activity
20162026
most citedEmulating dynamic non-linear simulators using Gaussian processes

36 citations · 91 across the 9 of their papers we have counts for

collaborators

11 papers

stat.ME2026

Kriging and Gaussian processes: interconnected frameworks for spatial modelling and prediction

Hossein Mohammadi

Spatial modelling and inference arise across many areas of science and engineering, with Kriging and Gaussian process (GP) regression serving as two widely used predictive models.…

stat.ME2026

An ensemble-based approach for multi-fidelity emulation and adaptive sampling

Hossein Mohammadi

High-resolution simulation models are essential for representing complex physical systems, yet their substantial computational cost severely limits the number of feasible high-fide…

stat.ME2023

Cross-Validation Based Adaptive Sampling for Multi-Level Gaussian Process Models

Louise Kimpton, James Salter, Tim Dodwell +2

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarch…

stat.CO2022★ 1 cited

Variance-based global sensitivity analysis of numerical models using R

Hossein Mohammadi, Peter Challenor, Clémentine Prieur

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model out…

stat.ME2022★ 1 cited

Sequential adaptive design for emulating costly computer codes

Hossein Mohammadi, Peter Challenor

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of trai…

stat.ME2021★ 1 cited

Emulating complex dynamical simulators with random Fourier features

Hossein Mohammadi, Peter Challenor, Marc Goodfellow

A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the sys…

stat.CO2020★ 22 cited

Cross-validation based adaptive sampling for Gaussian process models

Hossein Mohammadi, Peter Challenor, Daniel Williamson +1

In many real-world applications, we are interested in approximating black-box, costly functions as accurately as possible with the smallest number of function evaluations. A comple…

stat.ME2019★ 5 cited

Emulating computer models with step-discontinuous outputs using Gaussian processes

Hossein Mohammadi, Peter Challenor, Marc Goodfellow +1

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approxim…

stat.ML2018★ 36 cited

Emulating dynamic non-linear simulators using Gaussian processes

Hossein Mohammadi, Peter Challenor, Marc Goodfellow

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution…

math.OC2016★ 1 cited

Small ensembles of kriging models for optimization

Hossein Mohammadi, Rodolphe Le Riche, Eric Touboul

The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and…

math.OC2016★ 24 cited

An analytic comparison of regularization methods for Gaussian Processes

Hossein Mohammadi, Rodolphe Le Riche, Nicolas Durrande +2

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular…