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Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

数值分析 · 数学 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

机器学习 · 统计学 2019-01-17 Dan Lu , Daniel Ricciuto

Modern time series forecasting increasingly relies on complex ensemble models generated by AutoML systems like AutoGluon, delivering superior accuracy but with significant costs to transparency and interpretability. This paper introduces a…

机器学习 · 计算机科学 2025-10-13 Yikai Zhao , Jiekai Ma

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

数值分析 · 数学 2026-03-16 Matteo Giacomini , Pedro Díez

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

统计方法学 · 统计学 2021-08-30 Sascha Ranftl , Wolfgang von der Linden

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

数值分析 · 数学 2024-05-15 Phillip Semler , Martin Weiser

Accurately modelling the Earth's climate has widespread applications ranging from forecasting local weather to understanding global climate change. Low-fidelity simulations of climate phenomena are readily available, but high-fidelity…

大气与海洋物理 · 物理学 2021-09-17 Ben Hudson , Frederik Nijweide , Isaac Sebenius

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

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…

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

机器学习 · 统计学 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

统计方法学 · 统计学 2024-08-08 Thomas Most , Johannes Will

The performance of machine learning surrogates is critically dependent on data quality and quantity. This presents a major challenge, as high-fidelity (HF) data is often scarce and computationally expensive to acquire, while low-fidelity…

机器学习 · 计算机科学 2026-02-03 Jice Zeng , David Barajas-Solano , Hui Chen

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelity nature enables hyper-local policy evaluation and testing…

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

数值分析 · 数学 2026-05-18 Zhiwei Gao , George Karniadakis

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

机器学习 · 计算机科学 2024-06-10 Neil Kichler , Sher Afghan , Uwe Naumann

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

统计方法学 · 统计学 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

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

Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global sensitivity analysis aims to identify those which have the…

统计理论 · 数学 2013-07-09 Loic Le Gratiet , Claire Cannamela , Bertrand Iooss

Complex engineering models are typically computationally demanding and defined by a high-dimensional parameter space challenging the comprehensive exploration of parameter effects and design optimization. To overcome this curse of…

应用统计 · 统计学 2024-03-01 Corey Arndt , Cody Crusenberry , Bozhi Heng , Rochelle Butler , Stephanie TerMaath