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We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

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

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 develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

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

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters.…

Computation · Statistics 2026-04-08 Shijie Zhong , Wanggang Shen , Tommie Catanach , Xun Huan

Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream…

Computation · Statistics 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. This work focuses on designs that maximize the expected…

Optimization and Control · Mathematics 2026-05-05 Tiangang Cui , Karina Koval , Roland Herzog , Robert Scheichl

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

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

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

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

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

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

Numerical Analysis · Mathematics 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

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

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 Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…

Optimization and Control · Mathematics 2026-02-11 Alen Alexanderian , Steven Maio
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