相关论文: Constrained Bayesian Experimental Design via Onlin…

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

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…

Here we introduce a new design framework for synthetic biology that exploits the advantages of Bayesian model selection. We will argue that the difference between inference and design is that in the former we try to reconstruct the system…

Efficient design of genomic perturbation experiments is crucial for accelerating drug discovery and therapeutic target identification, yet exhaustive perturbation of the human genome remains infeasible due to the vast search space of…

The increasing availability of structured but high dimensional data has opened new opportunities for optimization. One emerging and promising avenue is the exploration of unsupervised methods for projecting structured high dimensional data…

In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, prequential (one-step-ahead) forecasting, and contextual bandits. To…

When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as…

Scientific experiments are usually expensive due to complex experimental preparation and processing. Experimental design is therefore involved with the task of finding the optimal experimental input that results in the desirable output by…

We consider the Bayesian active learning and experimental design problem, where the goal is to learn the value of some unknown target variable through a sequence of informative, noisy tests. In contrast to prior work, we focus on the…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

We present a novel stochastic approach to binary optimization for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the…

With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…

Modern advanced manufacturing and advanced materials design often require searches of relatively high-dimensional process control parameter spaces for settings that result in optimal structure, property, and performance parameters. The…

Bayesian design can be used for efficient data collection over time when the process can be described by the solution to an ordinary differential equation (ODE). Typically, Bayesian designs in such settings are obtained by maximising the…

Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

It is well known in the literature that the problem of learning the structure of Bayesian networks is very hard to tackle: its computational complexity is super-exponential in the number of nodes in the worst case and polynomial in most…

In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

Rare variants are hypothesized to be largely responsible for heritability and susceptibility to disease in humans. So rare variants association studies hold promise for understanding disease. Conversely though, the rareness of the variants…