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Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

For computing efficient approximate designs of multifactor experiments, we propose a simple algorithm based on adaptive exploration of the grid of all combinations of factor levels. We demonstrate that the algorithm significantly…

Computation · Statistics 2021-04-12 Radoslav Harman , Lenka Filová , Samuel Rosa

We consider the problem of designing agents able to compute optimal decisions by composing data from multiple sources to tackle tasks involving: (i) tracking a desired behavior while minimizing an agent-specific cost; (ii) satisfying safety…

Optimization and Control · Mathematics 2023-05-23 Emiland Garrabe , Martina Lamberti , Giovanni Russo

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

We propose an algorithm to construct optimal exact designs (EDs). Most of the work in the optimal regression design literature focuses on the approximate design (AD) paradigm due to its desired properties, including the optimality…

Methodology · Statistics 2024-05-07 Chi-Kuang Yeh , Julie Zhou

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

The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an…

Machine Learning · Computer Science 2021-01-21 Philippe Casgrain , Anastasis Kratsios

Engineering design is traditionally performed by hand: an expert makes design proposals based on past experience, and these proposals are then tested for compliance with certain target specifications. Testing for compliance is performed…

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

Augmented designs are typically used in early-stage breeding programs to compare single replicates of test entries by combining them with replicated check varieties. One or two dimensional incomplete blocking can be incorporated in the…

Methodology · Statistics 2025-11-24 E. R. Williams , H-P. Piepho

Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a \emph{global}…

Computation · Statistics 2013-03-29 Roberto Fontana

We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…

In this paper, we study the quantum-state estimation problem in the framework of optimal design of experiments. We first find the optimal designs about arbitrary qubit models for popular optimality criteria such as A-, D-, and E-optimal…

Quantum Physics · Physics 2023-02-28 Jun Suzuki

This paper studies optimal designs for linear regression models with correlated effects for single responses. We introduce the concept of rhombic design to reduce the computational complexity and find a semi-algebraic description for the…

Statistics Theory · Mathematics 2021-06-17 Ulrike Graßhoff , Heinz Holling , Frank Röttger , Rainer Schwabe

We consider the optimal design problem for a comparison of two regression curves, which is used to establish the similarity between the dose response relationships of two groups. An optimal pair of designs minimizes the width of the…

Methodology · Statistics 2014-11-19 Holger Dette , Kirsten Schorning

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…

Computation · Statistics 2013-10-28 Wei Gao , Ping Shing Chan , Hon Keung Tony Ng , Xiaolei Lu

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

e consider the experimental design problem in an online environment, an important practical task for reducing the variance of estimates in randomized experiments which allows for greater precision, and in turn, improved decision making. In…

Methodology · Statistics 2022-03-07 David Arbour , Drew Dimmery , Tung Mai , Anup Rao