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Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…

机器学习 · 计算机科学 2025-04-29 Jiayuan Dong , Christian Jacobsen , Mehdi Khalloufi , Maryam Akram , Wanjiao Liu , Karthik Duraisamy , Xun Huan

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…

统计方法学 · 统计学 2016-04-29 Xun Huan , Youssef M. Marzouk

Careful design of semiconductor manufacturing equipment is crucial for ensuring the performance, yield, and reliability of semiconductor devices. Despite this, numerical optimization methods are seldom applied to optimize the design of such…

计算工程、金融与科学 · 计算机科学 2024-11-14 Bingran Wang , Min Sung Kim , Taewoong Yoon , Dasom Lee , Byeong-Sang Kim , Dougyong Sung , John T. Hwang

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

最优化与控制 · 数学 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

We give a full description of the numerical solution of a general charge transport model for doped disordered semiconductors with arbitrary field- and density-dependent mobilities. We propose a suitable scaling scheme and generalize the…

计算物理 · 物理学 2012-12-13 S. Stodtmann , R. M. Lee , C. K. F. Weiler , A. Badinski

Accelerated degradation tests are used to provide accurate estimation of lifetime characteristics of highly reliable products within a relatively short testing time. Data from particular tests at high levels of stress (e.g., temperature,…

应用统计 · 统计学 2021-06-07 Helmi Shat , Rainer Schwabe

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic and…

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

量子物理 · 物理学 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…

系统与控制 · 计算机科学 2017-12-29 Sheng Zhang , En-Mi Yong , Wei-Qi Qian

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

统计方法学 · 统计学 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

机器学习 · 统计学 2026-02-24 Xinyu Liu , Hai Zhang

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

机器学习 · 统计学 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…

机器学习 · 统计学 2025-11-12 Yasir Zubayr Barlas , Sabina J. Sloman , Samuel Kaski

Controlling spurious oscillations is crucial for designing reliable numerical schemes for hyperbolic conservation laws. This paper proposes a novel, robust, and efficient oscillation-eliminating discontinuous Galerkin (OEDG) method on…

数值分析 · 数学 2024-09-17 Manting Peng , Zheng Sun , Kailiang Wu

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

机器学习 · 统计学 2026-03-23 Xinyu Liu , Hai Zhang

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

统计方法学 · 统计学 2019-01-10 Tingran Gao , Shahar Z. Kovalsky , Ingrid Daubechies

With more energy networks being interconnected to form integrated energy systems (IESs), the optimal energy flow (OEF) problem has drawn increasing attention. Extant studies on OEF models mostly utilize the finite difference method (FDM) to…

系统与控制 · 电气工程与系统科学 2022-09-07 Binbin Chen , Wenchuan Wu , Qinglai Guo , Hongbin Sun

In this paper, gradient-based optimization methods are combined with finite-element modeling for improving electric devices. Geometric design parameters are considered by affine decomposition of the geometry or by the design element…

Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…

统计方法学 · 统计学 2025-02-25 Wenxuan Guo , Tengyuan Liang , Panos Toulis

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

机器学习 · 计算机科学 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer