中文
相关论文

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

200 篇论文

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

应用统计 · 统计学 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observable mapping is described through an integral equation and its…

统计计算 · 统计学 2019-12-30 Jing Yu , Mihai Anitescu

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…

最优化与控制 · 数学 2017-11-27 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

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

We propose a method to optimally position a sensor system, which consists of multiple sensors, each has limited range and viewing angle, and they may fail with a certain failure rate. The goal is to find the optimal locations as well as the…

最优化与控制 · 数学 2016-04-20 Seong Jun Kim , Sung Ha Kang , Haomin Zhou

We introduce Neural Optimal Design of Experiments, a learning-based framework for optimal experimental design in inverse problems that avoids classical bilevel optimization and indirect sparsity regularization. NODE jointly trains a neural…

机器学习 · 计算机科学 2026-01-08 John E. Darges , Babak Maboudi Afkham , Matthias Chung

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

应用统计 · 统计学 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

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

We apply optimum experimental design (OED) to organic semiconductors modeled by the extended Gaussian disorder model (EGDM) which was developed by Pasveer et al. We present an extended Gummel method to decouple the corresponding system of…

数学物理 · 物理学 2015-06-12 Christoph Karl Felix Weiler , Stefan Körkel

Geographic experiments are a widely-used methodology for measuring incremental return on ad spend (iROAS) at scale, yet their design presents significant challenges. The unit count is small, heterogeneity is large, and the optimal Supergeo…

应用统计 · 统计学 2025-12-01 Charles Shaw

Continuous-depth neural networks, such as Neural ODEs, have refashioned the understanding of residual neural networks in terms of non-linear vector-valued optimal control problems. The common solution is to use the adjoint sensitivity…

机器学习 · 计算机科学 2022-02-16 Andrew Corbett , Dmitry Kangin

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…

统计方法学 · 统计学 2026-03-06 Lucas Amoudruz , Sergey Litvinov , Costas Papadimitriou , Petros Koumoutsakos

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

数值分析 · 数学 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

机器学习 · 统计学 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

数值分析 · 数学 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Despite their successes, deep neural networks may make unreliable predictions when faced with test data drawn from a distribution different to that of the training data, constituting a major problem for AI safety. While this has recently…

机器学习 · 计算机科学 2020-07-16 Erik Daxberger , José Miguel Hernández-Lobato

Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…

机器人学 · 计算机科学 2023-08-04 Parker Ewen , Gitesh Gunjal , Joey Wilson , Jinsun Liu , Challen Enninful Adu , Ram Vasudevan

This work considers Bayesian experimental design for the inverse boundary value problem of linear elasticity in a two-dimensional setting. The aim is to optimize the positions of compactly supported pressure activations on the boundary of…

数值分析 · 数学 2023-09-06 Sarah Eberle-Blick , Nuutti Hyvönen

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

机器学习 · 计算机科学 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

统计方法学 · 统计学 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang