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We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…

Machine Learning · Computer Science 2017-03-01 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash

For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…

Machine Learning · Statistics 2021-04-28 Themistoklis P. Sapsis

The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…

Machine Learning · Computer Science 2026-05-13 Vignesh Tirukkonda , Anirudh Rayas , Gautam Dasarathy

One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation and associated importance sampling have been shown to be…

Computation · Statistics 2021-08-17 Quan Long

Phase diagrams serve as a highly informative tool for materials design, encapsulating information about the phases that a material can manifest under specific conditions. In this work, we develop a method in which Bayesian inference is…

Materials Science · Physics 2023-09-06 Timofei Miryashkin , Olga Klimanova , Vladimir Ladygin , Alexander Shapeev

In this work, we study Bayesian quantum parameter estimation given a finite number of uses of the process encoding one or more unknown physical quantities. For multiple uses, it is conventional to classify quantum metrological protocols as…

Quantum Physics · Physics 2026-02-11 Erik L. André , Jessica Bavaresco , Mohammad Mehboudi

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

Methodology · Statistics 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

The hematopoietic system has a highly regulated and complex structure in which cells are organized to successfully create and maintain new blood cells. Feedback regulation is crucial to tightly control this system, but the specific…

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

Methodology · Statistics 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

A statistician designing an experiment wants to get as much information as possible from the data gathered. Often this means the most precise estimate possible (that is, an estimate with minimum possible variance) of the unknown parameters.…

Statistics Theory · Mathematics 2011-11-17 R. A. Bailey , Peter J. Cameron

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited interventional data. Given that randomized experiments are…

Methodology · Statistics 2019-02-28 Raj Agrawal , Chandler Squires , Karren Yang , Karthik Shanmugam , Caroline Uhler

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas

We study active structure learning of Bayesian networks in an observational setting, in which there are external limitations on the number of variable values that can be observed from the same sample. Random samples are drawn from the joint…

Machine Learning · Computer Science 2022-08-23 Noa Ben-David , Sivan Sabato

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language,…

Machine Learning · Statistics 2017-01-10 Valery A. Kalyagin , Alexander P. Koldanov , Petr A. Koldanov , Panos M. Pardalos

An optimal sequential experimental design approach is developed to computationally characterize soft material properties at the high strain rates associated with bubble cavitation. The approach involves optimal design and model inference.…

Soft Condensed Matter · Physics 2025-11-19 Tianyi Chu , Jonathan B. Estrada , Spencer H. Bryngelson