Multifidelity Cross-validation

A Renganathan, K Carlson - AIAA AVIATION FORUM AND ASCEND …, 2024 - arc.aiaa.org
Emulating the mapping between quantities of interest and their control parameters using
surrogate models finds widespread application in engineering design, including in …

Hybrid Monte Carlo for Failure Probability Estimation with Gaussian Process Surrogates

AS Booth, SA Renganathan - arXiv preprint arXiv:2410.04496, 2024 - arxiv.org
We tackle the problem of quantifying failure probabilities for expensive computer
experiments with stochastic inputs. The computational cost of evaluating the computer …