4 papers · 1 filter
Variational Goal-Oriented Optimal Experimental Design for Mixed-Distribution Quantities of Interest: Application to Ship Roll Safety
Chen Cheng, Xun Huan, Yulin Pan
Goal-oriented optimal experimental design (GO-OED) selects experiments according to the expected information gain (EIG) about a quantity of interest (QoI) rather than the full para…
Optimal Stopping for Sequential Bayesian Experimental Design
Chen Cheng, Xun Huan
Sequential Bayesian experimental design is often formulated as a fixed-horizon policy optimization problem, in which the number of experiments is specified before data collection b…
Optimal experimental design: Formulations and computations
Xun Huan, Jayanth Jagalur, Youssef Marzouk
Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental desi…
Sequential Bayesian optimal experimental design via approximate dynamic programming
Xun Huan, Youssef M. Marzouk
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 ac…