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Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…

Statistics Theory · Mathematics 2017-05-30 Zelda Mariet , Suvrit Sra

The identification of the interface of an inclusion in a diffusion process is considered. This task is viewed as a parameter identification problem in which the parameter space bears the structure of a shape manifold. A corresponding…

Optimization and Control · Mathematics 2021-04-12 Tommy Etling , Roland Herzog , Martin Siebenborn

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Machine Learning · Computer Science 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon

Organic electrochemical transistors offer powerful functionalities for biosensors and neuroinspired electronics, with still much to understand on the time dependent behavior of this electrochemical device. Here, we report on distributed…

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

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Machine Learning · Computer Science 2024-03-28 Wanggang Shen , Xun Huan

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

Numerical Analysis · Mathematics 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

The goal of this paper is to make Optimal Experimental Design (OED) computationally feasible for problems involving significant computational expense. We focus exclusively on the Mean Objective Cost of Uncertainty (MOCU), which is a…

Optimization and Control · Mathematics 2020-12-09 Anthony M. DeGennaro , Francis J. Alexander

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

Optimization and Control · Mathematics 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager

We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…

Machine Learning · Statistics 2025-09-22 Robert Gruhlke , Matei Hanu , Claudia Schillings , Philipp Wacker

Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream…

Computation · Statistics 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

In computational inverse problems, the optimal experimental design (OED) problem seeks the best locations in time and space at which to take measurements. We investigate the nonlinear OED problem in the context of continuously-indexed…

Numerical Analysis · Mathematics 2025-06-10 Ruhui Jin , Qin Li , Stephen O. Mussmann , Stephen J. Wright

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-13 Sreeram Venkat , Stefan Henneking , Omar Ghattas

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

Optimal experimental design provides a way of determining a-priori the best locations at which to place accelerometers in vibrations analysis experiments. However, in practice, sensors often fail during experimentation due high mechanical…

Computational Engineering, Finance, and Science · Computer Science 2026-04-17 Rebekah White , Chandler Smith , Drew Kouri , Jace Ritchie , Wilkins Aquino , Timothy Walsh