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We develop a branch-and-bound algorithm for the integer D-optimality problem, a central problem in statistical design theory, based on two convex relaxations, employing variable-bound tightening and fast local-search procedures, testing our…

Optimization and Control · Mathematics 2024-09-10 Gabriel Ponte , Marcia Fampa , Jon Lee

In this work, we address the exact D-optimal experimental design problem by proposing an efficient algorithm that rapidly identifies the support of its continuous relaxation. Our method leverages a column generation framework to solve such…

Optimization and Control · Mathematics 2026-05-18 Selin Ahipasaoglu , Stefano Cipolla , Jacek Gondzio

Designing efficient experiments under practical constraints is critical in both scientific research and industrial practice. Focusing on minimizing the average variance of the parameter estimates, A-optimal designs show advantages in…

Methodology · Statistics 2026-03-20 Yingying Yang , Xiaotian Chen , Jie Yang

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

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

We present a novel stochastic approach to binary optimization for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Sven Leyffer , Todd Munson

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

Alphabetic optimality criteria, such as the $D$, $A$, and $I$ criteria, require specifying a model to select optimal designs. They are not model free and the optimal designs selected by them are not robust to model uncertainty. Recently,…

Computation · Statistics 2016-04-14 Chang-Yun Lin

This study addresses from the Optimal Experimental Design perspective the use of the isothermal experimentation procedure to precisely estimate the parameters defining models used in predictive microbiology. Starting from a case study set…

Applications · Statistics 2025-04-29 Alba Muñoz del Río , Víctor Casero-Alonso , Mariano Amo-Salas

We identify locally $D$-optimal crossover designs for generalized linear models. We use generalized estimating equations to estimate the model parameters along with their variances. To capture the dependency among the observations coming…

Methodology · Statistics 2020-01-20 Jeevan Jankar , Abhyuday Mandal , Jie Yang

The ability to design effective experiments is crucial for obtaining data that can substantially reduce the uncertainty in the predictions made using computational models. An optimal experimental design (OED) refers to the choice of a…

Methodology · Statistics 2025-06-17 Troy Butler , John Jakeman , Michael Pilosov , Scott Walsh , Timothy Wildey

In practice, optimal screening designs for arbitrary run sizes are traditionally generated using the D-criterion with factor settings fixed at +/- 1, even when considering continuous factors with levels in [-1, 1]. This paper identifies…

Methodology · Statistics 2022-11-01 Jonathan Stallrich , Katherine Allen-Moyer , Bradley Jones

Designs for screening experiments usually include factors with two levels only. Adding a few four-level factors allows for the inclusion of multi-level categorical factors or quantitative factors with possible quadratic or third-order…

Methodology · Statistics 2023-05-11 Alexandre Bohyn , Eric D. Schoen , Peter Goos

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

Factorial designs are widely used in agriculture, engineering, and the social sciences to study the causal effects of several factors simultaneously on a response. The objective of such a design is to estimate all factorial effects of…

Methodology · Statistics 2015-11-09 Zach Branson , Tirthankar Dasgupta , Donald B. Rubin

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

This paper studies optimal designs for linear regression models with correlated effects for single responses. We introduce the concept of rhombic design to reduce the computational complexity and find a semi-algebraic description for the…

Statistics Theory · Mathematics 2021-06-17 Ulrike Graßhoff , Heinz Holling , Frank Röttger , Rainer Schwabe

This article discusses $A$-, $D$- and $E$-optimality results for multivariate crossover designs, where more than one response is measured from every period for each subject. The motivation for these multivariate designs comes from a $3…

Methodology · Statistics 2025-09-22 Shubham Niphadkar , Siuli Mukhopadhyay
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