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In this study, we demonstrate a sequential experimental design for spectral measurements by active learning using parametric models as predictors. In spectral measurements, it is necessary to reduce the measurement time because of sample…

Machine Learning · Computer Science 2023-05-15 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters.…

Computation · Statistics 2026-04-08 Shijie Zhong , Wanggang Shen , Tommie Catanach , Xun Huan

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

The Bayes factor, the data-based updating factor from prior to posterior odds, is a principled measure of relative evidence for two competing hypotheses. It is naturally suited to sequential data analysis in settings such as clinical trials…

Methodology · Statistics 2026-01-07 Samuel Pawel , Leonhard Held

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…

Methodology · Statistics 2025-01-03 Paul Lartaud , Philippe Humbert , Josselin Garnier

A key challenge in maximizing the benefits of Magnetic Resonance Imaging (MRI) in clinical settings is to accelerate acquisition times without significantly degrading image quality. This objective requires a balance between under-sampling…

Machine Learning · Computer Science 2025-06-23 Jacopo Iollo , Geoffroy Oudoumanessah , Carole Lartizien , Michel Dojat , Florence Forbes

In this work, a novel approach to Bayesian model calibration routines is developed which reinterprets the traditional definition of model discrepancy as defined by Kennedy and O'Hagan (KOH). The novelty lies in the integration of…

Methodology · Statistics 2026-03-13 Liam Myhill , Enrique Martinez Saez , Sez Russcher

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

Computer experiments can emulate the physical systems, help computational investigations, and yield analytic solutions. They have been widely employed with many engineering applications (e.g., aerospace, automotive, energy systems.…

Methodology · Statistics 2022-08-23 Yan Wang , Meng Wang , Areej AlBahar , Xiaowei Yue

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…

Machine Learning · Statistics 2026-04-08 Wanggang Shen , Jiayuan Dong , Xun Huan

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

Methodology · Statistics 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller

A high fidelity fluid-structure interaction simulation may require many days to run, on hundreds of cores. This poses a serious burden, both in terms of time and economic considerations, when repetitions of such simulations may be required…

Computational Engineering, Finance, and Science · Computer Science 2021-04-12 Wensi Wu , Christophe Bonneville , Christopher J. Earls

Computational models are powerful tools for understanding human cognition and behavior. They let us express our theories clearly and precisely, and offer predictions that can be subtle and often counter-intuitive. However, this same…

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock