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Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics of the governing equations. We propose a new framework for…

Numerical Analysis · Mathematics 2025-12-23 Alen Alexanderian , Hugo Díaz , Vishwas Rao , Arvind K. Saibaba

Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…

Optimization and Control · Mathematics 2022-08-30 David Mogalle , Philipp Seufert , Jan Schwientek , Michael Bortz , Karl-Heinz Küfer

The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can…

Machine Learning · Statistics 2017-07-20 Julia Ling , Max Hutchinson , Erin Antono , Sean Paradiso , Bryce Meredig

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…

Optimization and Control · Mathematics 2021-05-11 Gustavo Barbosa Libotte , Fran Sérgio Lobato , Francisco Duarte Moura Neto , Gustavo Mendes Platt

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…

Machine Learning · Statistics 2026-02-06 Beichen Wan , Mo Liu , Paul Grigas , Zuo-Jun Max Shen

Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…

Optimization and Control · Mathematics 2021-01-25 Charlie Vanaret , Philipp Seufert , Jan Schwientek , Gleb Karpov , Gleb Ryzhakov , Ivan Oseledets , Norbert Asprion , Michael Bortz

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…

Applications · Statistics 2019-04-25 L. Raillon , Christian Ghiaus

We consider design issues for toxicology studies when we have a continuous response and the true mean response is only known to be a member of a class of nested models. This class of non-linear models was proposed by toxicologists who were…

Statistics Theory · Mathematics 2010-11-29 Holger Dette , Andrey Pepelyshev , Piter Shpilev , Weng Kee Wong

We discuss a general method of model selection from experimentally recorded time-trace data. This method can be used to distinguish between quantum and classical dynamical models. It can be used in post-selection as well as for real-time…

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

This paper traces the strong relations between experimental design and control, such as the use of optimal inputs to obtain precise parameter estimation in dynamical systems and the introduction of suitably designed perturbations in…

Optimization and Control · Mathematics 2008-03-03 Luc Pronzato

This paper considers the optimal design of input signals for the purpose of discriminating among a finite number of affine models with uncontrolled inputs and noise. Each affine model represents a different system operating mode,…

Optimization and Control · Mathematics 2019-01-03 Yuhao Ding , Farshad Harirchi , Sze Zheng Yong , Emil Jacobsen , Necmiye Ozay