X Huan, YM Marzouk - Journal of Computational Physics, 2013 - Elsevier
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 …
We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information …
P Tsilifis, RG Ghanem, P Hajali - SIAM/ASA Journal on Uncertainty …, 2017 - SIAM
Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs …
C Feng, YM Marzouk - arXiv preprint arXiv:1903.11187, 2019 - arxiv.org
We develop a new computational approach for" focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in …
Experimental design in nonlinear settings is complicated by the fact that the efficiency of a design depends on the unknown parameter values. Thus good designs need to be efficient …
Finding the best setup for experiments is the primary concern for Optimal Experimental Design (OED). Here, we focus on the Bayesian experimental design problem of finding the …
JA Paulson, M Martin-Casas, A Mesbah - Journal of Process Control, 2019 - Elsevier
The optimal design of experiments is crucial for maximizing the information content of data across a wide-range of experimental goals. This paper presents a Bayesian approach to …
T Goda, T Hironaka, W Kitade, A Foster - SIAM Journal on Scientific …, 2022 - SIAM
In this paper we propose an efficient stochastic optimization algorithm to search for Bayesian experimental designs such that the expected information gain is maximized. The gradient of …
Experimentation is key to learning about our world, but careful design of experiments is critical to ensure resources are used efficiently to conduct discerning investigations …