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This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system…

Systems and Control · Electrical Eng. & Systems 2022-09-19 Xu Du , Alexander Engelmann , Timm Faulwasser , Boris Houska

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…

Optimization and Control · Mathematics 2019-02-20 Rishabh Dixit , Amrit Singh Bedi , Ruchi Tripathi , Ketan Rajawat

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…

Methodology · Statistics 2026-03-06 Lucas Amoudruz , Sergey Litvinov , Costas Papadimitriou , Petros Koumoutsakos

Electrical Impedance Tomography (EIT) is a powerful imaging modality widely used in medical diagnostics, industrial monitoring, and environmental studies. The EIT inverse problem is about inferring the internal conductivity distribution of…

Image and Video Processing · Electrical Eng. & Systems 2025-08-11 Alexander Denker , Fabio Margotti , Jianfeng Ning , Kim Knudsen , Derick Nganyu Tanyu , Bangti Jin , Andreas Hauptmann , Peter Maass

We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…

Statistics Theory · Mathematics 2017-05-30 Zelda Mariet , Suvrit Sra

Parameter estimation and associated uncertainty quantification is an important problem in dynamical systems characterized by ordinary differential equation (ODE) models that are often nonlinear. Typically, such models have analytically…

Computation · Statistics 2024-03-26 Wai Meng Kwok , Sarat Chandra Dass , George Streftaris

Digital twins have been actively explored in many engineering applications, such as manufacturing and autonomous systems. However, model discrepancy is ubiquitous in most digital twin models and has significant impacts on the performance of…

Machine Learning · Computer Science 2025-08-12 Huchen Yang , Chuanqi Chen , Jin-Long Wu

We consider the problem of learning structures and parameters of Continuous-time Bayesian Networks (CTBNs) from time-course data under minimal experimental resources. In practice, the cost of generating experimental data poses a bottleneck,…

Machine Learning · Statistics 2022-01-12 Dominik Linzner , Heinz Koeppl

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

In this work, we develop an efficient high order discontinuous Galerkin (DG) method for solving the Electrical Impedance Tomography (EIT). EIT is a highly nonlinear ill-posed inverse problem where the interior conductivity of an object is…

Numerical Analysis · Mathematics 2023-06-01 Xiaosheng Li , Wei Wang

Deep neural networks often fail when deployed in real-world contexts due to distribution shift, a critical barrier to building safe and reliable systems. An emerging approach to address this problem relies on \emph{disagreement discrepancy}…

Machine Learning · Computer Science 2025-12-08 Neil G. Marchant , Andrew C. Cullen , Feng Liu , Sarah M. Erfani

In this paper, we evaluate the effectiveness of deep operator networks (DeepONets) in solving both forward and inverse problems of partial differential equations (PDEs) on unknown manifolds. By unknown manifolds, we identify the manifold by…

Numerical Analysis · Mathematics 2024-07-09 Anran Jiao , Qile Yan , Jhn Harlim , Lu Lu

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

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

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the…

Machine Learning · Computer Science 2025-08-08 Georgios Makrygiorgos , Joshua Hang Sai Ip , Ali Mesbah

Solving high dimensional partial differential equations (PDEs) has historically posed a considerable challenge when utilizing conventional numerical methods, such as those involving domain meshes. Recent advancements in the field have seen…

Numerical Analysis · Mathematics 2024-02-05 Xiaokai Huo , Hailiang Liu
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