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A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…

机器学习 · 统计学 2025-07-14 Xinming Wang , Simon Mak , John Miller , Jianguo Wu

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

计算金融 · 定量金融 2015-09-04 Robert B. Gramacy , Mike Ludkovski

Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationships between simulator inputs and a single output summary…

机器学习 · 计算机科学 2026-01-21 L. Jeff Hong , Yanxi Hou , Qingkai Zhang , Xiaowei Zhang

Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation…

神经与进化计算 · 计算机科学 2022-04-28 Liezl Stander , Matthew Woolway , Terence L. Van Zyl

Nearly 900 million people live in low-lying coastal zones around the world and bear the brunt of impacts from more frequent and severe hurricanes and storm surges. Oceanographers simulate ocean current circulation along the coasts to…

High-fidelity simulation models are widely used to analyze complex stochastic systems, but their high computational cost motivates the development of cheaper surrogate models that approximate the simulation model's input-output…

机器学习 · 统计学 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

统计方法学 · 统计学 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

We propose and demonstrate a new approach for fast and accurate surrogate modelling of urban drainage system hydraulics based on physics-guided machine learning. The surrogates are trained against a limited set of simulation results from a…

机器学习 · 计算机科学 2022-11-15 Rocco Palmitessa , Morten Grum , Allan Peter Engsig-Karup , Roland Löwe

The computational resources required to solve the full 3D inversion of time-domain electromagnetic data are immense. To overcome the time-consuming 3D simulations, we construct a surrogate model, more precisely, a data-driven statistical…

地球物理 · 物理学 2024-07-10 Wouter Deleersnyder , David Dudal , Thomas Hermans

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

最优化与控制 · 数学 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the…

神经与进化计算 · 计算机科学 2022-11-01 Mohamed Z. Variawa , Terence L. Van Zyl , Matthew Woolway

The Worldwide LHC Computing Grid (WLCG) provides the robust computing infrastructure essential for the LHC experiments by integrating global computing resources into a cohesive entity. Simulations of different compute models present a…

分布式、并行与集群计算 · 计算机科学 2025-10-14 Larissa Schmid , Maximilian Horzela , Valerii Zhyla , Manuel Giffels , Günter Quast , Anne Koziolek

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…

机器学习 · 计算机科学 2026-04-07 Paul Saves , Matthieu Mastio , Nicolas Verstaevel , Benoit Gaudou

The quantification of uncertainty on fluid flow in porous media is often hampered by multi-scale heterogeneity and insufficient site characterization. Monte-Carlo simulation (MCS), which runs numerical simulations for a large number of…

机器学习 · 计算机科学 2020-10-16 Hyung Jun Yang , Timothy Yeo , Jaewoo An

During the design process of an autonomous underwater vehicle (AUV), the pressure vessel has a critical role. The pressure vessel contains dry electronics, power sources, and other sensors that can not be flooded. A traditional design…

机器学习 · 计算机科学 2022-07-12 Harsh Vardhan , Janos Sztipanovits

Mechanistic, multicellular, agent-based models are commonly used to investigate tissue, organ, and organism-scale biology at single-cell resolution. The Cellular-Potts Model (CPM) is a powerful and popular framework for developing and…

We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…

分布式、并行与集群计算 · 计算机科学 2018-03-14 Michael Teng , Frank Wood

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

数值分析 · 数学 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

机器学习 · 统计学 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

We propose VDL-Surrogate, a view-dependent neural-network-latent-based surrogate model for parameter space exploration of ensemble simulations that allows high-resolution visualizations and user-specified visual mappings. Surrogate-enabled…

图形学 · 计算机科学 2022-08-01 Neng Shi , Jiayi Xu , Haoyu Li , Hanqi Guo , Jonathan Woodring , Han-Wei Shen