The paper explores how to use gradients of simulator outputs with respect to input parameters to improve Bayesian inference for expensive simulators. By incorporating gradient information into Gaussian process surrogate models, the authors show that Bayesian optimization can converge faster under a limited simulation budget. They find that reverse‑mode differentiation yields efficiency gains, while forward‑mode does not offset its computational cost, especially when the number of parameters exceeds the output dimensionality.
By \v{S}imon Sold\'at, V\'aclav \v{S}m\'idl
arXiv:2502.00550v2 Announce Type: replace
Abstract: Surrogate models of parametric dynamical systems are essential for many-query and real-time predictions in engineering applications such as design...
By Bongseok Kim, Haoyang Zheng, Michael Penwarden, Guang Lin
arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.
By Yanwei Jia, Du Ouyang, Huy\^en Pham, Xun Yu Zhou
arXiv:2606. 12182v1 Announce Type: new Abstract: Identifying the governing equations of complex dynamical systems remains a fundamental challenge across science and engineering.
By Ana Larra\~naga, Urban Fasel, Steven L. Brunton
arXiv:2602. 08733v2 Announce Type: replace Abstract: Ordinary differential equations (ODEs) are central to scientific modelling, but inferring their vector fields from noisy trajectories remains challenging.
By Maximilian Mauel, Johannes R. H\"ubers, David Berghaus, Patrick Seifner, Ramses J. Sanchez
arXiv:2605. 15407v3 Announce Type: replace-cross Abstract: We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space.
By Ricardo Baptista, Hojjat Kaveh, Andrew M. Stuart