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Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…

Computation · Statistics 2015-02-16 R. Schoebi , B. Sudret , J. Wiart

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…

Optimization and Control · Mathematics 2026-05-07 Kevin Schmidt , Nicola Henkelmann , Christoph Mark , Johannes von Keler

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Zhanlin Liu , Youngjun Choe

The surrogate model-based uncertainty quantification method has drawn much attention in many engineering fields. Polynomial chaos expansion (PCE) and deep learning (DL) are powerful methods for building a surrogate model. However, PCE needs…

Machine Learning · Computer Science 2022-03-02 Wen Yao , Xiaohu Zheng , Jun Zhang , Ning Wang , Guijian Tang

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

We applied Bayesian Optimal Experimental Design (OED) in the estimation of parameters involved in the Equilibrium Dispersive Model for chromatography with two components with the Langmuir adsorption isotherm. The coefficients estimated were…

Applications · Statistics 2024-10-08 Jose Rodrigo Rojo-Garcia , Heikki Haario , Tapio Helin , Tuomo Sainio

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Recently, the use of Polynomial Chaos Expansion (PCE) has been increasing to study the uncertainty in mathematical models for a wide range of applications and several extensions of the original PCE technique have been developed to deal with…

Numerical Analysis · Mathematics 2014-06-23 Maria Navarro , Jeroen Witteveen , Joke Blom

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

In this paper we present a basis selection method that can be used with $\ell_1$-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets…

Numerical Analysis · Computer Science 2015-06-22 John D. Jakeman , Michael S. Eldred , Khachik Sargsyan

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…

Machine Learning · Computer Science 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

Real world experiments are expensive, and thus it is important to reach a target in minimum number of experiments. Experimental processes often involve control variables that changes over time. Such problems can be formulated as a…

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

A new Wasserstein multi-element polynomial chaos expansion (WPCE) is proposed, which is inspired by recent advances in computational optimal transport for estimating Wasserstein distances. The developed method combines unsupervised learning…

Numerical Analysis · Mathematics 2024-10-17 Robert Gruhlke , Martin Eigel