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We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

机器学习 · 统计学 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

Bayesian Optimal Experimental Design (BOED) provides a rigorous framework for decision-making tasks in which data acquisition is often the critical bottleneck, especially in resource-constrained settings. Traditionally, BOED typically…

机器学习 · 统计学 2026-04-24 Di Wu , Ling Liang , Haizhao Yang

The selection problem of an optimal set of sensors estimating the snapshot of high-dimensional data is considered. The objective functions based on various criteria of optimal design are adopted to the greedy method: D-optimality,…

信号处理 · 电气工程与系统科学 2021-04-09 Kumi Nakai , Keigo Yamada , Takayuki Nagata , Yuji Saito , Taku Nonomura

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the…

机器学习 · 计算机科学 2021-03-17 Jiaxin Zhang , Sirui Bi , Guannan Zhang

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

系统与控制 · 电气工程与系统科学 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

Currently, an excessive amount of event data is being obtained in four-dimensional inelastic neutron-scattering experiments. A method for automatic bin-width optimization of multidimensional histograms has been developed and recently…

数据分析、统计与概率 · 物理学 2026-03-19 Kensuke Muto , Hirotaka Sakamoto , Kenji Nagata , Taka-hisa Arima , Masato Okada

We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to…

数据结构与算法 · 计算机科学 2018-07-18 Aleksandar Nikolov , Mohit Singh , Uthaipon Tao Tantipongpipat

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

统计方法学 · 统计学 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

计算物理 · 物理学 2025-05-15 Diba Behnoudfar

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear…

最优化与控制 · 数学 2017-08-02 Benjamin Crestel , Alen Alexanderian , Georg Stadler , Omar Ghattas

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

最优化与控制 · 数学 2025-05-22 Yongchun Li

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

最优化与控制 · 数学 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager

We propose a new method to ensure neural ordinary differential equations (ODEs) satisfy output specifications by using invariance set propagation. Our approach uses a class of control barrier functions to transform output specifications…

机器学习 · 计算机科学 2023-06-01 Wei Xiao , Tsun-Hsuan Wang , Ramin Hasani , Mathias Lechner , Yutong Ban , Chuang Gan , Daniela Rus

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

统计方法学 · 统计学 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

机器学习 · 统计学 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system…

系统与控制 · 电气工程与系统科学 2022-09-19 Xu Du , Alexander Engelmann , Timm Faulwasser , Boris Houska

This work considers finding optimal positions for the electrodes within the Bayesian paradigm based on available prior information on the conductivity; the aim is to place the electrodes so that the posterior density of the (discretized)…

最优化与控制 · 数学 2014-09-11 Nuutti Hyvönen , Aku Seppänen , Stratos Staboulis

We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…

机器学习 · 统计学 2026-04-08 Wanggang Shen , Jiayuan Dong , Xun Huan