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A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

Optimization and Control · Mathematics 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

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

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

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters.…

Computation · Statistics 2026-04-08 Shijie Zhong , Wanggang Shen , Tommie Catanach , Xun Huan

We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

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

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

Optimization and Control · Mathematics 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Given an experimental set-up and a fixed number of measurements, how should one take data in order to optimally reconstruct the state of a quantum system? The problem of optimal experiment design (OED) for quantum state tomography was first…

Quantum Physics · Physics 2011-11-22 J. Nunn , B. J. Smith , G. Puentes , J. S. Lundeen , I. A. Walmsley

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

We applied Bayesian Optimal Experimental Design (OED) in the estimation of parameters involved in the Equilibrium Dispersive Model for chromatography with two components with the Langmuir adsorption isotherm. The coefficients estimated were…

Applications · Statistics 2024-10-08 Jose Rodrigo Rojo-Garcia , Heikki Haario , Tapio Helin , Tuomo Sainio

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…

Systems and Control · Computer Science 2014-11-12 Ali Mesbah , Stefan Streif

We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given $d$ different experimental variables with $m_i$ choices per design variable $1 \le…

Numerical Analysis · Mathematics 2025-06-03 Hugo Díaz , Arvind K. Saibaba , Srinivas Eswar , Vishwas Rao , Zichao Wendy Di

This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system…

Systems and Control · Electrical Eng. & Systems 2022-09-19 Xu Du , Alexander Engelmann , Timm Faulwasser , Boris Houska

The explicit constraint force method (ECFM) was recently introduced as a novel formulation of the physics-informed solution reconstruction problem, and was subsequently extended to inverse problems. In both solution reconstruction and…

Numerical Analysis · Mathematics 2026-01-09 Conor Rowan

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

Machine Learning · Statistics 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth
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