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We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

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

We optimize the path of a mobile sensor to minimize the posterior uncertainty of a Bayesian inverse problem. Along its path, the sensor continuously takes measurements of the state, which is a physical quantity modeled as the solution of a…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Nicole Aretz , Thomas Lynn , Karen Willcox , Sven Leyffer

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Bayesian optimal sensor placement, in its full generality, seeks to maximize the mutual information between uncertain model parameters and the predicted data to be collected from the sensors for the purpose of performing Bayesian inference.…

Applications · Statistics 2019-06-17 Pinaky Bhattacharyya , James L. Beck

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

We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

Optimization and Control · Mathematics 2025-09-01 Madhusudan Madhavan , Alen Alexanderian , Arvind K. Saibaba , Bart van Bloemen Waanders , Rebekah D. White

This paper tackles optimal sensor placement for Bayesian linear inverse problems, a popular version of the more general Optimal Experimental Design (OED) problem, using the D-optimality criterion. This is done by establishing connections…

Numerical Analysis · Mathematics 2025-04-07 Srinivas Eswar , Vishwas Rao , Arvind K. Saibaba

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

Methodology · Statistics 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

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

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting…

Methodology · Statistics 2026-01-05 Daniel Waxman , Fernando Llorente , Katia Lamer , Petar M. Djurić

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

We study optimal sensor placement for Bayesian state estimation problems in which sensors vary in cost and fidelity, resulting in a budget-constrained multifidelity optimal experimental design problem. Sensor placement optimality is…

Numerical Analysis · Mathematics 2026-02-10 Gabriela Ramon , Geena Sarnoski , Vasishta Tumuluri , Hugo Díaz , Arvind K. Saibaba

Sensor placement for linear inverse problems is the selection of locations to assign sensors so that the entire physical signal can be well recovered from partial observations. In this paper, we propose a fast sampling algorithm to place…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Fen Wang , Gene Cheung , Taihao Li , Ying Du , Yu-Ping Ruan

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

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
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