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We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

Personalized optimal decision making, finding the optimal decision rule (ODR) based on individual characteristics, has attracted increasing attention recently in many fields, such as education, economics, and medicine. Current ODR methods…

Methodology · Statistics 2021-04-22 Hengrui Cai , Rui Song , Wenbin Lu

We consider the problem of identifying the most profitable product design from a finite set of candidates under unknown consumer preference. A standard approach to this problem follows a two-step strategy: First, estimate the preference of…

Machine Learning · Statistics 2017-01-06 Max Yi Ren , Clayton Scott

We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…

Statistics Theory · Mathematics 2017-11-02 Juha Karvanen , Jarno Vanhatalo , Kari Auranen , Sangita Kulathinal , Samu Mäntyniemi

Due to the significant process variations, designers have to optimize the statistical performance distribution of nano-scale IC design in most cases. This problem has been investigated for decades under the formulation of stochastic…

Computational Engineering, Finance, and Science · Computer Science 2023-08-17 Yifan Pan , Zichang He , Nanlin Guo , Zheng Zhang

We consider the problem of computing optimal experimental design on a finite design space with respect to a compound Bayes risk criterion, which includes the linear criterion for prediction in a random coefficient regression model. We show…

Computation · Statistics 2017-09-08 Radoslav Harman , Maryna Prus

Sequential experimental design to discover interventions that achieve a desired outcome is a key problem in various domains including science, engineering and public policy. When the space of possible interventions is large, making an…

Machine Learning · Computer Science 2023-08-17 Jiaqi Zhang , Louis Cammarata , Chandler Squires , Themistoklis P. Sapsis , Caroline Uhler

Data collection is a critical step in statistical inference and data science, and the goal of statistical experimental design (ED) is to find the data collection setup that can provide most information for the inference. In this work we…

Computation · Statistics 2020-07-01 Ziqiao Ao , Jinglai Li

In the chemical, pharmaceutical, and food industries, sometimes the order of adding a set of components has an impact on the final product. These are instances of the order-of-addition (OofA) problem, which aims to find the optimal sequence…

Methodology · Statistics 2024-11-07 Jiayi Zheng , Nicholas Rios

The increasing prevalence of rich sources of data and the availability of electronic medical record databases and electronic registries opens tremendous opportunities for enhancing medical research. For example, controlled trials are…

Methodology · Statistics 2015-09-23 Liwen Ouyang , Daniel W. Apley , Sanjay Mehrotra

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

The Inverse Optimal Control (IOC) problem is a structured system identification problem that aims to identify the underlying objective function based on observed optimal trajectories. This provides a data-driven way to model experts'…

Optimization and Control · Mathematics 2024-02-28 Han Zhang , Axel Ringh

Bayesian adaptive designs have gained popularity in all phases of clinical trials with numerous new developments in the past few decades. During the COVID-19 pandemic, the need to establish evidence for the effectiveness of vaccines,…

Methodology · Statistics 2022-03-08 Shirin Golchi

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Nonlinear regression models addressing both efficacy and toxicity outcomes are increasingly used in dose-finding trials, such as in pharmaceutical drug development. However, research on related experimental design problems for corresponding…

Methodology · Statistics 2016-01-06 Holger Dette , Katrin Kettelhake , Kirsten Schorning , Weng Kee Wong , Frank Bretz

In recent years methods from optimal linear experimental design have been leveraged to obtain state of the art results for linear bandits. A design returned from an objective such as $G$-optimal design is actually a probability distribution…

Machine Learning · Computer Science 2021-05-13 Romain Camilleri , Julian Katz-Samuels , Kevin Jamieson

Inverse design aims to design the input variables of a physical system to optimize a specified objective function, typically formulated as a search or optimization problem. However, in 3D domains, the design space grows exponentially,…

Computer Vision and Pattern Recognition · Computer Science 2025-12-11 Yuze Hao , Linchao Zhu , Yi Yang

Let the design of an experiment be represented by an $s$-dimensional vector $\mathbf {w}$ of weights with nonnegative components. Let the quality of $\mathbf {w}$ for the estimation of the parameters of the statistical model be measured by…

Statistics Theory · Mathematics 2015-10-16 Guillaume Sagnol , Radoslav Harman

In this work we focus on saturated $D$-optimal designs. Using recent results, we identify $D$-optimal designs with the solutions of an optimization problem with linear constraints. We introduce new objective functions based on the geometric…

Methodology · Statistics 2014-01-07 Roberto Fontana , Fabio Rapallo , Maria Piera Rogantin

We formalize the problem of contextual optimization through the lens of Bayesian experimental design and propose CO-BED -- a general, model-agnostic framework for designing contextual experiments using information-theoretic principles.…

Machine Learning · Statistics 2023-07-20 Desi R. Ivanova , Joel Jennings , Tom Rainforth , Cheng Zhang , Adam Foster