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In this work we develop a Hessian-based sampling method for the construction of goal-oriented reduced order models with high-dimensional parameter inputs. Model reduction is known very challenging for high-dimensional parametric problems…

Numerical Analysis · Mathematics 2018-09-28 Peng Chen , Omar Ghattas

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…

Optimization and Control · Mathematics 2021-11-30 Johanna Burtscheidt , Matthias Claus , Sergio Conti , Martin Rumpf , Josua Sassen , Rüdiger Schultz

An inversion method for time-resolved data from ultrafast experiments is introduced, based on forward-optimisation in a trajectory basis. The method is applied to experimental data from x-ray scattering of the photochemical ring-opening…

Chemical Physics · Physics 2024-10-28 Kyle Acheson , Adam Kirrander

Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-13 Sreeram Venkat , Stefan Henneking , Omar Ghattas

Design of experiments is a fundamental topic in applied statistics with a long history. Yet its application is often limited by the complexity and costliness of constructing experimental designs, which involve searching a high-dimensional…

Methodology · Statistics 2022-03-29 Matthew T. Pratola , C. Devon Lin , Peter F. Craigmile

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

This study presents a methodology to treat performance-based seismic design as an inverse engineering problem, where design parameters are directly derived to achieve specific performance objectives. By implementing explainable machine…

Machine Learning · Computer Science 2025-08-04 Mohsen Zaker Esteghamati

Most linear experimental design problems assume homogeneous variance although heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set of measurement vectors $\mathcal{X}\subset \mathbb{R}^d$…

Statistics Theory · Mathematics 2024-09-19 Justin Weltz , Tanner Fiez , Alexander Volfovsky , Eric Laber , Blake Mason , Houssam Nassif , Lalit Jain

We are concerned with time-dependent inverse source problems in elastodynamics. The source term is supposed to be the product of a spatial function and a temporal function with compact support. We present frequency-domain and time-domain…

Analysis of PDEs · Mathematics 2018-04-04 Gang Bao , Guanghui Hu , Yavar Kian , Tao Yin

Computing resonance and anti-resonance backbone curves in complex nonlinear mechanical systems is of high engineering relevance but remains computationally challenging, especially for large finite-element (FE) models. Existing…

Classical Physics · Physics 2026-02-09 Wei Wen , Weikai Qi , Weidong Wen

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

Numerical Analysis · Mathematics 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

Materials design can be cast as an optimization problem with the goal of achieving desired properties, by varying material composition, microstructure morphology, and processing conditions. Existence of both qualitative and quantitative…

Computational Physics · Physics 2019-07-08 Akshay Iyer , Yichi Zhang , Aditya Prasad , Siyu Tao , Yixing Wang , Linda Schadler , L Catherine Brinson , Wei Chen

Quantum sensing harnesses the unique properties of quantum systems to enable precision measurements of physical quantities such as time, magnetic and electric fields, acceleration, and gravitational gradients well beyond the limits of…

Quantum Physics · Physics 2025-07-23 Ivana Nikoloska , Ruud Van Sloun , Osvaldo Simeone

A two-level quantum system evolving under a time-independent Hamiltonian produces oscillatory measurement probabilities. The estimation of the associated frequency is a cornerstone problem in quantum metrology, sensing, calibration and…

Quantum Physics · Physics 2025-08-12 Alexandra Ramôa , Luís Paulo Santos , Akihito Soeda

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…

Statistics Theory · Mathematics 2008-04-01 Savas Dayanik , H. Vincent Poor , Semih O. Sezer

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas

Many geophysical problems can be cast as inverse problems that estimate a set of parameter values from observed data. Within a Bayesian framework, solutions to such problems are described probabilistically by the so-called posterior…

Geophysics · Physics 2025-07-23 Xuebin Zhao , Andrew Curtis

In [Engquist et al., Commun. Math. Sci., 14(2016)], the Wasserstein metric was successfully introduced to the full waveform inversion. We apply this method to the earthquake location problem. For this problem, the seismic stations are far…

Numerical Analysis · Mathematics 2018-08-01 Jing Chen , Yifan Chen , Hao Wu , Dinghui Yang

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

Statistics Theory · Mathematics 2008-08-21 Heng Lian

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Machine Learning · Computer Science 2024-10-23 Amanda A. Volk , Kristofer G. Reyes , Jeffrey G. Ethier , Luke A. Baldwin