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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

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

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

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

We propose a surrogate function for efficient yet principled use of score-based priors in Bayesian imaging. We consider ill-posed inverse imaging problems in which one aims for a clean image posterior given incomplete or noisy measurements.…

Computer Vision and Pattern Recognition · Computer Science 2024-08-29 Berthy T. Feng , Katherine L. Bouman

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

We apply optimum experimental design (OED) to organic semiconductors modeled by the extended Gaussian disorder model (EGDM) which was developed by Pasveer et al. We present an extended Gummel method to decouple the corresponding system of…

Mathematical Physics · Physics 2015-06-12 Christoph Karl Felix Weiler , Stefan Körkel

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges…

Machine Learning · Statistics 2026-05-28 Qin Lu , Konstantinos D. Polyzos , Bingcong Li , Georgios B. Giannakis

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

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

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

Physics simulations like computational fluid dynamics (CFD) are a computational bottleneck in computer-aided design (CAD) optimization processes. To overcome this bottleneck, one requires either an optimization framework that is highly…

Machine Learning · Computer Science 2024-08-29 Harsh Vardhan , David Hyde , Umesh Timalsina , Peter Volgyesi , Janos Sztipanovits

Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

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

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

In the field of machine learning (ML) for materials optimization, active learning algorithms, such as Bayesian Optimization (BO), have been leveraged for guiding autonomous and high-throughput experimentation systems. However, very few…

Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters.…

Computation · Statistics 2026-04-08 Shijie Zhong , Wanggang Shen , Tommie Catanach , Xun Huan

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

Machine Learning · Computer Science 2024-06-28 Alejandro Ribés , Nawfal Benchekroun , Théo Delagnes

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson
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