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In many science and engineering settings, system dynamics are characterized by governing PDEs, and a major challenge is to solve inverse problems (IPs) where unknown PDE parameters are inferred based on observational data gathered under…

机器学习 · 计算机科学 2025-03-11 Apivich Hemachandra , Gregory Kang Ruey Lau , See-Kiong Ng , Bryan Kian Hsiang Low

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 sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

数值分析 · 数学 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

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

We consider optimal design of PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We focus on the A-optimal design criterion, defined as the average posterior variance and quantified by the trace of the…

数值分析 · 数学 2020-04-02 Elizabeth Herman , Alen Alexanderian , Arvind K. Saibaba

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

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

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

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

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

We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…

最优化与控制 · 数学 2026-02-11 Alen Alexanderian , Steven Maio

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…

系统与控制 · 计算机科学 2014-11-12 Ali Mesbah , Stefan Streif

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

机器学习 · 统计学 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

This paper presents a novel framework for goal-oriented optimal static sensor placement and dynamic sensor steering in PDE-constrained inverse problems, utilizing a Bayesian approach accelerated by low-rank approximations. The framework is…

数值分析 · 数学 2025-07-09 Marco Mattuschka , Noah An der Lan , Max von Danwitz , Daniel Wolff , Alexander Popp

The explicit constraint force method (ECFM) was recently introduced as a novel formulation of the physics-informed solution reconstruction problem, and was subsequently extended to inverse problems. In both solution reconstruction and…

数值分析 · 数学 2026-01-09 Conor Rowan

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods…

机器学习 · 计算机科学 2021-03-16 Jiaxin Zhang , Sirui Bi , Guannan Zhang

We present a systematic approach to the optimal placement of finitely many sensors in order to infer a finite-dimensional parameter from point evaluations of the solution of an associated parameter-dependent elliptic PDE. The quality of the…

最优化与控制 · 数学 2021-03-30 Ira Neitzel , Konstantin Pieper , Boris Vexler , Daniel Walter

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

统计理论 · 数学 2023-12-27 Alen Alexanderian

This paper deals with an inverse problem applied to the field of building physics to experimentally estimate three sorption isotherm coefficients of a wood fiber material. First, the mathematical model, based on convective transport of…

应用物理 · 物理学 2020-02-20 Julien Berger , Thomas Busser , Denys Dutykh , Nathan Mendes

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…