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The computationally-efficient solution of fully non-linear microwave inverse scattering problems (ISPs) is addressed. An innovative System-by-Design (SbD) based method is proposed to enable, for the first time to the best of the authors…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Marco Salucci , Lorenzo Poli , Paolo Rocca , Andrea Massa

Computational models are powerful tools for understanding human cognition and behavior. They let us express our theories clearly and precisely, and offer predictions that can be subtle and often counter-intuitive. However, this same…

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

This work addresses data-driven inverse optimization (IO), where the goal is to estimate unknown parameters in an optimization model from observed decisions that can be assumed to be optimal or near-optimal solutions to the optimization…

Optimization and Control · Mathematics 2024-05-29 Yen-An Lu , Wei-Shou Hu , Joel A. Paulson , Qi Zhang

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

We consider the Bayesian active learning and experimental design problem, where the goal is to learn the value of some unknown target variable through a sequence of informative, noisy tests. In contrast to prior work, we focus on the…

Machine Learning · Computer Science 2016-07-12 Yuxin Chen , S. Hamed Hassani , Andreas Krause

Estimating arbitrary quantities of interest (QoIs) that are non-linear operators of complex, expensive-to-evaluate, black-box functions is a challenging problem due to missing domain knowledge and finite budgets. Bayesian optimal design of…

Machine Learning · Statistics 2019-12-17 Piyush Pandita , Nimish Awalgaonkar , Ilias Bilionis , Jitesh Panchal

Construction of kinetic models has become an indispensable step in the development and scale up of processes in the industry. Model-based design of experiments (MBDoE) has been widely used for the purpose of improving parameter precision in…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Panagiotis Petsagkourakis , Federico Galvanin

We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

Optimization and Control · Mathematics 2019-06-20 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the…

Machine Learning · Computer Science 2021-03-17 Jiaxin Zhang , Sirui Bi , Guannan Zhang

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

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

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

Optimal experimental design provides a way of determining a-priori the best locations at which to place accelerometers in vibrations analysis experiments. However, in practice, sensors often fail during experimentation due high mechanical…

Computational Engineering, Finance, and Science · Computer Science 2026-04-17 Rebekah White , Chandler Smith , Drew Kouri , Jace Ritchie , Wilkins Aquino , Timothy Walsh

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 applied Bayesian Optimal Experimental Design (OED) in the estimation of parameters involved in the Equilibrium Dispersive Model for chromatography with two components with the Langmuir adsorption isotherm. The coefficients estimated were…

Applications · Statistics 2024-10-08 Jose Rodrigo Rojo-Garcia , Heikki Haario , Tapio Helin , Tuomo Sainio

We introduce Neural Optimal Design of Experiments, a learning-based framework for optimal experimental design in inverse problems that avoids classical bilevel optimization and indirect sparsity regularization. NODE jointly trains a neural…

Machine Learning · Computer Science 2026-01-08 John E. Darges , Babak Maboudi Afkham , Matthias Chung
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