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We present a novel stochastic approach to binary optimization for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Sven Leyffer , Todd Munson

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

Quantum Physics · Physics 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

We introduce Neural Optimal Design of Experiments, a learning-based framework for optimal experimental design in inverse problems that avoids classical bilevel optimization and indirect sparsity regularization. NODE jointly trains a neural…

Machine Learning · Computer Science 2026-01-08 John E. Darges , Babak Maboudi Afkham , Matthias Chung

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

Optimization and Control · Mathematics 2025-05-22 Yongchun Li

Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…

Machine Learning · Computer Science 2025-04-29 Jiayuan Dong , Christian Jacobsen , Mehdi Khalloufi , Maryam Akram , Wanjiao Liu , Karthik Duraisamy , Xun Huan

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Machine Learning · Computer Science 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon

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 develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

We develop a set of algorithms to solve a broad class of Design of Experiment (DoE) problems efficiently. Specifically, we consider problems in which one must choose a subset of polymers to test in experiments such that the learning of the…

Quantitative Methods · Quantitative Biology 2024-08-06 Swagatam Mukhopadhyay

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

In X-ray Computed Tomography (CT), projections from many angles are acquired and used for 3D reconstruction. To make CT suitable for in-line quality control, reducing the number of angles while maintaining reconstruction quality is…

Image and Video Processing · Electrical Eng. & Systems 2025-06-10 Tianyuan Wang , Felix Lucka , Tristan van Leeuwen

We present AutoOED, an Optimal Experiment Design platform powered with automated machine learning to accelerate the discovery of optimal solutions. The platform solves multi-objective optimization problems in time- and data-efficient manner…

Artificial Intelligence · Computer Science 2021-04-14 Yunsheng Tian , Mina Konaković Luković , Timothy Erps , Michael Foshey , Wojciech Matusik

We study approaches to robust model-based design of experiments in the context of maximum-likelihood estimation. These approaches provide robustification of model-based methodologies for the design of optimal experiments by accounting for…

Methodology · Statistics 2021-09-03 Anwesh Reddy Gottu Mukkula , Michal Mateáš , Miroslav Fikar , Radoslav Paulen

Computational models are powerful tools for understanding human cognition and behavior. They let us express our theories clearly and precisely, and offer predictions that can be subtle and often counter-intuitive. However, this same…

We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…

Statistics Theory · Mathematics 2017-05-30 Zelda Mariet , Suvrit Sra

In many science and engineering settings, system dynamics are characterized by governing PDEs, and a major challenge is to solve inverse problems (IPs) where unknown PDE parameters are inferred based on observational data gathered under…

Machine Learning · Computer Science 2025-03-11 Apivich Hemachandra , Gregory Kang Ruey Lau , See-Kiong Ng , Bryan Kian Hsiang Low

Experimental designs based on the classical D-optimal criterion minimize the volume of the linear-approximation inference regions for the parameters using local sensitivity coefficients. For nonlinear models, these designs can be unreliable…

Methodology · Statistics 2021-01-22 Hana Sulieman

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

Optimization and Control · Mathematics 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager