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It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…

系统与控制 · 计算机科学 2018-07-19 Luca Cardelli , Mirco Tribastone , Max Tschaikowski , Andrea Vandin

Optimal experimental design (OED) is a framework that leverages a mathematical model of the experiment to identify optimal conditions for conducting the experiment. Under a Bayesian approach, the design objective function is typically…

统计计算 · 统计学 2026-01-27 Thomas E. Coons , Xun Huan

We consider the problem of spherical Gaussian Mixture models with $k \geq 3$ components when the components are well separated. A fundamental previous result established that separation of $\Omega(\sqrt{\log k})$ is necessary and sufficient…

机器学习 · 计算机科学 2020-06-22 Jeongyeol Kwon , Constantine Caramanis

Sequential algorithms are popular for experimental design, enabling emulation, optimisation and inference to be efficiently performed. For most of these applications bespoke software has been developed, but the approach is general and many…

统计计算 · 统计学 2021-10-18 Matthew A. Fisher , Onur Teymur , Chris. J. Oates

We consider a class of convex optimization problems over the simplex of probability measures. Our framework comprises optimal experimental design (OED) problems, in which the measure over the design space indicates which experiments are…

数值分析 · 数学 2020-04-20 Roland Herzog , Eric Legler

This paper tackles optimal sensor placement for Bayesian linear inverse problems, a popular version of the more general Optimal Experimental Design (OED) problem, using the D-optimality criterion. This is done by establishing connections…

数值分析 · 数学 2025-04-07 Srinivas Eswar , Vishwas Rao , Arvind K. Saibaba

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…

数值分析 · 数学 2024-05-14 Karina Koval , Ruanui Nicholson

An appropriately parameterized compact analytical equation (APAE) is suggested to account for charge carrier mobility in organic disordered semiconductors (ODSs). This equation correctly reproduces the effects of temperature $T$, carrier…

软凝聚态物质 · 物理学 2023-11-10 S. D. Baranovskii , A. V. Nenashev , D. Hertel , K. Meerholz , F. Gebhard

Construction of kinetic models has become an indispensable step in the development and scale up of processes in the industry. Model-based design of experiments (MBDoE) has been widely used for the purpose of improving parameter precision in…

系统与控制 · 电气工程与系统科学 2021-04-15 Panagiotis Petsagkourakis , Federico Galvanin

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

机器学习 · 计算机科学 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

统计计算 · 统计学 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

Accurate parameter dependent electro-chemical numerical models for lithium-ion batteries are essential in industrial application. The exact parameters of each battery cell are unknown and a process of estimation is necessary to infer them.…

统计理论 · 数学 2024-04-25 Andrea Petrocchi , Matthias K. Scharrer , Franz Pichler , Stefan Volkwein

The ability to design effective experiments is crucial for obtaining data that can substantially reduce the uncertainty in the predictions made using computational models. An optimal experimental design (OED) refers to the choice of a…

统计方法学 · 统计学 2025-06-17 Troy Butler , John Jakeman , Michael Pilosov , Scott Walsh , Timothy Wildey

Within this work, we investigate how data-driven numerical approximation methods of the Koopman operator can be used in practical control engineering applications. We refer to the method Extended Dynamic Mode Decomposition (EDMD), which…

系统与控制 · 电气工程与系统科学 2022-11-16 Annika Junker , Julia Timmermann , Ansgar Trächtler

We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of…

数值分析 · 数学 2026-05-01 Abhijit Chowdhary , Ahmed Attia , Alen Alexanderian

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous…

数值分析 · 数学 2020-09-16 M. McKerns , F. J. Alexander , K. S. Hickmann , T. J. Sullivan , D. E. Vaughan

We consider the problem of estimating the parameters a Gaussian Mixture Model with K components of known weights, all with an identity covariance matrix. We make two contributions. First, at the population level, we present a sharper…

机器学习 · 计算机科学 2021-09-24 Nimrod Segol , Boaz Nadler

The problem of determining the configuration of points from partial distance information, known as the Euclidean Distance Geometry (EDG) problem, is fundamental to many tasks in the applied sciences. In this paper, we propose two algorithms…

最优化与控制 · 数学 2024-10-10 Chandler Smith , HanQin Cai , Abiy Tasissa

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

最优化与控制 · 数学 2026-01-12 Kaichen Shen , Peng Chen

We consider optimal experimental design (OED) problems in selecting the most informative observation sensors to estimate model parameters in a Bayesian framework. Such problems are computationally prohibitive when the…

计算工程、金融与科学 · 计算机科学 2024-09-10 Jinwoo Go , Peng Chen