Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current computational models are usually high-dimensional and uncertain. We consider Bayesian inference for constructing statistical surrogates with input uncertainties and intrinsic dimensionality reduction. The surrogates are trained by fitting to data from prevalent deterministic computational models. The assumed prior probability density of the surrogate is a Gaussian process. We determine the respective posterior probability density and parameters of the posited statistical model using variational Bayes. The non-Gaussian posterior is approximated by a simpler trial density with free variational parameters and the discrepancy between them is measured using the Kullback-Leibler (KL) divergence. We employ the stochastic gradient method to compute the variational parameters and other statistical model parameters by minimising the KL divergence. We demonstrate the accuracy and versatility of the proposed reduced dimension variational Gaussian process (RDVGP) surrogate on illustrative and robust structural optimisation problems with cost functions depending on a weighted sum of the mean and standard deviation of model outputs.

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