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Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

The hybrid approach to experimental design aims to control frequentist operating characteristics of Bayesian decision procedures. These operating characteristics are assessed by simulating sampling distributions of posterior summaries under…

Methodology · Statistics 2026-05-04 Luke Hagar , James M. McGree

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

Quantum Physics · Physics 2019-10-15 Sophie Schirmer , Frank Langbein

The future development of quantum technologies relies on creating and manipulating quantum systems of increasing complexity, with key applications in computation, simulation and sensing. This poses severe challenges in the efficient…

We consider continuous quantum measurement of a superconducting qubit in the circuit QED setup with a moderate bandwidth of the measurement resonator, i.e., when the "bad cavity" limit is not applicable. The goal is a simple description of…

Quantum Physics · Physics 2016-10-26 Alexander N. Korotkov

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

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

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Designing high-precision and efficient schemes is of crucial importance for quantum parameter estimation in practice. The estimation scheme based on continuous quantum measurement is one possible type of this, which looks also the most…

Quantum Physics · Physics 2019-03-12 Cheng Zhang , Kai Zhou , Wei Feng , Xin-Qi Li

Bayesian optimization has been successfully applied throughout Chemical Engineering for the optimization of functions that are expensive-to-evaluate, or where gradients are not easily obtainable. However, domain experts often possess…

Human-Computer Interaction · Computer Science 2024-04-18 Tom Savage , Ehecatl Antonio del Rio Chanona

This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as…

Machine Learning · Statistics 2013-11-25 Swayambhoo Jain , Akshay Soni , Jarvis Haupt

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

Quantitative Methods · Quantitative Biology 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

Most Bayesian response-adaptive designs unbalance randomization rates towards the most promising arms with the goal of increasing the number of positive treatment outcomes during the study, even though the primary aim of the trial is…

Applications · Statistics 2018-07-02 Steffen Ventz , Matteo Cellamare , Sergio Bacallado , Lorenzo Trippa

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Advances in data collection using inexpensive sensors have enabled monitoring the performance of dynamic systems, and to implement appropriate control actions to improve their performance. Moreover, engineering systems often operate under…

Quantum Physics · Physics 2021-07-05 Sima E. Borujeni , Saideep Nannapaneni

Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…

Applications · Statistics 2025-12-04 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak