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We introduce implicit Deep Adaptive Design (iDAD), a new method for performing adaptive experiments in real-time with implicit models. iDAD amortizes the cost of Bayesian optimal experimental design (BOED) by learning a design policy…

Machine Learning · Statistics 2021-11-04 Desi R. Ivanova , Adam Foster , Steven Kleinegesse , Michael U. Gutmann , Tom Rainforth

Computational simulation is increasingly relied upon for high-consequence engineering decisions, and a foundational element to solid mechanics simulations, such as finite element analysis (FEA), is a credible constitutive or material model.…

Computational Engineering, Finance, and Science · Computer Science 2023-10-30 Denielle Ricciardi , Tom Seidl , Brian Lester , Amanda Jones , Elizabeth Jones

Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of interest) is a fundamental challenge in Bayesian optimal…

Methodology · Statistics 2026-01-30 Fengyi Li , Ricardo Baptista , Youssef Marzouk

We develop a computational approach that significantly improves the efficiency of Bayesian optimal experimental design (BOED) using local radial basis functions (RBFs). The presented RBF--BOED method uses the intrinsic ability of RBFs to…

Computational Physics · Physics 2025-05-20 Tianyi Chu , Jonathan B. Estrada , Spencer H. Bryngelson

Accurate parameter dependent electro-chemical numerical models for lithium-ion batteries are essential in industrial application. The exact parameters of each battery cell are unknown and a process of estimation is necessary to infer them.…

Statistics Theory · Mathematics 2024-04-25 Andrea Petrocchi , Matthias K. Scharrer , Franz Pichler , Stefan Volkwein

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

Bayesian experimental design (BED) for complex physical systems is often limited by the nested inference required to estimate the expected information gain (EIG) or its gradients. Each outer sample induces a different posterior, creating a…

Information Theory · Computer Science 2026-04-21 Huchen Yang , Xinghao Dong , Jinlong Wu

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…

Machine Learning · Statistics 2026-04-08 Wanggang Shen , Jiayuan Dong , Xun Huan

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments. We consider a relaxation of the full optimization formulation of…

Optimization and Control · Mathematics 2018-05-11 Emily Clark , Travis Askham , Steven L. Brunton , J. Nathan Kutz

In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient goal-oriented uncertainty quantification for inverse problems. Contrary to standard inverse problems, these approaches are…

Numerical Analysis · Mathematics 2023-10-02 Babak Maboudi Afkham , Julianne Chung , Matthias Chung

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods…

Machine Learning · Computer Science 2021-03-16 Jiaxin Zhang , Sirui Bi , Guannan Zhang

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

Utilizing the capabilities of configurable sensing systems requires addressing difficult information gathering problems. Near-optimal approaches exist for sensing systems without internal states. However, when it comes to optimizing the…

Systems and Control · Computer Science 2013-09-24 Nikolay Atanasov , Jerome Le Ny , Kostas Daniilidis , George J. Pappas

The explicit constraint force method (ECFM) was recently introduced as a novel formulation of the physics-informed solution reconstruction problem, and was subsequently extended to inverse problems. In both solution reconstruction and…

Numerical Analysis · Mathematics 2026-01-09 Conor Rowan

Low-energy electron diffraction (LEED) is a cornerstone technique for determining surface atomic structures[heldStructureDeterminationLowenergy2025], yet the quantitative analysis of electron diffraction intensity as a function of incident…

Computational Physics · Physics 2026-04-07 Xiankang Tang , Ruiwen Xie , Jan P. Hofmann , Hongbin Zhang

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

Bayesian optimal design of experiments (BODE) has been successful in acquiring information about a quantity of interest (QoI) which depends on a black-box function. BODE is characterized by sequentially querying the function at specific…

Optimization and Control · Mathematics 2019-01-16 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

A critical decision process in data acquisition for mineral and energy resource exploration is how to efficiently combine a variety of sensor types and to minimize total cost. We propose a probabilistic framework for multi-objective…

Geophysics · Physics 2020-10-13 Sebastian Haan , Fabio Ramos , Dietmar Müller
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