Statistics for Spatial Data.

Simulation and the monte carlo method

We propose an independence criterion based on the eigen-spectrum of covariance operators in reproducing kernel Hilbert spaces (RKHSs), consisting of an empirical estimate of the Hilbert-Schmidt norm of the cross-covariance operator (we term this a Hilbert-Schmidt Independence Criterion, or HSIC). This approach has several advantages, compared with previous kernel-based independence criteria. First, the empirical estimate is simpler than any other kernel dependence test, and requires no user-defined regularisation. Second, there is a clearly defined population quantity which the empirical estimate approaches in the large sample limit, with exponential convergence guaranteed between the two: this ensures that independence tests based on HSIC do not suffer from slow learning rates. Finally, we show in the context of independent component analysis (ICA) that the performance of HSIC is competitive with that of previously published kernel-based criteria, and of other recently published ICA methods.

Measuring statistical dependence with Hilbert-Schmidt norms

Most numerical integration techniques consist of approximating the integrand by a polynomial in a region or regions and then integrating the polynomial exactly. Often a complicated integrand can be factored into a non-negative ''weight'' function and another function better approximated by a polynomial, thus $\int_{a}^{b} g(t)dt = \int_{a}^{b} \omega (t)f(t)dt \approx \sum_{i=1}^{N} w_i f(t_i)$. Hopefully, the quadrature rule ${\{w_j, t_j\}}_{j=1}^{N}$ corresponding to the weight function $\omega$(t) is available in tabulated form, but more likely it is not. We present here two algorithms for generating the Gaussian quadrature rule defined by the weight function when: a) the three term recurrence relation is known for the orthogonal polynomials generated by $\omega$(t), and b) the moments of the weight function are known or can be calculated.

Calculation of Gauss quadrature rules.

Computational methods in optimization considering uncertainties – An overview

Metamodeling has been widely used for design optimization by building surrogate models for computationally intensive engineering application problems. Among all the metamodeling methods, the kriging method has gained significant interest for its accuracy.However, in traditional krigingmethods, themean structure is constructed using a fixed set of polynomial basis functions, and the optimization methods used to obtain the optimal correlation parameter may not yield an accurate optimum. In this paper, a new method called the dynamic kriging method is proposed to fit the true model more accurately. In this dynamic kriging method, an optimal mean structure is obtainedusing thebasis functions that are selected bya genetic algorithm from the candidate basis functions based on a new accuracy criterion, and a generalized pattern search algorithm is used to find an accurate optimum for the correlation parameter. The dynamic kriging method generates a more accurate surrogate model than other metamodeling methods. In addition, the dynamic kriging method is applied to the simulation-based design optimization with multiple efficiency strategies. An engineering example shows that the optimal design obtained by using the surrogate models from the dynamic kriging method can achieve the same accuracy as the one obtained by using the sensitivity-based optimization method.

Metamodeling Method Using Dynamic Kriging for Design Optimization

Dimension reduction method for reliability-based robust design optimization

Inverse analysis method using MPP-based dimension reduction for reliability-based design optimization of nonlinear and multi-dimensional systems

Deep learning has recently been applied to various research areas of design optimization. This study presents the need and effectiveness of adopting deep learning for generative design (or design exploration) research area. This work proposes an artificial intelligent (AI)-based design automation framework that is capable of generating numerous design options which are not only aesthetic but also optimized for engineering performance. The proposed framework integrates topology optimization and deep generative models (e.g., generative adversarial networks (GANs)) in an iterative manner to explore new design options, thus generating a large number of designs starting from limited previous design data. In addition, anomaly detection can evaluate the novelty of generated designs, thus helping designers choose among design options. The 2D wheel design problem is applied as a case study for validation of the proposed framework. The framework manifests better aesthetics, diversity, and robustness of generated designs than previous generative design methods.

Deep Generative Design: Integration of Topology Optimization and Generative Models

This paper presents a sampling-based RBDO method using surrogate models. The Dynamic Kriging (D-Kriging) method is used for surrogate models, and a stochastic sensitivity analysis is introduced to compute the sensitivities of probabilistic constraints with respect to independent or correlated random variables. For the sampling-based RBDO, which requires Monte Carlo simulation (MCS) to evaluate the probabilistic constraints and stochastic sensitivities, this paper proposes new efficiency and accuracy strategies such as a hyper-spherical local window for surrogate model generation, sample reuse, local window enlargement, filtering of constraints, and an adaptive initial point for the pattern search. To further improve computational efficiency of the sampling-based RBDO method for large-scale engineering problems, parallel computing is proposed as well. Once the D-Kriging accurately approximates the responses, there is no further approximation in the estimation of the probabilistic constraints and stochastic sensitivities, and thus the sampling-based RBDO can yield very accurate optimum design. In addition, newly proposed efficiency strategies as well as parallel computing help find the optimum design very efficiently. Numerical examples verify that the proposed sampling-based RBDO can find the optimum design more accurately than some existing methods. Also, the proposed method can find the optimum design more efficiently than some existing methods for low dimensional problems, and as efficient as some existing methods for high dimensional problems when the parallel computing is utilized.

Ikjin Lee

Papers

Metamodeling Method Using Dynamic Kriging for Design Optimization

Dimension reduction method for reliability-based robust design optimization

Inverse analysis method using MPP-based dimension reduction for reliability-based design optimization of nonlinear and multi-dimensional systems

Deep Generative Design: Integration of Topology Optimization and Generative Models

Sampling-based RBDO using the stochastic sensitivity analysis and Dynamic Kriging method