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Computer experiments can emulate the physical systems, help computational investigations, and yield analytic solutions. They have been widely employed with many engineering applications (e.g., aerospace, automotive, energy systems.…

Methodology · Statistics 2022-08-23 Yan Wang , Meng Wang , Areej AlBahar , Xiaowei Yue

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

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

Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations, or experiments which…

Applications · Statistics 2024-10-16 Jake Callahan , Kevin Monogue , Ruben Villarreal , Tommie Catanach

Bayesian optimal design of experiments (BODE) has been successful in acquiring information about a quantity of interest (QoI) which depends on a black-box function. BODE is characterized by sequentially querying the function at specific…

Optimization and Control · Mathematics 2019-01-16 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

The design and optimization of optical components, such as Bragg gratings, are critical for applications in telecommunications, sensing, and photonic circuits. To overcome the limitations of traditional design methods that rely heavily on…

Optics · Physics 2025-05-07 M. R. Mahani , Igor A. Nechepurenko , Thomas Flisgen , Andreas Wicht

Bayesian optimization (BO) has been broadly applied to computational expensive problems, but it is still challenging to extend BO to high dimensions. Existing works are usually under strict assumption of an additive or a linear embedding…

Machine Learning · Computer Science 2019-07-23 Miao Zhang , Huiqi Li , Steven Su

Bayesian optimization is a powerful tool for optimizing an expensive-to-evaluate black-box function. In particular, the effectiveness of expected improvement (EI) has been demonstrated in a wide range of applications. However, theoretical…

Machine Learning · Statistics 2025-10-01 Shion Takeno , Yu Inatsu , Masayuki Karasuyama , Ichiro Takeuchi

Traditional scientific discovery relies on an iterative hypothesise-experiment-refine cycle that has driven progress for centuries, but its intuitive, ad-hoc implementation often wastes resources, yields inefficient designs, and misses…

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Solving optimal design problems through crowdsourcing faces a dilemma: On one hand, human beings have been shown to be more effective than algorithms at searching for good solutions of certain real-world problems with high-dimensional or…

Machine Learning · Computer Science 2017-04-28 Thurston Sexton , Max Yi Ren

We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of…

Machine Learning · Statistics 2026-05-15 Rafael Oliveira , Daniel M. Steinberg , Edwin V. Bonilla

We consider optimal experimental design (OED) problems in selecting the most informative observation sensors to estimate model parameters in a Bayesian framework. Such problems are computationally prohibitive when the…

Computational Engineering, Finance, and Science · Computer Science 2024-09-10 Jinwoo Go , Peng Chen

Optimal experimental design (OED) is a framework that leverages a mathematical model of the experiment to identify optimal conditions for conducting the experiment. Under a Bayesian approach, the design objective function is typically…

Computation · Statistics 2026-01-27 Thomas E. Coons , Xun Huan

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

This work applies Bayesian experimental design to selecting optimal projection geometries in (discretized) parallel beam X-ray tomography assuming the prior and the additive noise are Gaussian. The introduced greedy exhaustive optimization…

Numerical Analysis · Mathematics 2021-08-11 Martin Burger , Andreas Hauptmann , Tapio Helin , Nuutti Hyvönen , Juha-Pekka Puska

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

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

Minimising cycle time without inducing quality defects is a major challenge in the injection moulding (IM). Design of Experiment methods (DoE) have been widely studied for optimisation of the IM, however existing methods have limitations,…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Mandana Kariminejad , David Tormey , Caitríona Ryan , Christopher O'Hara , Albert Weinert , Marion McAfee