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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

We optimize the path of a mobile sensor to minimize the posterior uncertainty of a Bayesian inverse problem. Along its path, the sensor continuously takes measurements of the state, which is a physical quantity modeled as the solution of a…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Nicole Aretz , Thomas Lynn , Karen Willcox , Sven Leyffer

Within the field of optimal experimental design, \emph{sensor placement} refers to the act of finding the optimal locations of data collecting sensors, with the aim to optimise reconstruction of an unknown parameter from finite data. In…

Optimization and Control · Mathematics 2025-09-26 Christian Aarset , Tram Thi Ngoc Nguyen

Bayesian optimal sensor placement, in its full generality, seeks to maximize the mutual information between uncertain model parameters and the predicted data to be collected from the sensors for the purpose of performing Bayesian inference.…

Applications · Statistics 2019-06-17 Pinaky Bhattacharyya , James L. Beck

This paper considers the optimal sensor allocation for estimating the emission rates of multiple sources in a two-dimensional spatial domain. Locations of potential emission sources are known (e.g., factory stacks), and the number of…

Computation · Statistics 2025-09-09 Xinchao Liu , Dzung Phan , Youngdeok Hwang , Levente Klein , Xiao Liu , Kyongmin Yeo

We study optimal sensor placement for Bayesian state estimation problems in which sensors vary in cost and fidelity, resulting in a budget-constrained multifidelity optimal experimental design problem. Sensor placement optimality is…

Numerical Analysis · Mathematics 2026-02-10 Gabriela Ramon , Geena Sarnoski , Vasishta Tumuluri , Hugo Díaz , Arvind K. Saibaba

In this work, we address the problem of optimally placing a finite number of sensors within a given region so as to minimize the mean or maximal distance to the points of the domain. To tackle this natural geometric performance criterion,…

Optimization and Control · Mathematics 2026-02-16 Ilias Ftouhi , Enrique Zuazua

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

This paper presents a novel framework for goal-oriented optimal static sensor placement and dynamic sensor steering in PDE-constrained inverse problems, utilizing a Bayesian approach accelerated by low-rank approximations. The framework is…

Numerical Analysis · Mathematics 2025-07-09 Marco Mattuschka , Noah An der Lan , Max von Danwitz , Daniel Wolff , Alexander Popp

We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

This paper focuses on static source localization employing different combinations of measurements, including time-difference-of-arrival (TDOA), received-signal-strength (RSS), angle-of-arrival (AOA), and time-of-arrival (TOA) measurements.…

Signal Processing · Electrical Eng. & Systems 2025-04-10 Kang Tang , Sheng Xu , Yuqi Yang , He Kong , Yongsheng Ma

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Machine Learning · Computer Science 2024-03-28 Wanggang Shen , Xun Huan

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

This paper introduces a new approach to solve sensor management problems. Classically sensor management problems can be well formalized as Partially-Observed Markov Decision Processes (POMPD). The original approach developped here consists…

Machine Learning · Computer Science 2009-03-20 Thomas Bréhard , Emmanuel Duflos , Philippe Vanheeghe , Pierre-Arnaud Coquelin

Designing a cost-effective sensor placement plan for sewage surveillance is a crucial task because it allows cost-effective early pandemic outbreak detection as supplementation for individual testing. However, this problem is…

Computers and Society · Computer Science 2024-09-26 Sunyu Wang , Yutong Xia , Huanfa Chen , Xinyi Tong , Yulun Zhou

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

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observable mapping is described through an integral equation and its…

Computation · Statistics 2019-12-30 Jing Yu , Mihai Anitescu

Optimal sensor placement is essential for minimizing costs and ensuring accurate state estimation in power systems. This paper introduces a novel method for optimal sensor placement for dynamic state estimation of power systems modeled by…

Systems and Control · Electrical Eng. & Systems 2025-02-06 Milos Katanic , Yi Guo , John Lygeros , Gabriela Hug