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We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

This paper presents a hybrid optimization methodology for parameter estimation of reactive transport systems. Using reduced-order advection-diffusion-reaction (ADR) models, the computational requirements of global optimization with dynamic…

Optimization and Control · Mathematics 2025-12-16 Marcus Johan Schytt , Halldór Gauti Pétursson , John Bagterp Jørgensen

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

Chemical Physics · Physics 2019-09-10 Eric A. Walker , Kishore Ravisankar

We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…

Optimization and Control · Mathematics 2023-02-07 Florian Beiser , Brendan Keith , Simon Urbainczyk , Barbara Wohlmuth

Computer experiments with both qualitative and quantitative factors are widely used in many applications. Motivated by the emerging need of optimal configuration in the high-performance computing (HPC) system, this work proposes a…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-08 Xia Cai , Li Xu , C. Devon Lin , Yili Hong , Xinwei Deng

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

The graph based approach to multiple testing is an intuitive method that enables a study team to represent clearly, through a directed graph, its priorities for hierarchical testing of multiple hypotheses, and for propagating the available…

Methodology · Statistics 2025-01-07 Cyrus Mehta , Ajoy Mukhopadhyay , Martin Posch

Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for estimating total, spillover, and direct effects in MRDs. We…

Methodology · Statistics 2026-03-23 Timothy Sudijono , Lihua Lei , Lorenzo Masoero , Suhas Vijaykumar , Guido Imbens , James McQueen

Repetitive Scenario Design (RSD) is a randomized approach to robust design based on iterating two phases: a standard scenario design phase that uses $N$ scenarios (design samples), followed by randomized feasibility phase that uses $N_o$…

Systems and Control · Computer Science 2016-02-12 Giuseppe C. Calafiore

Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…

Numerical Analysis · Mathematics 2025-06-13 Liqi Guo , Ruike Xiang , Deren Han , Jiaxin Xie

The use of adaptive mesh refinement (AMR) techniques is crucial for accurate and efficient simulation of higher dimensional spacetimes. In this work we develop an adaptive algorithm tailored to the integration of finite difference…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Frans Pretorius , Luis Lehner

This paper presents an advancement to an approach for model-independent surrogate-based optimization with adaptive batch sampling, known as Adaptive Model Refinement (AMR). While the original AMR method provides unique decisions with…

Optimization and Control · Mathematics 2019-06-04 Payam Ghassemi , Sumeet Sanjay Lulekar , Souma Chowdhury

Efficient topology optimization based on the adaptive auxiliary reduced model reanalysis (AARMR) is proposed to improve computational efficiency and scale. In this method, a projection auxiliary reduced model (PARM) is integrated into the…

Computational Engineering, Finance, and Science · Computer Science 2023-01-04 Jichao Yin , Hu Wang , Shuhao Li , Daozhen Guo

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…

Methodology · Statistics 2026-02-10 Evan T. R. Rosenman , Kristen B. Hunter

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas