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We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

Numerical Analysis · Mathematics 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

We develop a new computational framework to solve sequential Bayesian optimal experimental design (SBOED) problems constrained by large-scale partial differential equations with infinite-dimensional random parameters. We propose an adaptive…

Computational Engineering, Finance, and Science · Computer Science 2024-10-04 Jinwoo Go , Peng Chen

We propose derivative-informed neural operators (DINOs), a general family of neural networks to approximate operators as infinite-dimensional mappings from input function spaces to output function spaces or quantities of interest. After…

Numerical Analysis · Mathematics 2023-10-18 Thomas O'Leary-Roseberry , Peng Chen , Umberto Villa , Omar Ghattas

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

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

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

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

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

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 consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Shape optimization under uncertainty (OUU) is computationally intensive for classical PDE-based methods due to the high cost of repeated sampling-based risk evaluation across many uncertainty realizations and varying geometries, while…

Optimization and Control · Mathematics 2026-03-04 Xindi Gong , Dingcheng Luo , Thomas O'Leary-Roseberry , Ruanui Nicholson , Omar Ghattas

We propose a novel machine learning framework for solving optimization problems governed by large-scale partial differential equations (PDEs) with high-dimensional random parameters. Such optimization under uncertainty (OUU) problems may be…

Optimization and Control · Mathematics 2023-06-01 Dingcheng Luo , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

Complex design problems are common in the scientific and industrial fields. In practice, objective functions or constraints of these problems often do not have explicit formulas, and can be estimated only at a set of sampling points through…

Optimization and Control · Mathematics 2022-10-12 Lulu Zhang , Zhi-Qin John Xu , Yaoyu Zhang

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of…

Numerical Analysis · Mathematics 2026-05-01 Abhijit Chowdhary , Ahmed Attia , Alen Alexanderian

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
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