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Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…

Optimization and Control · Mathematics 2022-07-21 Bruno Barracosa , Julien Bect , Héloïse Dutrieux Baraffe , Juliette Morin , Josselin Fournel , Emmanuel Vazquez

Black-box zero-th order optimization is a central primitive for applications in fields as diverse as finance, physics, and engineering. In a common formulation of this problem, a designer sequentially attempts candidate solutions, receiving…

Machine Learning · Computer Science 2024-07-08 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

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

Estimation of Distribution Algorithms have been proposed as a new paradigm for evolutionary optimization. This paper focuses on the parallelization of Estimation of Distribution Algorithms. More specifically, the paper discusses how to…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Jiri Ocenasek , Martin Pelikan

Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…

Methodology · Statistics 2017-02-14 Qingyuan Zhao , Daniel Percival

The COVID-19 pandemic left its unique mark on the 21st century as one of the most significant disasters in history, triggering governments all over the world to respond with a wide range of interventions. However, these restrictions come…

Computational Engineering, Finance, and Science · Computer Science 2021-06-02 Assem Zhunis , Tung-Duong Mai , Sundong Kim

Developing robust, quantitative methods to optimize resource allocations in response to epidemics has the potential to save lives and minimize health care costs. In this paper, we develop and apply a computationally efficient algorithm that…

Quantitative Methods · Quantitative Biology 2015-06-22 Edwin C. Yuan , David L. Alderson , Sean Stromberg , Jean M. Carlson

The novel coronavirus SARS-CoV-2 and resulting COVID-19 disease have had an unprecedented spread and continue to cause an increasing number of fatalities worldwide. While vaccines are still under development, social distancing, extensive…

Populations and Evolution · Quantitative Biology 2020-07-02 Calvin Tsay , Fernando Lejarza , Mark A. Stadtherr , Michael Baldea

The spontaneous behavioral changes of the agents during an epidemic can have significant effects on the delay and the prevalence of its spread. In this work, we study a social distancing game among the agents of a population, who determine…

Physics and Society · Physics 2020-07-13 A. -R. Lagos , I. Kordonis , G. P. Papavassilopoulos

The outbreak of COVID-19 has highlighted the intricate interplay between public health and economic stability on a global scale. This study proposes a novel reinforcement learning framework designed to optimize health and economic outcomes…

Machine Learning · Computer Science 2024-05-01 Maeghal Jain , Ziya Uddin , Wubshet Ibrahim

Bayesian optimization has shown to be a fundamental global optimization algorithm in many applications: ranging from automatic machine learning, robotics, reinforcement learning, experimental design, simulations, etc. The most popular and…

Machine Learning · Computer Science 2015-06-09 Ruben Martinez-Cantin

Distributed Constraint Optimization Problems (DCOPs) are a widely studied class of optimization problems in which interaction between a set of cooperative agents are modeled as a set of constraints. DCOPs are NP-hard and significant effort…

Artificial Intelligence · Computer Science 2020-09-04 Saaduddin Mahmud , Md. Mosaddek Khan , Nicholas R. Jennings

Absent a drug or vaccine, containing epidemic outbreaks is achieved by means of social distancing, specifically mobility restrictions and lock-downs. Such measures impose a hurtful toll on the economy, and are difficult to sustain for…

Populations and Evolution · Quantitative Biology 2020-11-24 Dror Meidan , Nava Schulmann , Reuven Cohen , Simcha Haber , Eyal Yaniv , Ronit Sarid , Baruch Barzel

A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

Evolutionarily stable strategy (ESS) is an important solution concept in game theory which has been applied frequently to biological models. Informally an ESS is a strategy that if followed by the population cannot be taken over by a…

Computer Science and Game Theory · Computer Science 2019-01-18 Sam Ganzfried

Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…

Computation · Statistics 2022-10-21 Raphael Morsomme , Jason Xu

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee
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