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Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

An optimal sequential experimental design approach is developed to computationally characterize soft material properties at the high strain rates associated with bubble cavitation. The approach involves optimal design and model inference.…

Soft Condensed Matter · Physics 2025-11-19 Tianyi Chu , Jonathan B. Estrada , Spencer H. Bryngelson

In this paper we present a new fast and accurate method for Radial Basis Function (RBF) approximation, including interpolation as a special case, which enables us to effectively find the optimal value of the RBF shape parameter. In…

Numerical Analysis · Mathematics 2023-11-09 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

We present a new computational method by extending the Immersed Boundary (IB) method with a spectrally-accurate geometric model based on Radial Basis Function (RBF) interpolation of the Lagrangian structures. Our specific motivation is the…

Numerical Analysis · Mathematics 2015-05-27 Varun Shankar , Grady B. Wright , Robert M. Kirby , Aaron L. Fogelson

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…

Machine Learning · Computer Science 2025-04-29 Jiayuan Dong , Christian Jacobsen , Mehdi Khalloufi , Maryam Akram , Wanjiao Liu , Karthik Duraisamy , Xun Huan

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

Bayesian optimal experimental design is a sub-field of statistics focused on developing methods to make efficient use of experimental resources. Any potential design is evaluated in terms of a utility function, such as the (theoretically…

Machine Learning · Computer Science 2022-10-21 Noble Kennamer , Steven Walton , Alexander Ihler

Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream…

Computation · Statistics 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

Optimization and Control · Mathematics 2019-06-20 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

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

Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…

Machine Learning · Statistics 2020-01-22 Ray-Bing Chen , Yuan Wang , C. F. Jeff Wu

Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…

Machine Learning · Statistics 2025-11-12 Yasir Zubayr Barlas , Sabina J. Sloman , Samuel Kaski

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas
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