学 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild

The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computational model. The standard AS algorithm requires a sufficient…

数值分析 · 数学 2025-10-24 Fabio Nobile , Matteo Raviola , Raul Tempone

Karhunen-Loeve expansions (KLE) of stochastic processes are important tools in mathematics, the sciences, economics, and engineering. However, the KLE is primarily useful for those processes for which we can identify the necessary…

概率论 · 数学 2016-03-03 Daniel Hackmann

The paper presents a novel methodology to build surrogate models of complicated functions by an active learning-based sequential decomposition of the input random space and construction of localized polynomial chaos expansions, referred to…

机器学习 · 计算机科学 2023-09-19 Lukáš Novák , Michael D. Shields , Václav Sadílek , Miroslav Vořechovský

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

机器学习 · 计算机科学 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

统计计算 · 统计学 2024-05-10 Jianhua Xian , Ziqi Wang

Metamodeling of complex numerical systems has recently attracted the interest of the mathematical programming community. Despite the progress in high performance computing, simulations remain costly, as a matter of fact, the assessment of…

其他统计学 · 统计学 2018-11-13 Soumaya Azzi , Yuanyuan Huang , Bruno Sudret , Joe Wiart

In physics and engineering, many processes are modeled using non-differentiable black-box simulators, making the optimization of such functions particularly challenging. To address such cases, inspired by the Gradient Theorem, we propose…

Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…

机器学习 · 统计学 2026-01-21 Guerlain Lambert , Céline Helbert , Claire Lauvernet

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

统计计算 · 统计学 2022-11-29 X. Zhu , B. Sudret

Developing surrogates for computer models has become increasingly important for addressing complex problems in science and engineering. This article introduces an artificial intelligent (AI) surrogate, referred to as the DeepSurrogate, for…

统计方法学 · 统计学 2025-05-21 Yeseul Jeon , Rajarshi Guhaniyogi , Aaron Scheffler , Devin Francom , Donatella Pasqualini

Numerically solving a large parametric nonlinear dynamical system is challenging due to its high complexity and the high computational costs. In recent years, machine-learning-aided surrogates are being actively researched. However, many…

机器学习 · 计算机科学 2024-10-18 Shuwen Sun , Lihong Feng , Peter Benner

We develop a systematic approach for surrogate model construction in reduced input parameter spaces. A sparse set of model evaluations in the original input space is used to approximate derivative based global sensitivity measures (DGSMs)…

应用统计 · 统计学 2018-06-19 Manav Vohra , Alen Alexanderian , Cosmin Safta , Sankaran Mahadevan

We demonstrate the adaption of three established methods to the field of surrogate machine learning model development. These methods are data augmentation, custom loss functions and transfer learning. Each of these methods have seen…

机器学习 · 计算机科学 2022-11-04 H. Rhys Jones , Tingting Mu , Andrei C. Popescu , Yusuf Sulehman

With the growing computational power available for high-resolution ensemble simulations in scientific fields such as cosmology and oceanology, storage and computational demands present significant challenges. Current surrogate models fall…

图形学 · 计算机科学 2025-04-22 Yi-Tang Chen , Haoyu Li , Neng Shi , Xihaier Luo , Wei Xu , Han-Wei Shen