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We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

Sensor placement optimization methods have been studied extensively. They can be applied to a wide range of applications, including surveillance of known environments, optimal locations for 5G towers, and placement of missile defense…

Machine Learning · Computer Science 2024-05-22 Lukas Taus , Yen-Hsi Richard Tsai

We develop greedy algorithms to approximate the optimal solution to the multi-fidelity sensor selection problem, which is a cost constrained optimization problem prescribing the placement and number of cheap (low signal-to-noise) and…

Signal Processing · Electrical Eng. & Systems 2020-05-08 Emily Clark , Steven L. Brunton , J. Nathan Kutz

Greedy algorithms are a fundamental category of algorithms in mathematics and computer science, characterized by their iterative, locally optimal decision-making approach, which aims to find global optima. In this review, we will discuss…

Functional Analysis · Mathematics 2024-12-09 Andrea García

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

We show how combinatorial optimisation algorithms can be applied to the problem of identifying c-optimal experimental designs when there may be correlation between and within experimental units and evaluate the performance of relevant…

Computation · Statistics 2023-02-24 Samuel I Watson , Yi Pan

We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of the…

A growing body of work in economics and computation focuses on the trade-off between implementability and simplicity in mechanism design. The goal is to develop a theory that not only allows to design an incentive structure easy to grasp…

Computer Science and Game Theory · Computer Science 2024-03-14 Diodato Ferraioli , Carmine Ventre

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

We consider the problem of studying the performance of greedy algorithm on sensor selection problem for stable linear systems with Kalman Filter. Specifically, the objective is to find the system parameters that affects the performance of…

Data Structures and Algorithms · Computer Science 2017-07-10 Jingyuan Liu

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

Subset selection, which aims to select a subset from a ground set to maximize some objective function, arises in various applications such as influence maximization and sensor placement. In real-world scenarios, however, one often needs to…

Neural and Evolutionary Computing · Computer Science 2022-05-10 Chao Bian , Yawen Zhou , Chao Qian

Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai

We propose a data-driven sensor-selection algorithm for accurate estimation of the target variables from the selected measurements. The target variables are assumed to be estimated by a ridge-regression estimator which is trained based on…

Signal Processing · Electrical Eng. & Systems 2025-04-22 Yasuo Sasaki , Keigo Yamada , Takayuki Nagata , Yuji Saito , Taku Nonomura

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

In the dynamic set cover problem, the input is a dynamic universe of elements and a fixed collection of sets. As elements are inserted or deleted, the goal is to efficiently maintain an approximate minimum set cover. While the past decade…

Data Structures and Algorithms · Computer Science 2026-04-06 Amitai Uzrad

Greedy algorithms have been successfully analyzed and applied in training neural networks for solving variational problems, ensuring guaranteed convergence orders. In this paper, we extend the analysis of the orthogonal greedy algorithm…

Numerical Analysis · Mathematics 2025-04-21 Jinchao Xu , Xiaofeng Xu

Greedy algorithms are popular in compressive sensing for their high computational efficiency. But the performance of current greedy algorithms can be degenerated seriously by noise (both multiplicative noise and additive noise). A robust…

Information Theory · Computer Science 2014-02-10 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Optimal experimental design provides a way of determining a-priori the best locations at which to place accelerometers in vibrations analysis experiments. However, in practice, sensors often fail during experimentation due high mechanical…

Computational Engineering, Finance, and Science · Computer Science 2026-04-17 Rebekah White , Chandler Smith , Drew Kouri , Jace Ritchie , Wilkins Aquino , Timothy Walsh