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Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

Machine Learning · Computer Science 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Optimal experimental design provides a way of determining a-priori the best locations at which to place accelerometers in vibrations analysis experiments. However, in practice, sensors often fail during experimentation due high mechanical…

Computational Engineering, Finance, and Science · Computer Science 2026-04-17 Rebekah White , Chandler Smith , Drew Kouri , Jace Ritchie , Wilkins Aquino , Timothy Walsh

We develop a foundational framework for inverse problems governed by evolutionary partial differential equations (PDEs) on the Wasserstein space of probability measures. While the forward problems for such transport-type PDEs have been…

Optimization and Control · Mathematics 2025-12-09 Hongyu Liu , Jianliang Qian , Shen Zhang

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

This work considers Bayesian experimental design for the inverse boundary value problem of linear elasticity in a two-dimensional setting. The aim is to optimize the positions of compactly supported pressure activations on the boundary of…

Numerical Analysis · Mathematics 2023-09-06 Sarah Eberle-Blick , Nuutti Hyvönen

We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…

Optimization and Control · Mathematics 2026-02-11 Alen Alexanderian , Steven Maio

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We review recent literature that proposes to adapt ideas from classical model based optimal design of experiments to problems of data selection of large datasets. Special attention is given to bias reduction and to protection against…

Methodology · Statistics 2018-12-03 Elena Pesce , Eva Riccomagno

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observable mapping is described through an integral equation and its…

Computation · Statistics 2019-12-30 Jing Yu , Mihai Anitescu

We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…

Statistics Theory · Mathematics 2017-11-02 Juha Karvanen , Jarno Vanhatalo , Kari Auranen , Sangita Kulathinal , Samu Mäntyniemi

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian $D$-optimality for non-linear regression models with covariates subject to measurement errors.…

Methodology · Statistics 2016-05-16 Maria Konstantinou , Holger Dette

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

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

Given an experimental set-up and a fixed number of measurements, how should one take data in order to optimally reconstruct the state of a quantum system? The problem of optimal experiment design (OED) for quantum state tomography was first…

Quantum Physics · Physics 2011-11-22 J. Nunn , B. J. Smith , G. Puentes , J. S. Lundeen , I. A. Walmsley
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