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In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

Methodology · Statistics 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

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 experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

Numerical Analysis · Mathematics 2024-05-14 Karina Koval , Ruanui Nicholson

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

Accurate parameter dependent electro-chemical numerical models for lithium-ion batteries are essential in industrial application. The exact parameters of each battery cell are unknown and a process of estimation is necessary to infer them.…

Statistics Theory · Mathematics 2024-04-25 Andrea Petrocchi , Matthias K. Scharrer , Franz Pichler , Stefan Volkwein

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting…

Methodology · Statistics 2026-01-05 Daniel Waxman , Fernando Llorente , Katia Lamer , Petar M. Djurić

The inverse radiative transfer problem finds broad applications in medical imaging, atmospheric science, astronomy, and many other areas. This problem intends to recover the optical properties, denoted as absorption and scattering…

Numerical Analysis · Mathematics 2017-08-08 Qin Li , Ruiwen Shu , Li Wang

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

This work considers Bayesian experimental design for the inverse boundary value problem of linear elasticity in a two-dimensional setting. The aim is to optimize the positions of compactly supported pressure activations on the boundary of…

Numerical Analysis · Mathematics 2023-09-06 Sarah Eberle-Blick , Nuutti Hyvönen

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

Computation · Statistics 2012-08-31 Tarek A. El Moselhy , Youssef M. Marzouk

This paper describes an optimization framework to design guidance for a possibly heterogeneous team of multiple mobile sensors to estimate a spatiotemporal process modeled by a 2D diffusion-advection process. Owing to the abstract linear…

Optimization and Control · Mathematics 2021-11-04 Sheng Cheng , Derek A. Paley

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

In computational inverse problems, the optimal experimental design (OED) problem seeks the best locations in time and space at which to take measurements. We investigate the nonlinear OED problem in the context of continuously-indexed…

Numerical Analysis · Mathematics 2025-06-10 Ruhui Jin , Qin Li , Stephen O. Mussmann , Stephen J. Wright

We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…

Dynamical Systems · Mathematics 2022-04-12 Yunan Yang , Levon Nurbekyan , Elisa Negrini , Robert Martin , Mirjeta Pasha

We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…

Optimization and Control · Mathematics 2026-02-11 Alen Alexanderian , Steven Maio

Using measure theoretic arguments, we provide a general framework for describing and studying the general linear inverse dispersion problem where no a priori assumptions on the source function has been made. We investigate the source-sensor…

Atmospheric and Oceanic Physics · Physics 2014-09-18 Niklas Brännström , Leif Å Persson

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann