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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

Estimating arbitrary quantities of interest (QoIs) that are non-linear operators of complex, expensive-to-evaluate, black-box functions is a challenging problem due to missing domain knowledge and finite budgets. Bayesian optimal design of…

Machine Learning · Statistics 2019-12-17 Piyush Pandita , Nimish Awalgaonkar , Ilias Bilionis , Jitesh Panchal

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Machine Learning · Computer Science 2022-03-23 Zhiyuan Jerry Lin , Raul Astudillo , Peter I. Frazier , Eytan Bakshy

History-dependent constitutive models serve as macroscopic closures for the aggregated effects of micromechanics. Their parameters are typically learned from experimental data. With a limited experimental budget, eliciting the full range of…

Materials Science · Physics 2026-04-28 Kaushik Bhattacharya , Lianghao Cao , Andrew Stuart

Bayesian optimization (BO) algorithms try to optimize an unknown function that is expensive to evaluate using minimum number of evaluations/experiments. Most of the proposed algorithms in BO are sequential, where only one experiment is…

Machine Learning · Computer Science 2011-10-18 Javad Azimi , Ali Jalali , Xiaoli Fern

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

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

Chemical Physics · Physics 2019-09-10 Eric A. Walker , Kishore Ravisankar

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

The accelerated exploration of the materials space in order to identify configurations with optimal properties is an ongoing challenge. Current paradigms are typically centered around the idea of performing this exploration through…

Computational Physics · Physics 2018-12-05 Anjana Talapatra , Shahin Boluki , Thien Duong , Xiaoning Qian , Edward Dougherty , Raymundo Arróyave

Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources…

Bayesian persuasion and its derived information design problem has been one of the main research agendas in the economics and computation literature over the past decade. However, when attempting to apply its model and theory, one is often…

Computer Science and Game Theory · Computer Science 2023-03-21 Bonan Ni , Weiran Shen , Pingzhong Tang

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…

Optimization and Control · Mathematics 2024-02-14 Loic Brevault , Mathieu Balesdent

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

Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…

Methodology · Statistics 2025-01-03 Antony M. Overstall , Jacinta Holloway-Brown , James M. McGree

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Machine Learning · Computer Science 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…

Machine Learning · Statistics 2022-07-13 Desi R. Ivanova , Joel Jennings , Cheng Zhang , Adam Foster

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer