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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

AI-driven design problems, such as DNA/protein sequence design, are commonly tackled from two angles: generative modeling, which efficiently captures the feasible design space (e.g., natural images or biological sequences), and model-based…

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

Using a Bayesian network to analyze the causal relationship between nodes is a hot spot. The existing network learning algorithms are mainly constraint-based and score-based network generation methods. The constraint-based method is mainly…

Machine Learning · Computer Science 2022-12-07 Baokui Mou

Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as…

Machine Learning · Computer Science 2026-01-14 Farhad Mirkarimi

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…

Numerical Analysis · Mathematics 2025-09-26 Neil K. Chada , Philip J. Herbert

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

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Methodology · Statistics 2025-03-17 Cheng Zeng , Yaozhi Yang , Jason Xu , Leo L Duan

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

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

Bayesian optimization (BO) is a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of…

Machine Learning · Computer Science 2025-05-27 Wei-Ting Tang , Joel A. Paulson

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…

Machine Learning · Statistics 2025-10-02 Chuntao Chen , Tapio Helin , Nuutti Hyvönen , Yuya Suzuki

We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of particles}. Pointwise evaluation $\{V(x^i)\}_i$ of some potential…

Machine Learning · Statistics 2023-03-02 Claudia Schillings , Claudia Totzeck , Philipp Wacker

Synthetic images rendered by graphics engines are a promising source for training deep networks. However, it is challenging to ensure that they can help train a network to perform well on real images, because a graphics-based generation…

Computer Vision and Pattern Recognition · Computer Science 2020-04-28 Dawei Yang , Jia Deng

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

This paper presents a new type of hybrid model for Bayesian optimization (BO) adept at managing mixed variables, encompassing both quantitative (continuous and integer) and qualitative (categorical) types. Our proposed new hybrid models…

Machine Learning · Computer Science 2024-01-22 Hengrui Luo , Younghyun Cho , James W. Demmel , Xiaoye S. Li , Yang Liu

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

In many science and industry settings, a central challenge is designing experiments under time and budget constraints. Bayesian Optimal Experimental Design (BOED) is a paradigm to pick maximally informative designs that has been widely…

Machine Learning · Statistics 2026-04-02 Roubing Tang , Sabina J. Sloman , Samuel Kaski
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