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In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

Computation · Statistics 2026-03-18 Hao Zhu , Markus Hainy

Invariant measures encode the long-time behaviour of a dynamical system. In this work, we propose an optimization-based method to discover invariant measures directly from data gathered from a system. Our method does not require an explicit…

Dynamical Systems · Mathematics 2025-10-09 Jason J. Bramburger , Giovanni Fantuzzi

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

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…

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

The problem of optimal data collection to efficiently learn the model parameters of a graphite nitridation experiment is studied in the context of Bayesian analysis using both synthetic and real experimental data. The paper emphasizes that…

Data Analysis, Statistics and Probability · Physics 2011-07-08 Gabriel Terejanu , Rochan R. Upadhyay , Kenji Miki

Bayesian optimal sensor placement, in its full generality, seeks to maximize the mutual information between uncertain model parameters and the predicted data to be collected from the sensors for the purpose of performing Bayesian inference.…

Applications · Statistics 2019-06-17 Pinaky Bhattacharyya , James L. Beck

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Machine Learning · Computer Science 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon

Inverse design is a commonly used methodology for creating devices that manipulate electromagnetic (EM) waves by algorithmically modifying device parameters to achieve a desired functionality. Utilizing plasma, a dynamically tunable medium,…

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…

A high fidelity fluid-structure interaction simulation may require many days to run, on hundreds of cores. This poses a serious burden, both in terms of time and economic considerations, when repetitions of such simulations may be required…

Computational Engineering, Finance, and Science · Computer Science 2021-04-12 Wensi Wu , Christophe Bonneville , Christopher J. Earls

Advanced experimental measurements are crucial for driving theoretical developments and unveiling novel phenomena in condensed matter and material physics, which often suffer from the scarcity of facility resources and increasing…

This study proposes a simple and practical approach based on in-vitro measurements and in-silico simulation using the likelihood-free Bayesian inference with the finite element method simultaneously for stochastic calibration and…

Medical Physics · Physics 2025-10-14 Mahmut Pekedis

We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two interweaving strategies (Yu and Meng, Journal of Computational…

Computation · Statistics 2019-08-07 Gregor Kastner , Sylvia Frühwirth-Schnatter , Hedibert Freitas Lopes

The 100 MW cryogenic liquid oxygen/hydrogen multi-injector combustor BKD operated by the DLR Institute of Space Propulsion is a research platform that allows the study of thermoacoustic instabilities under realistic conditions,…

Field experiments and computer simulations are effective but time-consuming methods of measuring the quality of engineered systems at different settings. To reduce the total time required, experimenters may employ Bayesian optimization,…

Machine Learning · Computer Science 2024-04-30 Jiuge Ren , David Sweet

Inspection of infrastructure using static sensor nodes has become a well established approach in recent decades. In this work, we present an experimental setup to address a binary inspection task using mobile sensor nodes. The objective is…

Robotics · Computer Science 2024-12-20 Thiemen Siemensma , Bahar Haghighat

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

Machine Learning · Computer Science 2022-06-08 Mustafa A. Mohamad , Themistoklis P. Sapsis

This paper presents a practical application of the concept of Optimal Experiment Design (OED) for the determination of properties of porous materials with in-situ measurements and an identification method. First, an experimental set-up was…

Optimization and Control · Mathematics 2020-02-20 Julien Berger , Thomas Busser , Denys Dutykh , Nathan Mendes
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