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We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given $d$ different experimental variables with $m_i$ choices per design variable $1 \le…

Numerical Analysis · Mathematics 2025-06-03 Hugo Díaz , Arvind K. Saibaba , Srinivas Eswar , Vishwas Rao , Zichao Wendy Di

Automatic Chemical Design is a framework for generating novel molecules with optimized properties. The original scheme, featuring Bayesian optimization over the latent space of a variational autoencoder, suffers from the pathology that it…

Machine Learning · Statistics 2019-08-13 Ryan-Rhys Griffiths , José Miguel Hernández-Lobato

Bayesian optimal experimental design is a sub-field of statistics focused on developing methods to make efficient use of experimental resources. Any potential design is evaluated in terms of a utility function, such as the (theoretically…

Machine Learning · Computer Science 2022-10-21 Noble Kennamer , Steven Walton , Alexander Ihler

We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…

Statistics Theory · Mathematics 2021-01-15 Kirsten Schorning , Holger Dette

One of the most common problems in statistical experimentation is computing D-optimal designs on large finite candidate sets. While optimal approximate (i.e., infinite-sample) designs can be efficiently computed using convex methods,…

Computation · Statistics 2026-01-12 Radoslav Harman , Samuel Rosa

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

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

Stochastic process models are now commonly used to analyse complex biological, ecological and industrial systems. Increasingly there is a need to deliver accurate estimates of model parameters and assess model fit by optimizing the timing…

Computation · Statistics 2018-09-18 Colin S. Gillespie , Richard J. Boys

Nonlinear regression models addressing both efficacy and toxicity outcomes are increasingly used in dose-finding trials, such as in pharmaceutical drug development. However, research on related experimental design problems for corresponding…

Methodology · Statistics 2016-01-06 Holger Dette , Katrin Kettelhake , Kirsten Schorning , Weng Kee Wong , Frank Bretz

We consider minimax-optimal designs for the prediction of individual parameters in random coefficient regression models. We focus on the minimax-criterion, which minimizes the "worst case" for the basic criterion with respect to the…

Statistics Theory · Mathematics 2018-11-09 Maryna Prus

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Complete reliance on the fitted model in response surface experiments is risky and relaxing this assumption, whether out of necessity or intentionally, requires an experimenter to account for multiple conflicting objectives. This work…

Methodology · Statistics 2023-06-16 Olga Egorova , Steven G. Gilmour

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

We consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…

Optimization and Control · Mathematics 2023-02-03 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Brandon Augustino , Tamás Terlaky

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

The issue of determining not only an adequate dose but also a dosing frequency of a drug arises frequently in Phase II clinical trials. This results in the comparison of models which have some parameters in common. Planning such studies…

Methodology · Statistics 2017-11-16 Kirsten Schorning , Maria Konstantinou

Consider an experiment with a finite set of design points representing permissible trial conditions. Suppose that each trial is associated with a cost that depends on the selected design point. In this paper, we study the problem of…

Computation · Statistics 2014-08-13 Radoslav Harman , Eva Benková

$E$-optimal experimental designs for a second-order response surface model with $k\geq1$ predictors are investigated. If the design space is the $k$-dimensional unit cube, Galil and Kiefer [J. Statist. Plann. Inference 1 (1977a) 121-132]…

Methodology · Statistics 2014-09-01 Holger Dette , Yuri Grigoriev