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The ability to design effective experiments is crucial for obtaining data that can substantially reduce the uncertainty in the predictions made using computational models. An optimal experimental design (OED) refers to the choice of a…

Methodology · Statistics 2025-06-17 Troy Butler , John Jakeman , Michael Pilosov , Scott Walsh , Timothy Wildey

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

We consider Bayesian linear inverse problems in infinite-dimensional separable Hilbert spaces, with a Gaussian prior measure and additive Gaussian noise model, and provide an extension of the concept of Bayesian D-optimality to the…

Statistics Theory · Mathematics 2014-09-04 Alen Alexanderian , Philip Gloor , Omar Ghattas

This article focuses on the estimation and design aspects of a bivariate collocated cokriging experiment. For a large class of covariance matrices, a linear dependency criterion is identified, which allows the best linear unbiased estimator…

Methodology · Statistics 2022-03-15 Subhadra Dasgupta , Siuli Mukhopadhyay , Jonathan Keith

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 address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

Optimization and Control · Mathematics 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

We give an overview over the usefulness of the concept of equivariance and invariance in the design of experiments for generalized linear models. In contrast to linear models here pairs of transformations have to be considered which act…

Statistics Theory · Mathematics 2020-11-20 Osama Idais , Rainer Schwabe

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…

Methodology · Statistics 2021-12-07 Solmaz Seifollahi , Kaniav Kamary , Hossein Bevrani

In a tie-breaker design (TBD), subjects with high values of a running variable are given some (usually desirable) treatment, subjects with low values are not, and subjects in the middle are randomized. TBDs are intermediate between…

Methodology · Statistics 2025-05-12 Tim P. Morrison , Art B. Owen

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

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

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal…

Methodology · Statistics 2013-10-21 George Karabatsos , Elizabeth Talbott , Stephen G. Walker

We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…

Statistics Theory · Mathematics 2017-11-02 Juha Karvanen , Jarno Vanhatalo , Kari Auranen , Sangita Kulathinal , Samu Mäntyniemi

We characterize $D$-optimal designs in the two-dimensional Poisson regression model with synergetic interaction and provide an explicit proof. The proof is based on the idea of reparameterization of the design region in terms of contours of…

Statistics Theory · Mathematics 2021-06-17 Fritjof Freise , Ulrike Graßhoff , Frank Röttger , Rainer Schwabe

Fractional polynomial models are potentially useful for response surfaces investigations. With the availability of routines for fitting nonlinear models in statistical packages they are increasingly being used. However, as in all…

Methodology · Statistics 2025-10-29 Luzia A. Trinca , Steven G. Gilmour