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We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of…

Machine Learning · Computer Science 2013-12-17 Daniel Golovin , Andreas Krause , Debajyoti Ray

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

This work provides performance guarantees for the greedy solution of experimental design problems. In particular, it focuses on A- and E-optimal designs, for which typical guarantees do not apply since the mean-square error and the maximum…

Machine Learning · Computer Science 2018-02-01 Luiz F. O. Chamon , Alejandro Ribeiro

We consider a compressed sensing problem in which both the measurement and the sparsifying systems are assumed to be frames (not necessarily tight) of the underlying Hilbert space of signals, which may be finite or infinite dimensional. The…

Information Theory · Computer Science 2020-10-15 Giovanni S. Alberti , Matteo Santacesaria

This paper considers a set of sensors, which as a group are tasked with taking measurements of the environment and sending a small subset of the measurements to a centralized data fusion center, where the measurements will be used to…

Multiagent Systems · Computer Science 2022-07-11 David Grimsman , Matthew R. Kirchner , João P. Hespanha , Jason R. Marden

Many robotic systems deal with uncertainty by performing a sequence of information gathering actions. In this work, we focus on the problem of efficiently constructing such a sequence by drawing an explicit connection to submodularity.…

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

We consider the optimal coverage problem where a multi-agent network is deployed in an environment with obstacles to maximize a joint event detection probability. The objective function of this problem is non-convex and no global optimum is…

Optimization and Control · Mathematics 2017-08-15 Xinmiao Sun , Christos G. Cassandras , Xiangyu Meng

Inverse problems can be described as limited-data problems in which the signal of interest cannot be observed directly. A physics-based forward model that relates the signal with the observations is typically needed. Unfortunately, unknown…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Alexandra Koulouri , Ville Rimpilainen

We consider a class of multi-agent optimal coverage problems in which the goal is to determine the optimal placement of a group of agents in a given mission space so that they maximize a coverage objective that represents a blend of…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shirantha Welikala , Christos G. Cassandras

The selection problem of an optimal set of sensors estimating the snapshot of high-dimensional data is considered. The objective functions based on various criteria of optimal design are adopted to the greedy method: D-optimality,…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Kumi Nakai , Keigo Yamada , Takayuki Nagata , Yuji Saito , Taku Nonomura

We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…

Systems and Control · Computer Science 2018-04-05 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

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

The electrical impedance tomography (EIT) problem of estimating the unknown conductivity distribution inside a domain from boundary current or voltage measurements requires the solution of a nonlinear inverse problem. Sparsity promoting…

Numerical Analysis · Mathematics 2024-05-27 Daniela Calvetti , Monica Pragliola , Erkki Somersalo

Sampling is a fundamental topic in graph signal processing, having found applications in estimation, clustering, and video compression. In contrast to traditional signal processing, the irregularity of the signal domain makes selecting a…

Information Theory · Computer Science 2018-02-14 Luiz F. O. Chamon , Alejandro Ribeiro

A classic problem is the estimation of a set of parameters from measurements collected by only a few sensors. The number of sensors is often limited by physical or economical constraints and their placement is of fundamental importance to…

Information Theory · Computer Science 2015-06-16 Juri Ranieri , Amina Chebira , Martin Vetterli

Submodular function maximization finds application in a variety of real-world decision-making problems. However, most existing methods, based on greedy maximization, assume it is computationally feasible to evaluate F, the function being…

Artificial Intelligence · Computer Science 2020-08-11 Yash Satsangi , Shimon Whiteson , Frans A. Oliehoek

The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-01 Haoyuan Sun , David Grimsman , Jason R Marden

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

Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai