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While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Single-spin quantum sensors, for example based on nitrogen-vacancy centres in diamond, provide nanoscale mapping of magnetic fields. In applications where the magnetic field may be changing rapidly, total sensing time is crucial and must be…

Quantum Physics · Physics 2021-05-26 K. Craigie , E. M. Gauger , Y. Altmann , C. Bonato

This paper addresses the integration of additional information sources into a Bayesian optimization framework while ensuring that safety constraints are satisfied. The interdependencies between these information sources are modeled using an…

Machine Learning · Computer Science 2025-05-06 Jannis O. Luebsen , Annika Eichler

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

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…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

We study the problem of maximizing privacy of quantized sensor measurements by adding random variables. In particular, we consider the setting where information about the state of a process is obtained using noisy sensor measurements. This…

Systems and Control · Computer Science 2018-09-11 Carlos Murguia , Iman Shames , Farhad Farokhi , Dragan Nesic

We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…

Machine Learning · Computer Science 2024-07-24 Marvin Schmitt , Desi R. Ivanova , Daniel Habermann , Ullrich Köthe , Paul-Christian Bürkner , Stefan T. Radev

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

Probability · Mathematics 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of interest) is a fundamental challenge in Bayesian optimal…

Methodology · Statistics 2026-01-30 Fengyi Li , Ricardo Baptista , Youssef Marzouk

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a…

Numerical Analysis · Mathematics 2022-09-28 Prashant K. Jha , J. Tinsley Oden

In Phys. Rev. A 108, L060402 (2023), we introduced a Bayesian measurement error mitigation algorithm, which leveraged complete information from the readout signal, and validated the protocol on a quantum device with five superconducting…

Quantum Physics · Physics 2025-11-18 F. Cosco , F. Plastina , N. Lo Gullo

Optimizing Reconfigurable Intelligent Surfaces (RIS) is a high-dimensional combinatorial challenge. Current quantum algorithms often simplify this problem by ignoring physical constraints like mutual coupling, which significantly degrades…

Computational Engineering, Finance, and Science · Computer Science 2026-05-08 Marco Pasquale , Erik M. Åsgrim , Stefano Markidis , Oscar Quevedo-Teruel

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

Sensing performance is typically evaluated by classical radar metrics, such as Cramer-Rao bound and signal-to-clutter-plus-noise ratio. The recent development of the integrated sensing and communication (ISAC) framework motivated the…

Information Theory · Computer Science 2024-02-07 Lei Xie , Fan Liu , Jiajin Luo , Shenghui Song

Optimizing the configuration and placement of sensors is crucial for reliable fall detection, indoor localization, and activity recognition in assisted living spaces. We propose a novel, sample-efficient approach to find a high-quality…

Machine Learning · Computer Science 2023-09-13 Shadan Golestan , Omid Ardakanian , Pierre Boulanger

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

In phase retrieval problems, a signal of interest (SOI) is reconstructed based on the magnitude of a linear transformation of the SOI observed with additive noise. The linear transform is typically referred to as a measurement matrix. Many…

Information Theory · Computer Science 2018-02-14 Nir Shlezinger , Ron Dabora , Yonina C. Eldar