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Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

最优化与控制 · 数学 2025-10-15 Christian Aarset

We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…

统计理论 · 数学 2017-05-30 Zelda Mariet , Suvrit Sra

The identification of the interface of an inclusion in a diffusion process is considered. This task is viewed as a parameter identification problem in which the parameter space bears the structure of a shape manifold. A corresponding…

最优化与控制 · 数学 2021-04-12 Tommy Etling , Roland Herzog , Martin Siebenborn

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

统计计算 · 统计学 2014-12-30 Xun Huan , Youssef M. Marzouk

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

机器学习 · 计算机科学 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon

Organic electrochemical transistors offer powerful functionalities for biosensors and neuroinspired electronics, with still much to understand on the time dependent behavior of this electrochemical device. Here, we report on distributed…

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

统计方法学 · 统计学 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

机器学习 · 计算机科学 2024-03-28 Wanggang Shen , Xun Huan

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

数值分析 · 数学 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

The goal of this paper is to make Optimal Experimental Design (OED) computationally feasible for problems involving significant computational expense. We focus exclusively on the Mean Objective Cost of Uncertainty (MOCU), which is a…

最优化与控制 · 数学 2020-12-09 Anthony M. DeGennaro , Francis J. Alexander

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

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…

计算工程、金融与科学 · 计算机科学 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

最优化与控制 · 数学 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager

We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…

机器学习 · 统计学 2025-09-22 Robert Gruhlke , Matei Hanu , Claudia Schillings , Philipp Wacker

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…

统计计算 · 统计学 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

In computational inverse problems, the optimal experimental design (OED) problem seeks the best locations in time and space at which to take measurements. We investigate the nonlinear OED problem in the context of continuously-indexed…

数值分析 · 数学 2025-06-10 Ruhui Jin , Qin Li , Stephen O. Mussmann , Stephen J. Wright

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

信号处理 · 电气工程与系统科学 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed…

分布式、并行与集群计算 · 计算机科学 2026-04-13 Sreeram Venkat , Stefan Henneking , Omar Ghattas

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

机器学习 · 统计学 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

Optimal experimental design provides a way of determining a-priori the best locations at which to place accelerometers in vibrations analysis experiments. However, in practice, sensors often fail during experimentation due high mechanical…

计算工程、金融与科学 · 计算机科学 2026-04-17 Rebekah White , Chandler Smith , Drew Kouri , Jace Ritchie , Wilkins Aquino , Timothy Walsh