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This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov…

数据分析、统计与概率 · 物理学 2013-12-25 AbdoulAhad Validi

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

机器学习 · 统计学 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields

Surrogate models are effective tools for accelerated design of complex systems. The result of a design optimization procedure using surrogate models can be used to initialize an optimization routine using the full order system. High…

计算工程、金融与科学 · 计算机科学 2025-01-15 Anas Abdelrehim , Dhairya Gandhi , Sharan Yalburgi , Ashutosh Bharambe , Ranjan Anantharaman , Chris Rackauckas

This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a…

统计计算 · 统计学 2012-11-14 Piyush Tagade , Han-Lim Choi

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

统计理论 · 数学 2022-02-24 Baptiste Kerleguer

We introduce Coarse Q-learning (CQL), a reinforcement-learning model for bandit problems with stochastically varying menus. Alternatives are exogenously partitioned into similarity classes, and feedback from sampled alternatives is pooled…

理论经济学 · 经济学 2026-05-13 Philippe Jehiel , Aviman Satpathy

Surrogate models - also called emulators - are widely used to facilitate Bayesian inference in settings where computational costs preclude the use of standard posterior inference algorithms. Their deployment is now standard practice across…

统计方法学 · 统计学 2026-03-17 Andrew Gerard Roberts , Michael C. Dietze , Jonathan H. Huggins

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…

数值分析 · 数学 2025-03-19 Sohail Reddy

Complex black-box predictive models may have high accuracy, but opacity causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, interpretable models require more work related to feature…

机器学习 · 计算机科学 2019-03-01 Alicja Gosiewska , Aleksandra Gacek , Piotr Lubon , Przemyslaw Biecek

Diffusion denoising models have become a popular approach for image generation, but they often suffer from slow convergence during training. In this paper, we identify that this slow convergence is partly due to the complexity of the…

计算机视觉与模式识别 · 计算机科学 2025-07-01 Yumeng Ren , Yaofang Liu , Aitor Artola , Laurent Mertz , Raymond H. Chan , Jean-michel Morel

While multifidelity modeling provides a cost-effective way to conduct uncertainty quantification with computationally expensive models, much greater efficiency can be achieved by adaptively deciding the number of required high-fidelity (HF)…

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

A cost-effective multi-objective shape optimization strategy is proposed for high-Reynolds number flows involving complex phenomena such as boundary layer transition, shock-wave interactions, and turbulent wakes. These processes are poorly…

流体动力学 · 物理学 2025-03-25 Camille Matar , Paola Cinnella , Xavier Gloerfelt

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

机器学习 · 统计学 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

Concurrent multiscale finite element analysis (FE2) is a powerful approach for high-fidelity modeling of materials for which a suitable macroscopic constitutive model is not available. However, the extreme computational effort associated…

数值分析 · 数学 2020-07-16 I. B. C. M. Rocha , P. Kerfriden , F. P. van der Meer

In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of…

统计理论 · 数学 2013-01-14 Loic Le Gratiet

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

机器学习 · 计算机科学 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability…

机器学习 · 统计学 2024-06-18 Anirban Chaudhuri , Alexandre N. Marques , Karen E. Willcox

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

机器学习 · 统计学 2026-03-31 Vignesh Sella , Julie Pham , Karen Willcox , Anirban Chaudhuri

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

统计方法学 · 统计学 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet