English
Related papers

Related papers: Surrogate model for Bayesian optimal experimental …

200 papers

Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Machine Learning · Statistics 2020-09-10 Erik Bodin , Markus Kaiser , Ieva Kazlauskaite , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given $d$ different experimental variables with $m_i$ choices per design variable $1 \le…

Numerical Analysis · Mathematics 2025-06-03 Hugo Díaz , Arvind K. Saibaba , Srinivas Eswar , Vishwas Rao , Zichao Wendy Di

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

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

The goal of this paper is to make Optimal Experimental Design (OED) computationally feasible for problems involving significant computational expense. We focus exclusively on the Mean Objective Cost of Uncertainty (MOCU), which is a…

Optimization and Control · Mathematics 2020-12-09 Anthony M. DeGennaro , Francis J. Alexander

This work considers sequential edge-promoting Bayesian experimental design for (discretized) linear inverse problems, exemplified by X-ray tomography. The process of computing a total variation type reconstruction of the absorption inside…

Methodology · Statistics 2021-04-02 Tapio Helin , Nuutti Hyvönen , Juha-Pekka Puska

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

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

In engineering design, surrogate models are widely employed to replace computationally expensive simulations by leveraging design variables and geometric parameters from computer-aided design (CAD) models. However, these models often lose…

Machine Learning · Computer Science 2024-06-05 Jangseop Park , Namwoo Kang

In this work, we present a Boundary Oriented Graph Embedding (BOGE) approach for the Graph Neural Network (GNN) to serve as a general surrogate model for regressing physical fields and solving boundary value problems. Providing shortcuts…

Numerical Analysis · Mathematics 2021-09-01 Xingyu Fu , Fengfeng Zhou , Dheeraj Peddireddy , Zhengyang Kang , Martin Byung-Guk Jun , Vaneet Aggarwal

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Oilfield development related decisions are made using reservoir simulation-based optimization study in which different production scenarios and well controls are compared. Such simulations are computationally expensive and so surrogate…

Machine Learning · Computer Science 2022-03-01 Ajitabh Kumar

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

Methodology · Statistics 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

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 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

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman