Optimal experimental design: Formulations and computations

X Huan, J Jagalur, Y Marzouk - Acta Numerica, 2024 - cambridge.org
Questions of 'how best to acquire data'are essential to modelling and prediction in the
natural and social sciences, engineering applications, and beyond. Optimal experimental …

Sequential Bayesian optimal experimental design via approximate dynamic programming

X Huan, YM Marzouk - arXiv preprint arXiv:1604.08320, 2016 - arxiv.org
The design of multiple experiments is commonly undertaken via suboptimal strategies, such
as batch (open-loop) design that omits feedback or greedy (myopic) design that does not …

Optimal Experimental Design

J López-Fidalgo - Lecture Notes in Statistics, 2023 - Springer
I have enjoyed very much writing this book. This is very important from a personal point of
view, but I believe this is the key of writing something interesting for the readers. One of the …

Gradient-based stochastic optimization methods in Bayesian experimental design

X Huan, YM Marzouk - International Journal for Uncertainty …, 2014 - dl.begellhouse.com
Optimal experimental design (OED) seeks experiments expected to yield the most useful
data for some purpose. In practical circumstances where experiments are time-consuming or …

Optimal experimental design

V Fedorov - Wiley Interdisciplinary Reviews: Computational …, 2010 - Wiley Online Library
After a short historical introduction, the properties and numerical methods are the focal point
of discussion. Construction of discrete and adaptive designs demand more extended …

Optimal experimental design

B Smucker, M Krzywinski, N Altman - Nat. Methods, 2018 - nature.com
To maximize the chance for success in an experiment, good experimental design is needed.
However, the presence of unique constraints may prevent mapping the experimental …

Bayesian optimization for adaptive experimental design: A review

S Greenhill, S Rana, S Gupta, P Vellanki… - IEEE …, 2020 - ieeexplore.ieee.org
Bayesian optimisation is a statistical method that efficiently models and optimises expensive
“black-box” functions. This review considers the application of Bayesian optimisation to …

acebayes: An R package for Bayesian optimal design of experiments via approximate coordinate exchange

A Overstall, D Woods, M Adamou - arXiv preprint arXiv:1705.08096, 2017 - arxiv.org
We describe the R package acebayes and demonstrate its use to find Bayesian optimal
experimental designs. A decision-theoretic approach is adopted, with the optimal design …

Simulation based optimal design

P Müller - Handbook of Statistics, 2005 - Elsevier
We review simulation based approaches to optimal design, with an emphasis on problems
that cast optimal design as formal decision problems. Under this perspective we approach …

[图书][B] Optimal design of experiments

F Pukelsheim - 2006 - SIAM
… dans ce meilleur des [modèles] possibles ߪ tout est au mieux. Candide (1759), Chapitre I,
VOLTAIRE The working title of the book was a bit long, Optimality Theory of Experimental …