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Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the…

Machine Learning · Computer Science 2021-03-17 Jiaxin Zhang , Sirui Bi , Guannan Zhang

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respect to an expected utility criterion. This…

Methodology · Statistics 2013-05-21 Markus Hainy , Werner G. Müller , Helga Wagner

I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data…

Astrophysics · Physics 2009-11-10 Thomas J. Loredo

We describe the R package MOODE and demonstrate its use to find multi-objective optimal experimental designs. Multi-Objective Optimal Design of Experiments (MOODE) targets the experimental objectives directly, ensuring that the full set of…

Computation · Statistics 2024-12-24 Vasiliki Koutra , Olga Egorova , Steven G. Gilmour , Luzia A. Trinca

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

Modern advanced manufacturing and advanced materials design often require searches of relatively high-dimensional process control parameter spaces for settings that result in optimal structure, property, and performance parameters. The…

Machine Learning · Computer Science 2024-07-25 Carlo Graziani , Marieme Ngom

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…

Optimization and Control · Mathematics 2021-05-11 Gustavo Barbosa Libotte , Fran Sérgio Lobato , Francisco Duarte Moura Neto , Gustavo Mendes Platt

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

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

For computing efficient approximate designs of multifactor experiments, we propose a simple algorithm based on adaptive exploration of the grid of all combinations of factor levels. We demonstrate that the algorithm significantly…

Computation · Statistics 2021-04-12 Radoslav Harman , Lenka Filová , Samuel Rosa

We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…

Methodology · Statistics 2023-03-09 Lucy L. Gao , Jane J. Ye , Shangzhi Zeng , Julie Zhou

Aligning AI systems to users' interests requires understanding and incorporating humans' complex values and preferences. Recently, language models (LMs) have been used to gather information about the preferences of human users. This…

Computation and Language · Computer Science 2024-03-11 Kunal Handa , Yarin Gal , Ellie Pavlick , Noah Goodman , Jacob Andreas , Alex Tamkin , Belinda Z. Li

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods

Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources…

Optimum experimental design theory has recently been extended for parameter estimation in copula models. However, the choice of the correct dependence structure still requires wider analyses. In this work the issue of copula selection is…

Methodology · Statistics 2016-01-29 Elisa Perrone , Andreas Rappold , Werner G. Müller

We introduce implicit Deep Adaptive Design (iDAD), a new method for performing adaptive experiments in real-time with implicit models. iDAD amortizes the cost of Bayesian optimal experimental design (BOED) by learning a design policy…

Machine Learning · Statistics 2021-11-04 Desi R. Ivanova , Adam Foster , Steven Kleinegesse , Michael U. Gutmann , Tom Rainforth

Many critical decisions, such as personalized medical diagnoses and product pricing, are made based on insights gained from designing, observing, and analyzing a series of experiments. This highlights the crucial role of experimental…

Machine Learning · Statistics 2025-01-03 Daolang Huang , Yujia Guo , Luigi Acerbi , Samuel Kaski