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Related papers: Bayesian Adaptive Calibration and Optimal Design

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Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

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

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…

Methodology · Statistics 2018-10-05 Kai-Lan Chang , Serge Guillas

Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…

Methodology · Statistics 2024-11-15 Özge Sürer

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

Field experiments are often difficult and expensive to make. To bypass these issues, industrial companies have developed computational codes. These codes intend to be representative of the physical system, but come with a certain amount of…

Computation · Statistics 2019-03-26 Mathieu Carmassi , Pierre Barbillon , Merlin Keller , Eric Parent , Matthieu Chiodetti

This study aims to investigate the utilization of Bayesian techniques for the calibration of micro-electro-mechanical systems (MEMS) accelerometers. These devices have garnered substantial interest in various practical applications and…

Signal Processing · Electrical Eng. & Systems 2023-06-13 Oliver Dürr , Po-Yu Fan , Zong-Xian Yin

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…

Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

Numerical simulations are widely used to predict the behavior of physical systems, with Bayesian approaches being particularly well suited for this purpose. However, experimental observations are necessary to calibrate certain simulator…

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…

Methodology · Statistics 2020-06-16 Peter W. Marcy , Curtis B. Storlie

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami