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Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…

Applications · Statistics 2026-01-05 Diksha Bhandari , Sebastian Reich

Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…

Machine Learning · Computer Science 2024-04-30 Yijia Liu , Xiao Wang

The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a…

Econometrics · Economics 2023-10-31 Boyuan Zhang

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

Group testing is a method of identifying infected patients by performing tests on a pool of specimens collected from patients. For the case in which the test returns a false result with finite probability, we propose Bayesian inference and…

Machine Learning · Statistics 2020-07-15 Ayaka Sakata

Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Methodology · Statistics 2025-05-26 Clara Grazian

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

Numerical Analysis · Mathematics 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream…

Computation · Statistics 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

We formalize the problem of contextual optimization through the lens of Bayesian experimental design and propose CO-BED -- a general, model-agnostic framework for designing contextual experiments using information-theoretic principles.…

Machine Learning · Statistics 2023-07-20 Desi R. Ivanova , Joel Jennings , Tom Rainforth , Cheng Zhang , Adam Foster

The proliferation of automated inference algorithms in Bayesian statistics has provided practitioners newfound access to fast, reproducible data analysis and powerful statistical models. Designing automated methods that are also both…

Machine Learning · Statistics 2019-10-29 Trevor Campbell , Boyan Beronov

Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…

Machine Learning · Statistics 2026-03-04 Emil Javurek , Dennis Frauen , Yuxin Wang , Stefan Feuerriegel

Group sequential designs (GSDs) are widely used in confirmatory trials to allow interim monitoring while preserving control of the type I error rate. In the frequentist framework, O'Brien-Fleming-type stopping boundaries dominate practice…

Methodology · Statistics 2026-01-16 Zhangyi He , Feng Yu , Suzie Cro , Laurent Billot
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