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相关论文: Data-driven surrogates for high dimensional models…

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The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

机器学习 · 统计学 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

统计理论 · 数学 2014-06-17 Yun Yang , David B. Dunson

This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…

计算物理 · 物理学 2022-03-24 Chi Hoang , Kenny Chowdhary , Kookjin Lee , Jaideep Ray

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…

数值分析 · 数学 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…

机器学习 · 统计学 2025-09-16 Xiao Liu , Jingyi Feng , Xinchao Liu

Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…

统计理论 · 数学 2021-07-13 Ruda Zhang , Simon Mak , David Dunson

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

机器学习 · 统计学 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

机器学习 · 统计学 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

机器学习 · 统计学 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Surrogate models are often used to replace costly-to-evaluate complex coastal codes to achieve substantial computational savings. In many of those models, the hydrometeorological forcing conditions (inputs) or flood events (outputs) are…

机器学习 · 统计学 2021-11-04 A. F. López-Lopera , D. Idier , J. Rohmer , F. Bachoc

Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data. Supervised machine learning methods have demonstrated promise in learning efficient surrogate models that can (partially)…

机器学习 · 统计学 2026-03-24 Atticus Rex , Elizabeth Qian , David Peterson

Inverse problems are prevalent in both scientific research and engineering applications. In the context of Bayesian inverse problems, sampling from the posterior distribution can be particularly challenging when the forward models are…

统计计算 · 统计学 2026-02-17 Zhihang Xu , Xiaoyu Zhu , Daoji Li , Qifeng Liao

A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…

统计方法学 · 统计学 2019-07-01 Boya Zhang , D. Austin Cole , Robert B. Gramacy

Surrogate models based on machine learning methods have become an important part of modern engineering to replace costly computer simulations. The data used for creating a surrogate model are essential for the model accuracy and often…

机器学习 · 统计学 2023-10-03 Sven Lämmle , Can Bogoclu , Kevin Cremanns , Dirk Roos

To address the challenges of reliability analysis in high-dimensional probability spaces, this paper proposes a new metamodeling method that couples active subspace, heteroscedastic Gaussian process, and active learning. The active subspace…

应用统计 · 统计学 2024-04-11 Jungho Kim , Ziqi Wang , Junho Song

Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…

数值分析 · 数学 2019-03-01 Jeffrey M. Hokanson , Paul G. Constantine

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

机器学习 · 计算机科学 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

Numerous engineering problems of interest to the industry are often characterized by expensive black-box objective experiments or computer simulations. Obtaining insight into the problem or performing subsequent optimizations requires…

机器学习 · 统计学 2019-07-29 Piyush Pandita , Jesper Kristensen , Liping Wang

Gaussian processes (GPs) serve as flexible surrogates for complex surfaces, but buckle under the cubic cost of matrix decompositions with big training data sizes. Geospatial and machine learning communities suggest pseudo-inputs, or…

统计方法学 · 统计学 2021-02-05 D. Austin Cole , Ryan Christianson , Robert B. Gramacy

Simulating the mechanical response of advanced materials can be done more accurately using concurrent multiscale models than with single-scale simulations. However, the computational costs stand in the way of the practical application of…

机器学习 · 计算机科学 2024-02-21 J. Storm , I. B. C. M. Rocha , F. P. van der Meer