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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

In the context of estimating material properties of porous walls based on in-site measurements and identification method, this paper presents the concept of Optimal Experiment Design (OED). It aims at searching the best experimental…

Computational Physics · Physics 2020-02-20 Julien Berger , Denys Dutykh , Nathan Mendes

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

Optimization and Control · Mathematics 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

In computational inverse problems, the optimal experimental design (OED) problem seeks the best locations in time and space at which to take measurements. We investigate the nonlinear OED problem in the context of continuously-indexed…

Numerical Analysis · Mathematics 2025-06-10 Ruhui Jin , Qin Li , Stephen O. Mussmann , Stephen J. Wright

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

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

The design of an experiment, e.g., the setting of initial conditions, strongly influences the accuracy of the whole process of determining model parameters from data. We impose a sensitivity-based approach for choosing optimal design…

Numerical Analysis · Mathematics 2016-02-11 Stefan Kindermann , Stepan Papacek

In this work we investigate a combination of classical PDE constrained optimization methods and a rounding strategy based on shape optimization for the identification of interfaces. The goal is to identify radioactive regions in a…

Optimization and Control · Mathematics 2021-04-12 Martin Siebenborn

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

Machine Learning · Statistics 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

Sequential filtering and spatial inverse problems assimilate data points distributed either temporally (in the case of filtering) or spatially (in the case of spatial inverse problems). Sometimes it is possible to choose the position of…

Statistics Theory · Mathematics 2025-08-19 Sahani Pathiraja , Claudia Schillings , Philipp Wacker

Shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations. Here we consider a class of shape optimization problems constrained by nonlocal equations which involve…

Optimization and Control · Mathematics 2022-07-26 Volker Schulz , Matthias Schuster , Christian Vollmann

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…

Systems and Control · Computer Science 2014-11-12 Ali Mesbah , Stefan Streif

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

We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

Optimization and Control · Mathematics 2025-09-01 Madhusudan Madhavan , Alen Alexanderian , Arvind K. Saibaba , Bart van Bloemen Waanders , Rebekah D. White

Since shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations, we show how shape optimization techniques can also be applied to an interface identification problem…

Optimization and Control · Mathematics 2024-06-14 Matthias Schuster , Volker Schulz
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