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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

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

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

We consider optimal experimental design (OED) problems in selecting the most informative observation sensors to estimate model parameters in a Bayesian framework. Such problems are computationally prohibitive when the…

计算工程、金融与科学 · 计算机科学 2024-09-10 Jinwoo Go , Peng Chen

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 address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

最优化与控制 · 数学 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. This work focuses on designs that maximize the expected…

最优化与控制 · 数学 2026-05-05 Tiangang Cui , Karina Koval , Roland Herzog , Robert Scheichl

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 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

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

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 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

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 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 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

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

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

机器学习 · 计算机科学 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

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 present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

统计计算 · 统计学 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

The fundamental computational issues in Bayesian inverse problems (BIP) governed by partial differential equations (PDEs) stem from the requirement of repeated forward model evaluations. A popular strategy to reduce such costs is to replace…

数值分析 · 数学 2024-09-05 Zhiwei Gao , Liang Yan , Tao Zhou
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