Recent Advances on the Design, Analysis and Decision-making with Expensive Virtual Experiments

Abstract

With breakthroughs in virtual experimentation, computer simulation has been replacing physical experiments that are prohibitively expensive or infeasible to perform in a large scale. However, as the system becomes more complex and realistic, such simulations can be extremely time-consuming and simulating the entire parameter space becomes impractical. One solution is computer emulation, which builds a predictive model based on a handful of simulation data. Gaussian process is a popular emulator used in many physics and engineering applications for this purpose. In particular, for complicated scientific phenomena like the Quark-Gluon Plasma, employing a multi-fidelity emulator to pool information from multi-fidelity simulation data may enhance predictive performance while simultaneously reducing simulation costs. In this dissertation, we explore two novel approaches for multi-fidelity Gaussian process modeling. The first model is the Graphical Multi-fidelity Gaussian Process (GMGP) model, which embeds scientific dependencies among multi-fidelity data in a directed acyclic graph (DAG). The second model we present is the Conglomerate Multi-fidelity Gaussian Process (CONFIG) model, applicable to scenarios where the accuracy of a simulator is controlled by multiple continuous fidelity parameters.Software engineering is another domain relying heavily on virtual experimentation. In order to ensure the robustness of a new software application, it is required to go through extensive testing and validation before production. Such testing is typically carried out through virtual experimentation and can require substantial computing resources, particularly as the system complexity grows. Fault localization is a key step in software testing as it pinpoints root causes of failures based on executed test case outcomes. However, existing fault localization techniques are mostly deterministic and provides limited insight into assessing the probabilistic risk of failure-inducing combinations. To address this limitation, we present a novel Bayesian Fault Localization (BayesFLo) framework for software testing, yielding a principled and probabilistic ranking of suspicious inputs for identifying the root causes of software failures.