Emulating dynamic non-linear simulators using Gaussian processes

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 of some real-world phenomenon over time, for example models of the climate or the functioning of the human brain. The models we are interested in are highly non-linear and exhibit tipping points, bifurcations and chaotic behaviour. However, each simulation run could be too time-consuming to perform analyses that require many runs, including quantifying the variation in model output with respect to changes in the inputs. Therefore, Gaussian process emulators are used to approximate the output of the code. To do this, the flow map of the system under study is emulated over a short time period. Then, it is used in an iterative way to predict the whole time series. A number of ways are proposed to take into account the uncertainty of inputs to the emulators, after fixed initial conditions, and the correlation between them through the time series. The methodology is illustrated with two examples: the highly non-linear dynamical systems described by the Lorenz and Van der Pol equations. In both cases, the predictive performance is relatively high and the measure of uncertainty provided by the method reflects the extent of predictability in each system

Accelerating inference in cosmology and seismology with generative models

Statistical analyses in many physical sciences require running simulations of the system that is being examined. Such simulations provide complementary information to the theoretical analytic models, and represent an invaluable tool to investigate the dynamics of complex systems. However, running simulations is often computationally expensive, and the high number of required mocks to obtain sufficient statistical precision often makes the problem intractable. In recent years, machine learning has emerged as a possible solution to speed up the generation of scientific simulations. Machine learning generative models usually rely on iteratively feeding some true simulations to the algorithm, until it learns the important common features and is capable of producing accurate simulations in a fraction of the time. In this thesis, advanced machine learning algorithms are explored and applied to the challenge of accelerating physical simulations. Various techniques are applied to problems in cosmology and seismology, showing benefits and limitations of such an approach through a critical analysis. The algorithms are applied to compelling problems in the fields, including surrogate models for the seismic wave equation, the emulation of cosmological summary statistics, and the fast generation of large simulations of the Universe. These problems are formulated within a relevant statistical framework, and tied to real data analysis pipelines. In the conclusions, a critical overview of the results is provided, together with an outlook over possible future expansions of the work presented in the thesis

Neuromorphic, Digital and Quantum Computation with Memory Circuit Elements

Memory effects are ubiquitous in nature and the class of memory circuit elements - which includes memristors, memcapacitors and meminductors - shows great potential to understand and simulate the associated fundamental physical processes. Here, we show that such elements can also be used in electronic schemes mimicking biologically-inspired computer architectures, performing digital logic and arithmetic operations, and can expand the capabilities of certain quantum computation schemes. In particular, we will discuss few examples where the concept of memory elements is relevant to the realization of associative memory in neuronal circuits, spike-timing-dependent plasticity of synapses, digital and field-programmable quantum computing