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Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

This article studies two problems related to observability and efficient constrained sensor placement in linear time-invariant discrete-time systems with partial state observations. (i) We impose the condition that both the set of outputs…

Optimization and Control · Mathematics 2021-05-21 Priyanka Dey , Niranjan Balachandran , Debasish Chatterjee

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

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

The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments. We consider a relaxation of the full optimization formulation of…

Optimization and Control · Mathematics 2018-05-11 Emily Clark , Travis Askham , Steven L. Brunton , J. Nathan Kutz

We consider the problem of finding optimal time-periodic sensor schedules for estimating the state of discrete-time dynamical systems. We assume that {multiple} sensors have been deployed and that the sensors are subject to resource…

Applications · Statistics 2016-11-17 Sijia Liu , Makan Fardad , Engin Masazade , Pramod K. Varshney

Thermal-Hydraulic (TH) experiments provide valuable insight into the physics of heat and mass transfer and qualified data for code development, calibration and validation. However, measurements are typically collected from sparsely…

Systems and Control · Electrical Eng. & Systems 2025-09-15 Xicheng Wang , Yun. Feng , Dmitry Grishchenko , Pavel Kudinov , Ruifeng Tian , Sichao Tan

We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of the…

Sensor placement for linear inverse problems is the selection of locations to assign sensors so that the entire physical signal can be well recovered from partial observations. In this paper, we propose a fast sampling algorithm to place…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Fen Wang , Gene Cheung , Taihao Li , Ying Du , Yu-Ping Ruan

There is a rising interest in Spatio-temporal systems described by Partial Differential Equations (PDEs) among the control community. Not only are these systems challenging to control, but the sizing and placement of their actuation is an…

Optimization and Control · Mathematics 2020-02-05 Ethan N. Evans , Andrew P. Kendall , George I. Boutselis , Evangelos A. Theodorou

Sensor placement and feature selection are critical steps in engineering, modeling, and data science that share a common mathematical theme: the selected measurements should enable solution of an inverse problem. Most real-world systems of…

Optimization and Control · Mathematics 2022-08-24 Samuel E. Otto , Clarence W. Rowley

In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the…

Optimization and Control · Mathematics 2022-01-12 Louis Sharrock , Nikolas Kantas

When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…

Machine Learning · Computer Science 2024-01-23 Chuanwen Feng , Wenlong Chen , Ao Ke , Yilong Ren , Xike Xie , S. Kevin Zhou

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

We consider the centralized optimal estimation problem in spatially distributed systems. We use the setting of spatially invariant systems as an idealization for which concrete and detailed results are given. Such estimators are known to…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Juncal Arbelaiz , Bassam Bamieh , Anette E. Hosoi , Ali Jadbabaie

Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the tracking of a time-varying process is examined. The tradeoff is between energy efficiency, which decreases…

Systems and Control · Computer Science 2017-11-30 Arpan Chattopadhyay , Urbashi Mitra

The lack of measurements in distribution grids poses a severe challenge for their monitoring: since there may not be enough sensors to achieve numerical observability, load forecasts (pseudo-measurements) are typically used, and thus an…

Systems and Control · Electrical Eng. & Systems 2019-08-09 Miguel Picallo , Adolfo Anta , Bart De Schutter

Optimal sensor placement (OSP) is critical for efficient, accurate monitoring, control, and inference in complex physical systems. We propose a machine-learning-based feature attribution (FA) framework to identify OSP for target…

Computational Engineering, Finance, and Science · Computer Science 2026-04-07 Sze Chai Leung , Di Zhou , H. Jane Bae

We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

Computation · Statistics 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

A new method for optimal sensor placement based on variable importance of machine learned models is proposed. With its simplicity, adaptivity, and low computational cost, the method offers many advantages over existing approaches. The new…

Fluid Dynamics · Physics 2017-02-02 Richard Semaan