English
Related papers

Related papers: A sequential sensor selection strategy for hyper-p…

200 papers

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

Gaussian process regression uses data measured at sensor locations to reconstruct a spatially dependent function with quantified uncertainty. However, if only a limited number of sensors can be deployed, it is important to determine how to…

Numerical Analysis · Mathematics 2026-01-29 Jessie Chen , Hangjie Ji , Arvind K. Saibaba

This paper considers the optimal sensor allocation for estimating the emission rates of multiple sources in a two-dimensional spatial domain. Locations of potential emission sources are known (e.g., factory stacks), and the number of…

Computation · Statistics 2025-09-09 Xinchao Liu , Dzung Phan , Youngdeok Hwang , Levente Klein , Xiao Liu , Kyongmin Yeo

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

Methodology · Statistics 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

Systems and Control · Computer Science 2018-11-08 Shaunak D. Bopardikar

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Within the field of optimal experimental design, \emph{sensor placement} refers to the act of finding the optimal locations of data collecting sensors, with the aim to optimise reconstruction of an unknown parameter from finite data. In…

Optimization and Control · Mathematics 2025-09-26 Christian Aarset , Tram Thi Ngoc Nguyen

We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

Numerical Analysis · Mathematics 2024-05-14 Karina Koval , Ruanui Nicholson

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

We present a systematic approach to the optimal placement of finitely many sensors in order to infer a finite-dimensional parameter from point evaluations of the solution of an associated parameter-dependent elliptic PDE. The quality of the…

Optimization and Control · Mathematics 2021-03-30 Ira Neitzel , Konstantin Pieper , Boris Vexler , Daniel Walter

This paper investigates the sparse optimal allocation of sensors for detecting sparse leaking emission sources. Because of the non-negativity of emission rates, uncertainty associated with parameters in the forward model, and sparsity of…

Applications · Statistics 2025-09-09 Xinchao Liu , Youngdeok Hwang , Dzung Phan , Levente Klein , Xiao Liu , Kyongmin Yeo

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

Iron loss determination in the magnetic core of an electrical machine, such as a motor or a transformer, is formulated as an inverse heat source problem. The sensor positions inside the object are optimized in order to minimize the…

Numerical Analysis · Mathematics 2020-10-27 Antti Hannukainen , Nuutti Hyvönen , Lauri Perkkiö

We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source…

Computation · Statistics 2023-07-19 Quan Long , Mohammad Motamed , Raul Tempone

We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of…

Numerical Analysis · Mathematics 2026-05-01 Abhijit Chowdhary , Ahmed Attia , Alen Alexanderian

The present paper proposes a data-driven sensor selection method for a high-dimensional nondynamical system with strongly correlated measurement noise. The proposed method is based on proximal optimization and determines sensor locations by…

Signal Processing · Electrical Eng. & Systems 2022-11-29 Takayuki Nagata , Keigo Yamada , Taku Nonomura , Kumi Nakai , Yuji Saito , Shunsuke Ono

The \emph{sensor placement problem} for stochastic linear inverse problems consists of determining the optimal manner in which sensors can be employed to collect data. Specifically, one wishes to place a limited number of sensors over a…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

Sequential filtering and spatial inverse problems assimilate data points distributed either temporally (in the case of filtering) or spatially (in the case of spatial inverse problems). Sometimes it is possible to choose the position of…

Statistics Theory · Mathematics 2025-08-19 Sahani Pathiraja , Claudia Schillings , Philipp Wacker