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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

In statistical inference, a discrepancy between the parameter-to-observable map that generates the data and the parameter-to-observable map that is used for inference can lead to misspecified likelihoods and thus to incorrect estimates. In…

Statistics Theory · Mathematics 2024-07-16 Nada Cvetković , Han Cheng Lie , Harshit Bansal , Karen Veroy

We consider optimal experimental design (OED) problems in selecting the most informative observation sensors to estimate model parameters in a Bayesian framework. Such problems are computationally prohibitive when the…

Computational Engineering, Finance, and Science · Computer Science 2024-09-10 Jinwoo Go , Peng Chen

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

Computational Physics · Physics 2025-05-15 Diba Behnoudfar

The structure of the nonlinear inverse problem arising from capillarity-driven imbibition in porous media is investigated, considering a degenerate parabolic PDE with compactly supported diffusivity and boundary-driven fluxes as the…

Dynamical Systems · Mathematics 2026-04-01 Paola Stolfi , Elia Onofri , Gabriella Bretti

We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…

Optimization and Control · Mathematics 2017-06-09 Pablo Pedregal

Estimation of an optical beam's transverse displacement is a canonical imaging problem fundamental to numerous optical imaging and sensing tasks. Quantum enhancements to the measurement precision in this problem have been studied…

Quantum Physics · Physics 2025-09-16 Wenhua He , Christos N. Gagatsos , Dalziel J. Wilson , Saikat Guha

This paper tackles optimal sensor placement for Bayesian linear inverse problems, a popular version of the more general Optimal Experimental Design (OED) problem, using the D-optimality criterion. This is done by establishing connections…

Numerical Analysis · Mathematics 2025-04-07 Srinivas Eswar , Vishwas Rao , Arvind K. Saibaba

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

Sequential filtering and spatial inverse problems assimilate data points distributed either temporally (in the case of filtering) or spatially (in the case of spatial inverse problems). Sometimes it is possible to choose the position of…

Statistics Theory · Mathematics 2025-08-19 Sahani Pathiraja , Claudia Schillings , Philipp Wacker

We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. This work focuses on designs that maximize the expected…

Optimization and Control · Mathematics 2026-05-05 Tiangang Cui , Karina Koval , Roland Herzog , Robert Scheichl

Motion planning at urban intersections that accounts for the situation context, handles occlusions, and deals with measurement and prediction uncertainty is a major challenge on the way to urban automated driving. In this work, we address…

Robotics · Computer Science 2021-10-22 Johannes Müller , Jan Strohbeck , Martin Herrmann , Michael Buchholz

We study the ill-posed problem of recovering a probability measure flow from finitely many moving localized sensors using a Bayes Hilbert framework. Relative to a fixed reference probability measure, a probability law is represented by its…

Machine Learning · Statistics 2026-05-29 S. David Mis , Maarten V. de Hoop

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

We study a scenario where an aircraft has multiple heterogeneous sensors collecting measurements to track a target vehicle of unknown location. The measurements are sampled along the flight path and our goals to optimize sensor placement to…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Matthew R. Kirchner , David Grimsman , Joao P. Hespanha , Jason R. Marden

In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…

Machine Learning · Statistics 2023-03-06 Alfredo Garbuno-Inigo , Tapio Helin , Franca Hoffmann , Bamdad Hosseini

We study the design of sampling trajectories for stable sampling and the reconstruction of bandlimited spatial fields using mobile sensors. The spectrum is assumed to be a symmetric convex set. As a performance metric we use the path…

Information Theory · Computer Science 2016-03-29 Karlheinz Gröchenig , José Luis Romero , Jayakrishnan Unnikrishnan , Martin Vetterli

A critical decision process in data acquisition for mineral and energy resource exploration is how to efficiently combine a variety of sensor types and to minimize total cost. We propose a probabilistic framework for multi-objective…

Geophysics · Physics 2020-10-13 Sebastian Haan , Fabio Ramos , Dietmar Müller

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders