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Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…

Machine Learning · Computer Science 2025-04-29 Jiayuan Dong , Christian Jacobsen , Mehdi Khalloufi , Maryam Akram , Wanjiao Liu , Karthik Duraisamy , Xun Huan

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

Careful design of semiconductor manufacturing equipment is crucial for ensuring the performance, yield, and reliability of semiconductor devices. Despite this, numerical optimization methods are seldom applied to optimize the design of such…

Computational Engineering, Finance, and Science · Computer Science 2024-11-14 Bingran Wang , Min Sung Kim , Taewoong Yoon , Dasom Lee , Byeong-Sang Kim , Dougyong Sung , John T. Hwang

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

We give a full description of the numerical solution of a general charge transport model for doped disordered semiconductors with arbitrary field- and density-dependent mobilities. We propose a suitable scaling scheme and generalize the…

Computational Physics · Physics 2012-12-13 S. Stodtmann , R. M. Lee , C. K. F. Weiler , A. Badinski

Accelerated degradation tests are used to provide accurate estimation of lifetime characteristics of highly reliable products within a relatively short testing time. Data from particular tests at high levels of stress (e.g., temperature,…

Applications · Statistics 2021-06-07 Helmi Shat , Rainer Schwabe

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic and…

Dynamical Systems · Mathematics 2020-03-18 Stefan Klus , Feliks Nüske , Sebastian Peitz , Jan-Hendrik Niemann , Cecilia Clementi , Christof Schütte

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

Quantum Physics · Physics 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…

Systems and Control · Computer Science 2017-12-29 Sheng Zhang , En-Mi Yong , Wei-Qi Qian

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

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…

Machine Learning · Statistics 2025-11-12 Yasir Zubayr Barlas , Sabina J. Sloman , Samuel Kaski

Controlling spurious oscillations is crucial for designing reliable numerical schemes for hyperbolic conservation laws. This paper proposes a novel, robust, and efficient oscillation-eliminating discontinuous Galerkin (OEDG) method on…

Numerical Analysis · Mathematics 2024-09-17 Manting Peng , Zheng Sun , Kailiang Wu

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

Methodology · Statistics 2019-01-10 Tingran Gao , Shahar Z. Kovalsky , Ingrid Daubechies

With more energy networks being interconnected to form integrated energy systems (IESs), the optimal energy flow (OEF) problem has drawn increasing attention. Extant studies on OEF models mostly utilize the finite difference method (FDM) to…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Binbin Chen , Wenchuan Wu , Qinglai Guo , Hongbin Sun

In this paper, gradient-based optimization methods are combined with finite-element modeling for improving electric devices. Geometric design parameters are considered by affine decomposition of the geometry or by the design element…

Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…

Methodology · Statistics 2025-02-25 Wenxuan Guo , Tengyuan Liang , Panos Toulis

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer