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相关论文: A Fast and Scalable Method for A-Optimal Design of…

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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

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

数值分析 · 数学 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

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

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

最优化与控制 · 数学 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

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…

最优化与控制 · 数学 2021-02-01 Alen Alexanderian

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

最优化与控制 · 数学 2022-06-28 Ahmed Attia , Emil Constantinescu

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

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

最优化与控制 · 数学 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

数值分析 · 数学 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

数值分析 · 数学 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

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 consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

统计计算 · 统计学 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

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

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

最优化与控制 · 数学 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen

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

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

数值分析 · 数学 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

We optimize the path of a mobile sensor to minimize the posterior uncertainty of a Bayesian inverse problem. Along its path, the sensor continuously takes measurements of the state, which is a physical quantity modeled as the solution of a…

计算工程、金融与科学 · 计算机科学 2025-09-22 Nicole Aretz , Thomas Lynn , Karen Willcox , Sven Leyffer

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

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

数值分析 · 数学 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright
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