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We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

Optimization and Control · Mathematics 2025-09-01 Madhusudan Madhavan , Alen Alexanderian , Arvind K. Saibaba , Bart van Bloemen Waanders , Rebekah D. White

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

In this paper, we propose an efficient ordered-statistics decoding (OSD) algorithm with an adaptive Gaussian elimination (GE) reduction technique. The proposed decoder utilizes two decoding conditions to adaptively remove GE in OSD. The…

Information Theory · Computer Science 2022-12-26 Chentao Yue , Mahyar Shirvanimoghaddam , Branka Vucetic , Yonghui Li

Detecting out-of-distribution (OOD) samples for trusted medical image segmentation remains a significant challenge. The critical issue here is the lack of a strict definition of abnormal data, which often results in artificial problem…

Image and Video Processing · Electrical Eng. & Systems 2023-08-16 Anton Vasiliuk , Daria Frolova , Mikhail Belyaev , Boris Shirokikh

In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence.…

Machine Learning · Computer Science 2013-05-06 Fuqiang Chen

Sequential filtering and spatial inverse problems assimilate data points distributed either temporally (in the case of filtering) or spatially (in the case of spatial inverse problems). Sometimes it is possible to choose the position of…

Statistics Theory · Mathematics 2025-08-19 Sahani Pathiraja , Claudia Schillings , Philipp Wacker

We develop and analyze a posteriori error estimators for a proper orthogonal decomposition-discrete empirical interpolation method (Pod-Deim) reduced order model applied to a parametric Poisson equation posed on a parameter-dependent domain…

Numerical Analysis · Mathematics 2026-04-24 Efthymios N. Karatzas

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

The semiconductors industry benefits greatly from the integration of Machine Learning (ML)-based techniques in Technology Computer-Aided Design (TCAD) methods. The performance of ML models however relies heavily on the quality and quantity…

Machine Learning · Computer Science 2023-09-06 Zeheng Wang , Liang Li , Ross C. C. Leon , Jinlin Yang , Junjie Shi , Timothy van der Laan , Muhammad Usman

In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations, or experiments which…

Applications · Statistics 2024-10-16 Jake Callahan , Kevin Monogue , Ruben Villarreal , Tommie Catanach

Accelerated degradation testing (ADT) is one of the major approaches in reliability engineering which allows accurate estimation of reliability characteristics of highly reliable systems within a relatively short time. The testing data are…

Applications · Statistics 2021-06-28 Helmi Shat , Norbert Gaffke

Clinical oriented applications of computational electrocardiology require efficient and reliable identification of patient-specific parameters of mathematical models based on available measures. In particular, the estimation of cardiac…

Numerical Analysis · Mathematics 2016-11-01 Huanhuan Yang , Alessandro Veneziani

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

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

We show how to extend the enhanced Gaussian noise (EGN) model to account for polarization-dependent loss (PDL) of optical devices placed along a fiber-optic link. We provide a comprehensive theory highlighting the relationships between the…

Signal Processing · Electrical Eng. & Systems 2020-07-06 Paolo Serena , Chiara Lasagni , Alberto Bononi

Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such approximations are based on a Reduced Order Model,…

Numerical Analysis · Mathematics 2023-08-08 Giuseppe Carere , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza , Rob Stevenson

We develop a set of algorithms to solve a broad class of Design of Experiment (DoE) problems efficiently. Specifically, we consider problems in which one must choose a subset of polymers to test in experiments such that the learning of the…

Quantitative Methods · Quantitative Biology 2024-08-06 Swagatam Mukhopadhyay

Bayesian optimal experimental design is a sub-field of statistics focused on developing methods to make efficient use of experimental resources. Any potential design is evaluated in terms of a utility function, such as the (theoretically…

Machine Learning · Computer Science 2022-10-21 Noble Kennamer , Steven Walton , Alexander Ihler

We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann
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