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The mean objective cost of uncertainty (MOCU) quantifies the performance cost of using an operator that is optimal across an uncertainty class of systems as opposed to using an operator that is optimal for a particular system. MOCU-based…

Signal Processing · Electrical Eng. & Systems 2018-05-04 Shahin Boluki , Xiaoning Qian , Edward R. Dougherty

Various real-world scientific applications involve the mathematical modeling of complex uncertain systems with numerous unknown parameters. Accurate parameter estimation is often practically infeasible in such systems, as the available…

Machine Learning · Computer Science 2023-04-12 Qihua Chen , Xuejin Chen , Hyun-Myung Woo , Byung-Jun Yoon

Recent advances in objective-based uncertainty quantification (objective-UQ) have shown that such a goal-driven approach for quantifying model uncertainty is extremely useful in real-world problems that aim at achieving specific objectives…

Optimization and Control · Mathematics 2021-12-10 Hyun-Myung Woo , Youngjoon Hong , Bongsuk Kwon , Byung-Jun Yoon

Scientists are attempting to use models of ever increasing complexity, especially in medicine, where gene-based diseases such as cancer require better modeling of cell regulation. Complex models suffer from uncertainty and experiments are…

Molecular Networks · Quantitative Biology 2018-06-01 Mahdi Imani , Roozbeh Dehghannasiri , Ulisses M. Braga-Neto , Edward R. Dougherty

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

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

Machine Learning · Statistics 2015-02-24 Yilun Wang , Christine A. Shoemaker

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

Machine Learning · Statistics 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

Electric machine design optimization is a computationally expensive multi-objective optimization problem. While the objectives require time-consuming finite element analysis, optimization constraints can often be based on mathematical…

Neural and Evolutionary Computing · Computer Science 2022-06-06 Bhuvan Khoshoo , Julian Blank , Thang Q. Pham , Kalyanmoy Deb , Shanelle N. Foster

Computation offloading is indispensable for mobile edge computing (MEC). It uses edge resources to enable intensive computations and save energy for resource-constrained devices. Existing works generally impose strong assumptions on radio…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-26 Tianxi Ji , Changqing Luo , Lixing Yu , Qianlong Wang , Siheng Chen , Arun Thapa , Pan Li

Adaptive designs are increasingly used in clinical trials and online experiments to improve participant outcomes by dynamically updating treatment allocation as data accumulate. In practice, experimenters often consider multiple candidate…

Methodology · Statistics 2026-04-08 Wenxin Zhang , Aaron Hudson , Maya Petersen , Mark van der Laan

The computational burden of running a complex computer model can make optimization impractical. Gaussian Processes (GPs) are statistical surrogates (also known as emulators) that alleviate this issue since they cheaply replace the computer…

Computation · Statistics 2019-09-11 Theodoros Mathikolonis , Serge Guillas

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

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Thanks to computing power increase, the certification and the conception of complex systems relies more and more on simulation. To this end, predictive codes are needed, which have generally to be evaluated in a huge number of input points.…

Methodology · Statistics 2017-12-06 Sophie Marque-Pucheu , Guillaume Perrin , Josselin Garnier
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