Related papers: A Fast and Scalable Method for A-Optimal Design of…
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…
Bayesian Optimal Experimental Design (BOED) provides a rigorous framework for decision-making tasks in which data acquisition is often the critical bottleneck, especially in resource-constrained settings. Traditionally, BOED typically…
The selection problem of an optimal set of sensors estimating the snapshot of high-dimensional data is considered. The objective functions based on various criteria of optimal design are adopted to the greedy method: D-optimality,…
Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the…
The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…
Currently, an excessive amount of event data is being obtained in four-dimensional inelastic neutron-scattering experiments. A method for automatic bin-width optimization of multidimensional histograms has been developed and recently…
We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…
We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to…
Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…
In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…
Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…
The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear…
We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…
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…
We propose a new method to ensure neural ordinary differential equations (ODEs) satisfy output specifications by using invariance set propagation. Our approach uses a class of control barrier functions to transform output specifications…
This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…
Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…
This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system…
This work considers finding optimal positions for the electrodes within the Bayesian paradigm based on available prior information on the conductivity; the aim is to place the electrodes so that the posterior density of the (discretized)…
We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…