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Bayesian data analysis (BDA) is today used by a multitude of research disciplines. These disciplines use BDA as a way to embrace uncertainty by using multilevel models and making use of all available information at hand. In this chapter, we…

Software Engineering · Computer Science 2020-01-03 Richard Torkar , Robert Feldt , Carlo A. Furia

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a…

Machine Learning · Computer Science 2022-11-08 Andreas Kirsch , Yarin Gal

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

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

We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

Numerical Analysis · Mathematics 2024-05-14 Karina Koval , Ruanui Nicholson

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

In this study, we demonstrate a sequential experimental design for spectral measurements by active learning using parametric models as predictors. In spectral measurements, it is necessary to reduce the measurement time because of sample…

Machine Learning · Computer Science 2023-05-15 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

Bayesian persuasion and its derived information design problem has been one of the main research agendas in the economics and computation literature over the past decade. However, when attempting to apply its model and theory, one is often…

Computer Science and Game Theory · Computer Science 2023-03-21 Bonan Ni , Weiran Shen , Pingzhong Tang

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

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

Active inference, a corollary of the free energy principle, is a formal way of describing the behavior of certain kinds of random dynamical systems that have the appearance of sentience. In this chapter, we describe how active inference…

Machine Learning · Statistics 2021-10-11 Noor Sajid , Lancelot Da Costa , Thomas Parr , Karl Friston

Whilst most psychological research focuses on differences in means, a growing body of literature demonstrates the value of considering differences in intra-individual variability. Compared to the number of methods available for analyzing…

Applications · Statistics 2014-11-12 Joshua F. Wiley , Bei Bei , John Trinder , Rachel Manber

Psychological interventions, especially those leveraging mobile and wireless technologies, often include multiple components that are delivered and adapted on multiple timescales (e.g., coaching sessions adapted monthly based on clinical…

The free energy principle (FEP) in the neurosciences stipulates that all viable agents induce and minimize informational free energy in the brain to fit their environmental niche. In this study, we continue our effort to make the FEP a more…

Neurons and Cognition · Quantitative Biology 2021-01-25 Chang Sub Kim

In this paper we investigate the existence of a separation principle between model identification and control design in the context of model predictive control. First, we clarify that such a separation principle holds asymptotically in the…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Giacomo Baggio , Ruggero Carli , Riccardo Alessandro Grimaldi , Gianluigi Pillonetto

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

Optimization and Control · Mathematics 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

This study concerns the formulation and application of Bayesian optimal experimental design to symbolic discovery, which is the inference from observational data of predictive models taking general functional forms. We apply constrained…

Machine Learning · Computer Science 2022-11-30 Kenneth L. Clarkson , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Nimrod Megiddo

Under a generalised estimating equation analysis approach, approximate design theory is used to determine Bayesian D-optimal designs. For two examples, considering simple exchangeable and exponential decay correlation structures, we compare…

Methodology · Statistics 2024-02-16 Laura Etfer , James M. S. Wason , Michael J. Grayling