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Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

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

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Methodology · Statistics 2024-12-10 Chunshan Liu , Daniel R. Kowal , James Doss-Gollin , Marina Vannucci

Currently, an excessive amount of event data is being obtained in four-dimensional inelastic neutron-scattering experiments. A method for automatic bin-width optimization of multidimensional histograms has been developed and recently…

Data Analysis, Statistics and Probability · Physics 2026-03-19 Kensuke Muto , Hirotaka Sakamoto , Kenji Nagata , Taka-hisa Arima , Masato Okada

Single-spin quantum sensors, for example based on nitrogen-vacancy centres in diamond, provide nanoscale mapping of magnetic fields. In applications where the magnetic field may be changing rapidly, total sensing time is crucial and must be…

Quantum Physics · Physics 2021-05-26 K. Craigie , E. M. Gauger , Y. Altmann , C. Bonato

Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…

Methodology · Statistics 2026-05-29 Chen Cheng , Xun Huan

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

Machine Learning · Computer Science 2019-06-11 Michał Dereziński , Feynman Liang , Michael W. Mahoney

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

Robust control of a quantum system is essential to utilize the current noisy quantum hardware to their full potential, such as quantum algorithms. To achieve such a goal, systematic search for an optimal control for any given experiment is…

Quantum Physics · Physics 2024-04-16 Sohail Reddy

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting…

Methodology · Statistics 2026-01-05 Daniel Waxman , Fernando Llorente , Katia Lamer , Petar M. Djurić

Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…

Computational Engineering, Finance, and Science · Computer Science 2014-10-17 Eliska Janouchova , Anna Kucerova

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

Chemical Physics · Physics 2019-09-10 Eric A. Walker , Kishore Ravisankar

Data analysis in science, e.g., high-energy particle physics, is often subject to an intractable likelihood if the observables and observations span a high-dimensional input space. Typically the problem is solved by reducing the…

Data Analysis, Statistics and Probability · Physics 2021-01-14 Stefan Wunsch , Simon Jörger , Roger Wolf , Günter Quast

Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…

Methodology · Statistics 2026-04-21 Roland B. Sogan , Tabea Rebafka , Fanny Villers