252 citations · 629 across the 33 of their papers we have counts for
4 papers · 1 filter
Multi-fidelity Constrained Optimization for Stochastic Black Box Simulators
Atul Agrawal, Kislaya Ravi, Phaedon-Stelios Koutsourelakis +1
Constrained optimization of the parameters of a simulator plays a crucial role in a design process. These problems become challenging when the simulator is stochastic, computationa…
Efficient and Scalable Kernel Matrix Approximations using Hierarchical Decomposition
Keerthi Gaddameedi, Severin Reiz, Tobias Neckel +1
With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to co…
Multi-fidelity No-U-Turn Sampling
Kislaya Ravi, Tobias Neckel, Hans-Joachim Bungartz
Markov Chain Monte Carlo (MCMC) methods often take many iterations to converge for highly correlated or high-dimensional target density functions. Methods such as Hamiltonian Monte…
Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty
Friedrich Menhorn, Gianluca Geraci, D. Thomas Seidl +3
Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extende…