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We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

Scientific discovery can be framed as a thermodynamic process in which an agent invests physical work to acquire information about an environment under a finite work budget. Using established results about the thermodynamics of computing,…

Information Theory · Computer Science 2025-11-20 Mihir Rao

This technical note considers the sampling of outcomes that provide the greatest amount of information about the structure of underlying world models. This generalisation furnishes a principled approach to structure learning under a…

Neurons and Cognition · Quantitative Biology 2025-12-25 Karl Friston , Lancelot Da Costa , Alexander Tschantz , Conor Heins , Christopher Buckley , Tim Verbelen , Thomas Parr

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

In this paper, we consider the well known problem of non-linear identification of the rates of the reactions involved in cells with Monod functions. In bioprocesses, generating data is very expensive and long and so it is important to…

Methodology · Statistics 2024-02-08 Kévin Colin , Håkan Hjalmarsson , Véronique Chotteau

Clinical trials are an integral component of medical research. Trials require careful design to, for example, maintain the safety of participants, use resources efficiently and allow clinically meaningful conclusions to be drawn. Adaptive…

Methodology · Statistics 2025-07-17 James M. McGree , Antony M. Overstall , Mark Jones , Robert K. Mahar

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…

Machine Learning · Statistics 2022-07-13 Desi R. Ivanova , Joel Jennings , Cheng Zhang , Adam Foster

Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each…

Machine Learning · Statistics 2026-03-25 Arno Strouwen , Sebastian Micluţa-Câmpeanu

Modeling buildings' heat dynamics is a complex process which depends on various factors including weather, building thermal capacity, insulation preservation, and residents' behavior. Gray-box models offer a causal inference of those…

Machine Learning · Computer Science 2019-02-20 Nilavra Pathak , James Foulds , Nirmalya Roy , Nilanjan Banerjee , Ryan Robucci

Modern advanced manufacturing and advanced materials design often require searches of relatively high-dimensional process control parameter spaces for settings that result in optimal structure, property, and performance parameters. The…

Machine Learning · Computer Science 2024-07-25 Carlo Graziani , Marieme Ngom

Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Sean Anderson , Katie Byl , João P. Hespanha

There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of…

Machine Learning · Computer Science 2020-11-25 Harrison Wilde , Jack Jewson , Sebastian Vollmer , Chris Holmes

The Bayesian expected power (BEP) has become increasingly popular in sample size determination and assessment of the probability of success (POS) for a future trial. The BEP takes into consideration the uncertainty around the parameters…

Methodology · Statistics 2020-07-01 Fang Liu

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Many engineering and scientific workflows rely on expensive black-box evaluations, requiring sequential decisions that must both improve task performance and reduce uncertainty. Bayesian optimization (BO) and Bayesian experimental design…

Machine Learning · Computer Science 2026-05-14 Yingke Li , Anjali Parashar , Enlu Zhou , Chuchu Fan

Optimal sampling strategies are critical for surveys of deeper coral reef and shoal systems, due to the significant cost of accessing and field sampling these remote and poorly understood ecosystems. Additionally, well-established standard…

Methodology · Statistics 2022-08-31 Dilishiya De Silva , Rebecca Fisher , Ben Radford , Helen Thompson , James McGree

The U.S. Food and Drug Administration (FDA) released a landmark draft guidance in January 2026 on the use of Bayesian methodology to support primary inference in clinical trials of drugs and biological products. For sponsors, the central…

Applications · Statistics 2026-01-22 Yuan Ji , Ph. D

Experiments on decision making under uncertainty are known to display a classical pattern of risk aversion and risk seeking referred to as "fourfold pattern" (or "reflection effect") , but recent experiments varying the speed and order of…

Neurons and Cognition · Quantitative Biology 2024-01-17 Francesco Fumarola , Lukasz Kusmierz , Ronald B. Dekker

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman

Some scientific research questions ask to guide decisions and others do not. By their nature frequentist hypothesis-tests yield a dichotomous test decision as result, rendering them rather inappropriate for latter types of research…

Methodology · Statistics 2021-10-20 Patrick Schwaferts , Thomas Augustin
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