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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

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

We propose a general methodology of sequential locally optimal design of experiments for explicit or implicit nonlinear models, as they abound in chemical engineering and, in particular, in vapor-liquid equilibrium modeling. As a sequential…

Optimization and Control · Mathematics 2024-03-15 Martin Bubel , Jochen Schmid , Volodymyr Kozachynskyi , Erik Esche , Michael Bortz

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…

Methodology · Statistics 2025-01-03 Antony M. Overstall , Jacinta Holloway-Brown , James M. McGree

Optimal designs are required to make efficient statistical experiments. D-optimal designs for some models are calculated by using canonical moments. On the other hand, integrable systems are dynamical systems whose solutions can be written…

Methodology · Statistics 2012-11-06 Hiroto Sekido

This study concerns the formulation and application of Bayesian optimal experimental design to symbolic discovery, which is the inference from observational data of predictive models taking general functional forms. We apply constrained…

Machine Learning · Computer Science 2022-11-30 Kenneth L. Clarkson , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Nimrod Megiddo

Scientific experiments are usually expensive due to complex experimental preparation and processing. Experimental design is therefore involved with the task of finding the optimal experimental input that results in the desirable output by…

Machine Learning · Statistics 2020-02-27 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Antonio Robles-Kelly , Svetha Venkatesh

We consider the problem of designing experiments for investigating particle in-flight properties in thermal spraying. Observations are available on an extensive design for an initial day and thereafter in limited number for any particular…

Applications · Statistics 2013-12-17 Holger Dette , Laura Hoyden , Sonja Kuhnt , Kirsten Schorning

It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…

Methodology · Statistics 2020-07-16 Chris. J. Oates , Jon Cockayne , Dennis Prangle , T. J. Sullivan , Mark Girolami

For Bayesian D-optimal design, we define a singular prior distribution for the model parameters as a prior distribution such that the determinant of the Fisher information matrix has a prior geometric mean of zero for all designs. For such…

Methodology · Statistics 2019-08-13 Timothy W. Waite

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…

Statistics Theory · Mathematics 2025-12-15 Piotr Bania , Anna Wójcik

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Consider an experiment with a finite set of design points representing permissible trial conditions. Suppose that each trial is associated with a cost that depends on the selected design point. In this paper, we study the problem of…

Computation · Statistics 2014-08-13 Radoslav Harman , Eva Benková

In this paper we introduce a binary search algorithm that efficiently finds initial maximum likelihood estimates for sequential experiments where a binary response is modeled by a continuous factor. The problem is motivated by switching…

Statistics Theory · Mathematics 2008-08-27 Juha Karvanen

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman