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The efficiency of an experimental design is ultimately measured in terms of time and resources needed for the experiment. Optimal sequential (multi-stage) design is studied in the situation where each stage involves a fixed cost. The…

Statistics Theory · Mathematics 2012-11-08 Juha Karvanen

We study the optimal design of switching measurements of small Josephson junction circuits which operate in the macroscopic quantum tunnelling regime. Starting from the D-optimality criterion we derive the optimal design for the estimation…

Superconductivity · Physics 2008-02-07 Juha Karvanen , Juha J. Vartiainen , Andrey Timofeev , Jukka Pekola

We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. The problem arises from parameter estimation in switching…

Methodology · Statistics 2024-03-05 Jeongmin Han , Juha Karvanen , Mikko Parviainen

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

Methodology · Statistics 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

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

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…

Machine Learning · Computer Science 2023-04-04 Runzhe Wan , Yu Liu , James McQueen , Doug Hains , Rui Song

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

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction.…

Machine Learning · Statistics 2015-03-09 Willem Waegeman , Krzysztof Dembczynski , Arkadiusz Jachnik , Weiwei Cheng , Eyke Hullermeier

This paper studies the problem of online parameter estimation for cyber-physical systems with binary outputs that may be subject to adversarial data tampering. Existing methods are primarily offline and unsuitable for real-time learning. To…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Jian Guo , Lihong Pei , Wenchao Xue , Yanlong Zhao , Ji-Feng Zhang

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…

Machine Learning · Statistics 2025-10-10 Sanghwa Kim , Dohyun Ahn , Seungki Min

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

In this work we present strategies for (optimal) measurement selection in model-based sequential diagnosis. In particular, assuming a set of leading diagnoses being given, we show how queries (sets of measurements) can be computed and…

Artificial Intelligence · Computer Science 2017-05-30 Patrick Rodler , Wolfgang Schmid , Konstantin Schekotihin

Data analysis in science, e.g., high-energy particle physics, is often subject to an intractable likelihood if the observables and observations span a high-dimensional input space. Typically the problem is solved by reducing the…

Data Analysis, Statistics and Probability · Physics 2021-01-14 Stefan Wunsch , Simon Jörger , Roger Wolf , Günter Quast
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