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The covariance matrix $\boldsymbol{\Sigma}$ of non-linear clustering statistics that are measured in current and upcoming surveys is of fundamental interest for comparing cosmological theory and data and a crucial ingredient for the…

宇宙学与河外天体物理 · 物理学 2022-04-13 Nicolas Chartier , Benjamin D. Wandelt

Predictions of the mean and covariance matrix of summary statistics are critical for confronting cosmological theories with observations, not least for likelihood approximations and parameter inference. The price to pay for accurate…

宇宙学与河外天体物理 · 物理学 2022-07-20 Nicolas Chartier , Benjamin D. Wandelt

Galaxy formation models within cosmological hydrodynamical simulations contain numerous parameters with non-trivial influences over the resulting properties of simulated cosmic structures and galaxy populations. It is computationally…

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

统计计算 · 统计学 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

One way to investigate the precision of estimates likely to result from planned experiments and planned epidemiological studies is to simulate a large number of possible outcomes and analyse the sets of possible results. This appears to be…

统计计算 · 统计学 2013-06-28 G. K. Robinson , L. M. Ryan

Physical based simulations can be very time and computationally demanding tasks. One way of accelerating these processes is by making use of data-driven surrogate models that learn from existing simulations. Ensembling methods are…

机器学习 · 计算机科学 2023-12-22 Anthony Kalaydjian , Anton Balykov , Alexi Semiz , Adrien Chan-Hon-Tong

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

机器学习 · 统计学 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper…

数值分析 · 数学 2026-02-11 Steven Roberts , Andrey A Popov , Arash Sarshar , Adrian Sandu

Surrogate models are used for global approximation of responses generated by expensive computer experiments like CFD applications. In this paper, we make use of structural similarities which are shared by a class of related problems. We…

数值分析 · 数学 2012-06-20 Benjamin Rosenbaum , Volker Schulz

We propose a model order reduction approach for non-intrusive surrogate modeling of parametric dynamical systems. The reduced model over the whole parameter space is built by combining surrogates in frequency only, built at few selected…

数值分析 · 数学 2021-09-23 Fabio Nobile , Davide Pradovera

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

最优化与控制 · 数学 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Many engineering applications rely on the evaluation of expensive, non-linear high-dimensional functions. In this paper, we propose the RONAALP algorithm (Reduced Order Nonlinear Approximation with Active Learning Procedure) to…

流体动力学 · 物理学 2023-11-20 Clément Scherding , Georgios Rigas , Denis Sipp , Peter J Schmid , Taraneh Sayadi

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

机器学习 · 计算机科学 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…

加速器物理 · 物理学 2020-04-15 Auralee Edelen , Nicole Neveu , Yannick Huber , Mattias Frey , Christopher Mayes , Andreas Adelmann

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

系统与控制 · 电气工程与系统科学 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving…

数值分析 · 数学 2021-06-30 Helen Cleaves , Alen Alexanderian , Bilal Saad

Copula-based modeling has seen rapid advances in recent years. However, in big data applications, the lengthy computation time for estimating copula parameters is a major difficulty. Here, we develop a novel method to speed computation time…

统计方法学 · 统计学 2016-09-20 Zheng Wei , Daeyoung Kim , Erin Marie Conlon

Fast and accurate waveform models are fundamentally important to modern gravitational wave astrophysics, enabling the study of merging compact objects like black holes and neutron stars. However, generating high-fidelity gravitational…

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

数值分析 · 数学 2022-10-31 Gabriele Santin , Bernard Haasdonk

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

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