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Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

We investigate a deep learning approach to efficiently perform Bayesian inference in partial differential equation (PDE) and integral equation models over potentially high-dimensional parameter spaces. The contributions of this paper are…

Numerical Analysis · Mathematics 2021-03-26 Teo Deveney , Eike Mueller , Tony Shardlow

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

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

Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…

Analysis of PDEs · Mathematics 2025-09-24 Christina Schenk , Jacobo Ayensa Jiménez , Ignacio Romero

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

With the rise in engineered biomolecular devices, there is an increased need for tailor-made biological sequences. Often, many similar biological sequences need to be made for a specific application meaning numerous, sometimes prohibitively…

Quantitative Methods · Quantitative Biology 2024-10-23 Ruby Sedgwick , John P. Goertz , Molly M. Stevens , Ruth Misener , Mark van der Wilk

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

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

The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

Bayesian optimization (BO) iteratively fits a Gaussian process (GP) surrogate to accumulated evaluations and selects new queries via an acquisition function such as expected improvement (EI). In practice, BO often concentrates evaluations…

Methodology · Statistics 2026-01-13 Jiguang Li , Hengrui Luo

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a…

Computational Engineering, Finance, and Science · Computer Science 2024-08-19 Susanna Baars , Jigar Parekh , Ihar Antonau , Philipp Bekemeyer , Ulrich Römer

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

We introduce CODES, a benchmark for comprehensive evaluation of surrogate architectures for coupled ODE systems. Besides standard metrics like mean squared error (MSE) and inference time, CODES provides insights into surrogate behaviour…

Machine Learning · Computer Science 2024-11-21 Robin Janssen , Immanuel Sulzer , Tobias Buck

In X-ray Computed Tomography (CT), projections from many angles are acquired and used for 3D reconstruction. To make CT suitable for in-line quality control, reducing the number of angles while maintaining reconstruction quality is…

Image and Video Processing · Electrical Eng. & Systems 2025-06-10 Tianyuan Wang , Felix Lucka , Tristan van Leeuwen