Predicting the output from a complex computer code when fast approximations are available
From MaRDI portal
Publication:4949535
DOI10.1093/biomet/87.1.1zbMath0974.62024WikidataQ61856256 ScholiaQ61856256MaRDI QIDQ4949535
Anthony O'Hagan, Marc C. Kennedy
Publication date: 16 December 2001
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/fe23ff2a1419b711dcd1cc8784a9c231aed1abb8
Gaussian processes; autoregressive model; uncertainty analysis; computer experiments; multi-level code
Related Items
Variable-fidelity modeling of structural analysis of assemblies, Nested maximin Latin hypercube designs, Constrained multifidelity optimization using model calibration, Parameter tuning for a multi-fidelity dynamical model of the magnetosphere, An information theoretic approach to use high-fidelity codes to calibrate low-fidelity codes, Designing a computer experiment that involves switches, Solving stochastic heat transfer problems, Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes, Construction of nested orthogonal arrays, Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction, Gaussian functional regression for output prediction: model assimilation and experimental design, Optimizing Latin hypercube designs by particle swarm, On the existence of nested orthogonal arrays, The computational order of a DACE dynamical model, Construction of nested space-filling designs, Uncertainty quantification for a sailing yacht hull, using multi-fidelity Kriging, Accelerating pseudo-marginal MCMC using Gaussian processes, Manifold learning for the emulation of spatial fields from computational models, Large scale variable fidelity surrogate modeling, A critical assessment of Kriging model variants for high-fidelity uncertainty quantification in dynamics of composite shells, Inferring solutions of differential equations using noisy multi-fidelity data, Multi-fidelity Gaussian process regression for prediction of random fields, Multi-fidelity meta-modeling for reservoir engineering - application to history matching, Machine learning of linear differential equations using Gaussian processes, Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization, Best linear unbiased prediction for multifidelity computer experiments, Theoretical investigations of the new cokriging method for variable-fidelity surrogate modeling. Well-posedness and maximum likelihood training., The effect of the nugget on Gaussian process emulators of computer models, Further results on the existence of nested orthogonal arrays, Multi-fidelity modeling framework for nonlinear unsteady aerodynamics of airfoils, Uncertainty quantification in multiscale simulation of woven fiber composites, Machine learning in drug development: characterizing the effect of 30 drugs on the QT interval using Gaussian process regression, sensitivity analysis, and uncertainty quantification, One-dimensional modeling of fractional flow reserve in coronary artery disease: uncertainty quantification and Bayesian optimization, Bifidelity data-assisted neural networks in nonintrusive reduced-order modeling, Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification, Computer experiments: a review, Modelling of a thermomechanically coupled forming process based on functional outputs from a finite element analysis and from experimental measurements, Multi-fidelity deep neural network surrogate model for aerodynamic shape optimization, Efficient uncertainty quantification for dynamic subsurface flow with surrogate by theory-guided neural network, A sequential calibration and validation framework for model uncertainty quantification and reduction, The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions, Expected improvement for expensive optimization: a review, Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography, Uncertainty calibration for probabilistic projection methods, Multi-fidelity meta modeling using composite neural network with online adaptive basis technique, Uniform projection nested Latin hypercube designs, Multi-fidelity regression using artificial neural networks: efficient approximation of parameter-dependent output quantities, Mosaic flows: a transferable deep learning framework for solving PDEs on unseen domains, A physics-informed multi-fidelity approach for the estimation of differential equations parameters in low-data or large-noise regimes, Analyzing stochastic computer models: a review with opportunities, At the crossroads of simulation and data analytics, Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction, A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations, Sequential design strategy for kriging and cokriging-based machine learning in the context of reservoir history-matching, Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification, A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables, Multi-fidelity Bayesian neural networks: algorithms and applications, Deep coregionalization for the emulation of simulation-based spatial-temporal fields, Customized data-driven RANS closures for bi-fidelity LES-RANS optimization, Augmented Gaussian random field: theory and computation, On the optimization of approximate control variates with parametrically defined estimators, Stochastic multi-fidelity surrogate modeling of dendritic crystal growth, Multi-fidelity design optimisation strategy under uncertainty with limited computational budget, Bayesian multiresolution modeling of georeferenced data: an extension of `LatticeKrig', Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression, Propagation of uncertainty in the mechanical and biological response of growing tissues using multi-fidelity Gaussian process regression, Surrogate modeling for fluid flows based on physics-constrained deep learning without simulation data, Multi-fidelity classification using Gaussian processes: accelerating the prediction of large-scale computational models, A non-intrusive multifidelity method for the reduced order modeling of nonlinear problems, A bi-fidelity surrogate modeling approach for uncertainty propagation in three-dimensional hemodynamic simulations, Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset, Physics-constrained deep learning for high-dimensional surrogate modeling and uncertainty quantification without labeled data, Physics-informed cokriging: a Gaussian-process-regression-based multifidelity method for data-model convergence, A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime, A composite neural network that learns from multi-fidelity data: application to function approximation and inverse PDE problems, A bi-fidelity method for the multiscale Boltzmann equation with random parameters, Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence, Robust optimisation of computationally expensive models using adaptive multi-fidelity emulation, Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes, Latent map Gaussian processes for mixed variable metamodeling, Residual Gaussian process: a tractable nonparametric Bayesian emulator for multi-fidelity simulations, Engineering design applications of surrogate-assisted optimization techniques, Contour estimation via two fidelity computer simulators under limited resources, Verifying reification with application to a rainfall-runoff computer simulator, Coupling multi-fidelity Kriging and model-order reduction for the construction of virtual charts, High dimensional kriging metamodelling utilising gradient information, A near-stationary subspace for ridge approximation, A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems, Multi-fidelity optimization of super-cavitating hydrofoils, Bi-directional coupling between a PDE-domain and an adjacent data-domain equipped with multi-fidelity sensors, Conditional deep surrogate models for stochastic, high-dimensional, and multi-fidelity systems, Conditional quantile sequential estimation for stochastic codes, Default priors for Gaussioan processes, Extended co-Kriging interpolation method based on multi-fidelity data, Using adaptive multi-accurate function evaluations in a surrogate-assisted method for computer experiments, Sliced Latin hypercube designs via orthogonal arrays, Virtual model validation of complex multiscale systems: applications to nonlinear elastostatics, ``Natural norm a posteriori error estimators for reduced basis approximations, Calibration and validation of coarse-grained models of atomic systems: application to semiconductor manufacturing, MFNets: data efficient all-at-once learning of multifidelity surrogates as directed networks of information sources, Uncertainty Quantification Using the Nearest Neighbor Gaussian Process, Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization, The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications, Correction of Model Reduction Errors in Simulations, Physics-Based Kriging Surrogates for a Class of Finite Element Codes, Nonlinear information fusion algorithms for data-efficient multi-fidelity modelling, Statistical Assessment of Numerical Models*, Unnamed Item, Efficient sequential experimental design for surrogate modeling of nested codes, Bayesian calibration of hydrocarbon reservoir models using an approximate reservoir simulator in the prior specification, Objective Bayesian Analysis of a Cokriging Model for Hierarchical Multifidelity Codes, Physics Information Aided Kriging using Stochastic Simulation Models, Output Space Entropy Search Framework for Multi-Objective Bayesian Optimization, Adaptive multi-fidelity sampling for CFD-based optimisation via radial basis function metamodels, Bayesian integrative analysis for multi-fidelity computer experiments, Bifidelity Surrogate Modelling: Showcasing the Need for New Test Instances, Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available, A Multilevel Simulation Optimization Approach for Quantile Functions, Multifidelity Data Fusion via Gradient-Enhanced Gaussian Process Regression, High-Dimensional Nonlinear Multi-Fidelity Model with Gradient-Free Active Subspace Method, When Bifidelity Meets CoKriging: An Efficient Physics-Informed MultiFidelity Method, Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media, Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators, Multi-fidelity modelling of mixed convection based on experimental correlations and numerical simulations, A Nonstationary Statistical Model for Computationally Intensive Numerical Ordinary Differential Systems, Multifidelity Information Fusion Algorithms for High-Dimensional Systems and Massive Data sets, Design and Analysis of Variable Fidelity Experimentation Applied to Engine Valve Heat Treatment Process Design, An algorithmic framework for the optimization of computationally expensive bi-fidelity black-box problems, Surrogate Modeling with Gaussian Processes for an Inverse Problem in Polymer Dynamics, Bayesian latent variable co-kriging model in remote sensing for quality flagged observations, Statistical Implementations of Agent‐Based Demographic Models, An iterative multi‐fidelity approach for model order reduction of multidimensional input parametric PDE systems, Multi-fidelity surrogate-based optimal design of road vehicle suspension systems, Multifidelity approaches for uncertainty quantification, Analytical uncertainty quantification approach based on adaptive generalized <scp>co‐Gaussian</scp> process model, Multifidelity uncertainty quantification with models based on dissimilar parameters, Reliable extrapolation of deep neural operators informed by physics or sparse observations, Efficient prediction of turbulent flow quantities using a Bayesian hierarchical multifidelity model, Fast prediction of aquifer thermal energy storage: a multicyclic metamodelling procedure, Gaussian Process Regression on Nested Spaces, An Adaptive Non-Intrusive Multi-Fidelity Reduced Basis Method for Parameterized Partial Differential Equations, Sequential design of multi-fidelity computer experiments with effect sparsity, Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics, Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy, Multi‐fidelity data fusion through parameter space reduction with applications to automotive engineering, Multifidelity Surrogate Modeling for Time-Series Outputs, An asynchronous parallel high-throughput model calibration framework for crystal plasticity finite element constitutive models, Optimal Simulator Selection, A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments, Interpretable Architecture Neural Networks for Function Visualization, A latent variable approach for non-hierarchical multi-fidelity adaptive sampling, Bi-fidelity variational auto-encoder for uncertainty quantification, Reliable and efficient parameter estimation using approximate continuum limit descriptions of stochastic models, Multi-fidelity surrogate modeling using long short-term memory networks, Nested Latin Hypercube Designs with Sliced Structures, Proper orthogonal decompositions in multifidelity uncertainty quantification of complex simulation models, Multifidelity approaches for optimization under uncertainty, Nonhierarchical multi‐model fusion using spatial random processes, Experimental Design for Nonparametric Correction of Misspecified Dynamical Models, Multi-fidelity optimization via surrogate modelling, Investigating the sensitivity of Gaussian processes to the choice of their correlation function and prior specifications
