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When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

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

Improvements in technology lead to increasing availability of large data sets which makes the need for data reduction and informative subsamples ever more important. In this paper we construct $ D $-optimal subsampling designs for…

Statistics Theory · Mathematics 2023-02-28 Torsten Reuter , Rainer Schwabe

Optimal input design is an important step of the identification process in order to reduce the model variance. In this work a D-optimal input design method for finite-impulse-response-type nonlinear systems is presented. The optimization of…

Systems and Control · Computer Science 2017-03-27 Alexander De Cock , Michel Gevers , Johan Schoukens

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

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

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

Optimal design for linear regression is a fundamental task in statistics. For finite design spaces, recent progress has shown that random designs drawn using proportional volume sampling (PVS) lead to approximation guarantees for A-optimal…

Computation · Statistics 2021-02-02 Arnaud Poinas , Rémi Bardenet

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Experiments using multi-step protocols often involve several restrictions on the randomization. For a specific application to in vitro testing on microplates, a design was required with both a split-plot and a strip-plot structure. On top…

This study concerns the formulation and application of Bayesian optimal experimental design to symbolic discovery, which is the inference from observational data of predictive models taking general functional forms. We apply constrained…

Machine Learning · Computer Science 2022-11-30 Kenneth L. Clarkson , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Nimrod Megiddo

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

Vibrating systems can respond to an infinite number of initial conditions and the overall dynamics of the system can be strongly affected by them. Therefore, it is of practical importance to have methods by which we can determine the…

Classical Physics · Physics 2025-04-08 Karlo Lelas

In single-arm phase II oncology trials, the most popular choice of design is Simon's two-stage design, which allows early stopping at one interim analysis. However, the expected trial sample size can be reduced further by allowing…

Methodology · Statistics 2019-09-09 Martin Law , Michael J. Grayling , Adrian P. Mander

As a future trend of healthcare, personalized medicine tailors medical treatments to individual patients. It requires to identify a subset of patients with the best response to treatment. The subset can be defined by a biomarker (e.g.…

Methodology · Statistics 2021-08-16 Yitao Lu , Julie Zhou , Li Xing , Xuekui Zhang

We discuss the problem of input design for uncertainty reduction in a parameter estimation procedure. Assuming a linear continuous-time control system with noisy measurements, we formulate an objective of variance reduction in a Bayesian…

Optimization and Control · Mathematics 2025-11-21 Ludovic Sacchelli , Alessandro Scagliotti

Bayesian optimization has been proposed as a practical and efficient tool through which to tune parameters in many difficult settings. Recently, such techniques have been combined with real-time fMRI to propose a novel framework which turns…

Neurons and Cognition · Quantitative Biology 2016-06-10 Romy Lorenz , Ricardo P Monti , Ines R Violante , Aldo A Faisal , Christoforos Anagnostopoulos , Robert Leech , Giovanni Montana

Optimizing the energy efficiency of driving processes provides valuable insights into the underlying physics and is of crucial importance for numerous applications, from biological processes to the design of machines and robots. Knowledge…

Soft Condensed Matter · Physics 2024-04-02 Sarah A. M. Loos , Samuel Monter , Felix Ginot , Clemens Bechinger

Optimization of cyclic stochastic heat engines, a topic spanning decades of research, commonly assumes fixed control or response parameters at discrete points in the cycle-a limitation that often leads to experimentally impractical…

Statistical Mechanics · Physics 2025-07-02 Monojit Chatterjee , Viktor Holubec , Rahul Marathe