Related papers: A Fast and Scalable Method for A-Optimal Design of…
This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…
We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observable mapping is described through an integral equation and its…
We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…
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…
We propose a method to optimally position a sensor system, which consists of multiple sensors, each has limited range and viewing angle, and they may fail with a certain failure rate. The goal is to find the optimal locations as well as the…
We introduce Neural Optimal Design of Experiments, a learning-based framework for optimal experimental design in inverse problems that avoids classical bilevel optimization and indirect sparsity regularization. NODE jointly trains a neural…
Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…
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…
We apply optimum experimental design (OED) to organic semiconductors modeled by the extended Gaussian disorder model (EGDM) which was developed by Pasveer et al. We present an extended Gummel method to decouple the corresponding system of…
Geographic experiments are a widely-used methodology for measuring incremental return on ad spend (iROAS) at scale, yet their design presents significant challenges. The unit count is small, heterogeneity is large, and the optimal Supergeo…
Continuous-depth neural networks, such as Neural ODEs, have refashioned the understanding of residual neural networks in terms of non-linear vector-valued optimal control problems. The common solution is to use the adjoint sensitivity…
Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…
We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…
Despite their successes, deep neural networks may make unreliable predictions when faced with test data drawn from a distribution different to that of the training data, constituting a major problem for AI safety. While this has recently…
Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…
This work considers Bayesian experimental design for the inverse boundary value problem of linear elasticity in a two-dimensional setting. The aim is to optimize the positions of compactly supported pressure activations on the boundary of…
Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…
Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…