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We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

Machine Learning · Statistics 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

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

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Trajectory Prediction (TP) is an important research topic in computer vision and robotics fields. Recently, many stochastic TP models have been proposed to deal with this problem and have achieved better performance than the traditional…

Machine Learning · Computer Science 2022-01-11 Chunnan Wang , Chen Liang , Xiang Chen , Hongzhi Wang

Pattern-Oriented Analysis and Design (POAD) is the practice of building complex software by applying proven designs to specific problem domains. Although a great deal of research and practice has been devoted to formalizing existing design…

Software Engineering · Computer Science 2008-02-27 Jerry Overton

Fault detection is crucial in industrial systems to prevent failures and optimize performance by distinguishing abnormal from normal operating conditions. Data-driven methods have been gaining popularity for fault detection tasks as the…

Machine Learning · Computer Science 2024-06-12 Han Sun , Kevin Ammann , Stylianos Giannoulakis , Olga Fink

In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

Machine Learning · Computer Science 2019-06-11 Michał Dereziński , Feynman Liang , Michael W. Mahoney

Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited interventional data. Given that randomized experiments are…

Methodology · Statistics 2019-02-28 Raj Agrawal , Chandler Squires , Karren Yang , Karthik Shanmugam , Caroline Uhler

Fault detection is essential in complex industrial systems to prevent failures and optimize performance by distinguishing abnormal from normal operating conditions. With the growing availability of condition monitoring data, data-driven…

Applications · Statistics 2025-10-14 Han Sun , Olga Fink

Many critical decisions, such as personalized medical diagnoses and product pricing, are made based on insights gained from designing, observing, and analyzing a series of experiments. This highlights the crucial role of experimental…

Machine Learning · Statistics 2025-01-03 Daolang Huang , Yujia Guo , Luigi Acerbi , Samuel Kaski

Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a \emph{global}…

Computation · Statistics 2013-03-29 Roberto Fontana

Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each…

Machine Learning · Statistics 2026-03-25 Arno Strouwen , Sebastian Micluţa-Câmpeanu

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

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

We consider the problem of computationally-efficient prediction from high dimensional and highly correlated predictors in challenging settings where accurate variable selection is effectively impossible. Direct application of penalization…

Statistics Theory · Mathematics 2017-12-08 Minerva Mukhopadhyay , David B. Dunson

Unsupervised Anomaly Detection (UAD) aims to identify abnormal regions by establishing correspondences between test images and normal templates. Existing methods primarily rely on image reconstruction or template retrieval but face a…

Computer Vision and Pattern Recognition · Computer Science 2026-02-24 Mingxiu Cai , Zhe Zhang , Gaochang Wu , Tianyou Chai , Xiatian Zhu

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

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

We consider the problem of computationally-efficient prediction with high dimensional and highly correlated predictors when accurate variable selection is effectively impossible. Direct application of penalization or Bayesian methods…

Statistics Theory · Mathematics 2019-09-12 Minerva Mukhopadhyay , David B. Dunson

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
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