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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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1122 · May 202119922001200920172026
16 results for surrogate-assisted

Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces several challenges given a large number of parameters, complex and multimodal posterio…

2018-11-21abs ↗pdf ↗

SCIENCE improves prediction intervals for individual causal effects.

problem Wide prediction intervals limit practical utility of causal inference.
method Surrogate-assisted conformal inference for efficient individual causal effects.
result SCIENCE produces more efficient prediction intervals for individual causal effects.

The paper proposes a method to predict the performance of data-driven algorithms using surrogate models.

problem Improving the performance prediction of data-driven knowledge discovery algorithms.
method Surrogate-assisted performance prediction using evolutionary modeling of clinical pathways.
result The proposed approach provides interpretable prediction of algorithm performance and quality.

Develops a SAS approach for high-dimensional risk prediction using unlabeled data.

problem Challenges in risk modeling with EHR data due to lack of direct disease outcomes and high dimensionality.
method Surrogate Assisted Semi-supervised Learning (SAS) approach leveraging unlabeled and labeled data.
result Valid inference for predicted risk even when underlying model is dense and mis-specified.

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 engineering, which is very time consuming. Can we train interpretable and accurate mod…

2019-02-28abs ↗pdf ↗

A new method optimizes complex engineering designs under uncertainty efficiently.

problem Optimizing large, uncertain engineering designs with limited resources.
method Multi-level informed optimization via decomposed Kriging.
result Significantly faster and more accurate optimization compared to state-of-the-art methods.

PDMP samplers improve Bayesian PDE coefficient inference.

problem Efficient Bayesian inference in non-linear inverse problems with expensive likelihoods.
method Piecewise deterministic Markov process (PDMP) with surrogate-assisted thinning.
result PDMP samplers achieve higher accuracy and efficiency than traditional methods.

Wind farm layout optimisation tackles space constraints with Bayesian multi-objective approach.

problem Optimizing wind farm layout due to limited space and conflicting objectives.
method Set-based multi-objective Bayesian optimisation using Gaussian process.
result Demonstrates potential of set-based Bayesian multi-objective optimisation for wind farm layout.

Proposes a method to refine PDE-driven high-dimensional rare-event simulation.

problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.

New framework tackles high-dimensional reliability analysis using surrogate models and active subspaces.

problem High computational cost and curse of dimensionality in reliability analysis of high-dimensional systems.
method Sparse Active Subspace (SAS) algorithm for identifying low-dimensional manifolds and constructing efficient surrogate models.
result Proposed framework significantly improves accuracy and efficiency of reliability analysis compared to existing methods.

This work tackles robust optimization with multiple objectives for structural design.

problem Optimizing structural design under uncertainty for multiple conflicting objectives.
method Adaptive surrogate modeling using Kriging to approximate computationally expensive models.
result The importance of replacing the heating system in building renovations is highlighted.