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We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

Machine Learning · Statistics 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

In this study, we focus on developing efficient calibration methods via Bayesian decision-making for the family of compartmental epidemiological models. The existing calibration methods usually assume that the compartmental model is cheap…

Machine Learning · Computer Science 2024-12-11 Puhua Niu , Byung-Jun Yoon , Xiaoning Qian

Modern epidemiological analytics increasingly use machine learning models that offer strong prediction but often lack calibrated uncertainty. Bayesian methods provide principled uncertainty quantification, yet are viewed as difficult to…

Machine Learning · Statistics 2025-11-18 Debashis Chatterjee

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

We present a design through analysis workflow that enables virtual prototyping of electric devices. A CAD plugin establishes the interaction between design and analysis, allowing the preparation of analysis models and the visualization of…

Computational Engineering, Finance, and Science · Computer Science 2025-07-01 Benjamin Marussig , Jürgen Zechner , Thomas Rüberg , Lars Kielhorn , Domagoj Bošnjak , Thomas-Peter Fries

Ensemble Kalman inversion (EKI) is a technique for the numerical solution of inverse problems. A great advantage of the EKI's ensemble approach is that derivatives are not required in its implementation. But theoretically speaking, EKI's…

Numerical Analysis · Mathematics 2023-05-03 Xin T. Tong , Matthias Morzfeld

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Numerical models of geothermal reservoirs typically depend on hundreds or thousands of unknown parameters, which must be estimated using sparse, noisy data. However, these models capture complex physical processes, which frequently results…

Enforcing sparse structure within learning has led to significant advances in the field of data-driven discovery of dynamical systems. However, such methods require access not only to time-series of the state of the dynamical system, but…

Optimization and Control · Mathematics 2020-10-21 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

This study addresses the challenge of fleet design optimization in the context of heterogeneous multi-robot fleets, aiming to obtain feasible designs that balance performance and costs. In the domain of autonomous multi-robot exploration,…

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each…

Machine Learning · Statistics 2026-03-25 Arno Strouwen , Sebastian Micluţa-Câmpeanu

This paper considers the problem of data-driven robust control design for nonlinear systems, for instance, obtained when discretizing nonlinear partial differential equations (PDEs). A robust learning control approach is developed for…

Optimization and Control · Mathematics 2025-09-01 Anant A. Joshi , Saviz Mowlavi , Mouhacine Benosman

Despite the astonishing performance of deep-learning based approaches for visual tasks such as semantic segmentation, they are known to produce miscalibrated predictions, which could be harmful for critical decision-making processes.…

Image and Video Processing · Electrical Eng. & Systems 2021-05-25 Agostina J. Larrazabal , César Martínez , Jose Dolz , Enzo Ferrante

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

Computational Engineering, Finance, and Science · Computer Science 2026-03-18 Paolo Villani , Daniel Andrés Arcones , Jörg F. Unger , Martin Weiser

This paper addresses the challenging task of guide wire navigation in cardiovascular interventions, focusing on the parameter estimation of a guide wire system using Ensemble Kalman Inversion (EKI) with a subsampling technique. The EKI uses…

Numerical Analysis · Mathematics 2023-12-12 Matei Hanu , Jürgen Hesser , Guido Kanschat , Javier Moviglia , Claudia Schillings , Jan Stallkamp

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

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull