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We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…

Computation · Statistics 2025-04-14 Subhayan De , Reza Farzad , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…

Methodology · Statistics 2022-05-18 Xianliang Gong , Yulin Pan

Targeted therapies on the basis of genomic aberrations analysis of the tumor have shown promising results in cancer prognosis and treatment. Regardless of tumor type, trials that match patients to targeted therapies for their particular…

Applications · Statistics 2018-04-18 Yanxun Xu , Peter Mueller , Apostolia M Tsimberidou , Donald Berry

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

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

Optimised lightweight structures, such as shallow domes and slender towers, are prone to sudden buckling failure because geometric uncertainties/imperfections can lead to a drastic reduction in their buckling loads. We introduce a framework…

Numerical Analysis · Mathematics 2025-10-28 Tianyi Liu , Xiao Xiao , Fehmi Cirak

With the rising complexity of numerous novel applications that serve our modern society comes the strong need to design efficient computing platforms. Designing efficient hardware is, however, a complex multi-objective problem that deals…

Hardware Architecture · Computer Science 2023-04-11 Alireza Ghaffari , Masoud Asgharian , Yvon Savaria

Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…

Methodology · Statistics 2021-09-10 Chong Zhong , Zhihua Ma , Junshan Shen , Catherine Liu

In experiments to estimate parameters of a parametric model, Bayesian experiment design allows measurement settings to be chosen based on utility, which is the predicted improvement of parameter distributions due to modeled measurement…

Methodology · Statistics 2023-01-26 Robert D. McMichael , Sean M. Blakley

Combination of several anti-cancer treatments has typically been presumed to have enhanced drug activity. Motivated by a real clinical trial, this paper considers phase I-II dose finding designs for dual-agent combinations, where one main…

Methodology · Statistics 2023-05-09 José L. Jiménez , Haiyan Zheng

The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability distribution of uncertain parameters. However, the approach…

Optimization and Control · Mathematics 2024-12-10 Jaeseok Choi , Anand Deo , Constantino Lagoa , Anirudh Subramanyam

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

Typically, trials investigate the impact of either an individual-level intervention on participant outcomes, or the impact of a cluster-level intervention on participant outcomes. Factorial designs consider two (or more) treatments for each…

Methodology · Statistics 2026-05-04 Rhys Bowden , Rebecca Walwyn , Jessica Kasza , Andrew Copas , Fan Li , James Wason , Andrew Forbes

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Machine Learning · Computer Science 2024-10-23 Amanda A. Volk , Kristofer G. Reyes , Jeffrey G. Ethier , Luke A. Baldwin

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

Quantum Physics · Physics 2025-07-10 Alexandra Ramôa , Raffaele Santagati , Nathan Wiebe