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Despite their successes, deep neural networks may make unreliable predictions when faced with test data drawn from a distribution different to that of the training data, constituting a major problem for AI safety. While this has recently…

Machine Learning · Computer Science 2020-07-16 Erik Daxberger , José Miguel Hernández-Lobato

Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of interest) is a fundamental challenge in Bayesian optimal…

Methodology · Statistics 2026-01-30 Fengyi Li , Ricardo Baptista , Youssef Marzouk

Computational models are powerful tools for understanding human cognition and behavior. They let us express our theories clearly and precisely, and offer predictions that can be subtle and often counter-intuitive. However, this same…

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

Bayesian optimal design of experiments (BODE) has been successful in acquiring information about a quantity of interest (QoI) which depends on a black-box function. BODE is characterized by sequentially querying the function at specific…

Optimization and Control · Mathematics 2019-01-16 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

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 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

We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

We present AutoOED, an Optimal Experiment Design platform powered with automated machine learning to accelerate the discovery of optimal solutions. The platform solves multi-objective optimization problems in time- and data-efficient manner…

Artificial Intelligence · Computer Science 2021-04-14 Yunsheng Tian , Mina Konaković Luković , Timothy Erps , Michael Foshey , Wojciech Matusik

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the…

Machine Learning · Statistics 2020-03-23 Steven Kleinegesse , Christopher Drovandi , Michael U. Gutmann

The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be…

Machine Learning · Statistics 2023-01-02 Misha Glazunov , Apostolis Zarras

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Computational simulation is increasingly relied upon for high-consequence engineering decisions, and a foundational element to solid mechanics simulations, such as finite element analysis (FEA), is a credible constitutive or material model.…

Computational Engineering, Finance, and Science · Computer Science 2023-10-30 Denielle Ricciardi , Tom Seidl , Brian Lester , Amanda Jones , Elizabeth Jones

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

Minimising cycle time without inducing quality defects is a major challenge in the injection moulding (IM). Design of Experiment methods (DoE) have been widely studied for optimisation of the IM, however existing methods have limitations,…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Mandana Kariminejad , David Tormey , Caitríona Ryan , Christopher O'Hara , Albert Weinert , Marion McAfee

We applied Bayesian Optimal Experimental Design (OED) in the estimation of parameters involved in the Equilibrium Dispersive Model for chromatography with two components with the Langmuir adsorption isotherm. The coefficients estimated were…

Applications · Statistics 2024-10-08 Jose Rodrigo Rojo-Garcia , Heikki Haario , Tapio Helin , Tuomo Sainio

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali