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Results for “optimal experimental design”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a predefined utility function that is formulated in terms of the elements of an inverse problem, an example being optimal sensor placement for parameter identification. The state-of-the-art algorithmic approaches following this simple formulation generally overlook misspecification of the elements of the inverse problem, such as the prior or the measurement uncertainties. This work presents an efficient algorithmic approach for designing optimal experimental design schemes for Bayesian linear inverse problems such that the optimal design is robust to misspecification of elements of the inverse problem. Specifically, we consider a worst-case scenario approach for the uncertain or misspecified parameters, formulate robust objectives, and propose an algorithmic approach for optimizing such objectives. Furthermore, both relaxation and stochastic solution approaches are discussed with detailed analysis and insight into the interpretation of the problem and the proposed algorithmic approach. Extensive numerical experiments to validate and analyze the proposed approach are carried out for sensor placement in a parameter identification problem.

Bayesian inverse problems↗
DOE OSTI2026

Supercharging simulation-based inference for Bayesian optimal experimental design

Abstract Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful tools for this regime. However, existing work explicitly connecting SBI and BOED is restricted to a single contrastive EIG bound. We show that the EIG admits multiple formulations which can directly leverage modern SBI density estimators, encompassing neural posterior, likelihood, and ratio estimation. Building on this perspective, we define a novel EIG estimator using neural likelihood estimation. Further, we identify optimization as a key bottleneck of gradient based EIG maximization and show that a simple multi-start parallel gradient ascent procedure can substantially improve reliability and performance. With these innovations, our SBI-based BOED methods are able to match or outperform by up to 22% existing state-of-the-art approaches across standard BOED benchmarks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Optimal experimental design using eigenvalue-based criteria with Pyomo.DoE

New developments in automated optimal experimental design within the PSE+ software ecosystem. Advancements in user experience (to reduce the time taken to perform optimal experiment design) and computational capabilities (allowing more diverse experimental design) are shown with an example relevant to critical minerals and materials. Also, a small tutorial on science-based optimal experimental design and novel contributions therein are presented.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. 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 an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗
DOE OSTI2025

Analysis and optimization of seismic monitoring networks with Bayesian optimal experimental design

SUMMARY Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations or experiments which can optimally reduce uncertainty and hence increase the performance of a monitoring network. Information theory guides OED by formulating the choice of experiment or sensor placement as an optimization problem that maximizes the expected information gain (EIG) about quantities of interest given prior knowledge and models of expected observation data. Therefore, within the context of seismo-acoustic monitoring, we can use Bayesian OED to configure sensor networks by choosing sensor locations, types and fidelity in order to improve our ability to identify and locate seismic sources. In this work, we develop the framework necessary to use Bayesian OED to optimize a sensor network’s ability to locate seismic events from arrival time data of detected seismic phases at the regional-scale. This framework requires five elements: (i) A likelihood function that describes the distribution of detection and traveltime data from the sensor network, (ii) A prior distribution that describes a priori belief about seismic events, (iii) A Bayesian solver that uses a prior and likelihood to identify the posterior distribution of seismic events given the data, (iv) An algorithm to compute EIG about seismic events over a data set of hypothetical prior events, (v) An optimizer that finds a sensor network which maximizes EIG. Once we have developed this framework, we explore many relevant questions to monitoring such as: how to trade off sensor fidelity and earth model uncertainty; how sensor types, number and locations influence uncertainty; and how prior models and constraints influence sensor placement.

58 GEOSCIENCES↗
DOE OSTI2024

Optimal experimental design: Formulations and computations

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 design (OED) formalizes these questions and creates computational methods to answer them. This article presents a systematic survey of modern OED, from its foundations in classical design theory to current research involving OED for complex models. We begin by reviewing criteria used to formulate an OED problem and thus to encode the goal of performing an experiment. We emphasize the flexibility of the Bayesian and decision-theoretic approach, which encompasses information-based criteria that are well-suited to nonlinear and non-Gaussian statistical models. We then discuss methods for estimating or bounding the values of these design criteria; this endeavour can be quite challenging due to strong nonlinearities, high parameter dimension, large per-sample costs, or settings where the model is implicit. A complementary set of computational issues involves optimization methods used to find a design; we discuss such methods in the discrete (combinatorial) setting of observation selection and in settings where an exact design can be continuously parametrized. Finally we present emerging methods for sequential OED that build non-myopic design policies, rather than explicit designs; these methods naturally adapt to the outcomes of past experiments in proposing new experiments, while seeking coordination among all experiments to be performed. Throughout, we highlight important open questions and challenges.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

An information-matching approach to optimal experimental design and active learning

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict other quantities of interest (QoI). Because models often contain many unidentifiable (sloppy) parameters, QoIs often depend on a relatively small number of parameter combinations. Therefore, we introduce an information-matching criterion based on the Fisher information matrix to select the most informative training data from a candidate pool. This method ensures that the selected data contain sufficient information to learn only those parameters that are needed to constrain downstream QoIs. It is formulated as a convex optimization problem, making it scalable to large models and datasets. Here, we demonstrate the effectiveness of this approach across various modeling problems in diverse scientific fields, including power systems and underwater acoustics. Finally, we use information-matching as a query function within an active learning (AL) loop for materials science applications. In all these applications, we find that a relatively small set of optimal training data can provide the necessary information for achieving precise predictions. These results are encouraging for diverse future applications, particularly AL in large machine-learning models.

Materials science↗
DOE OSTI2024

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

The AEOLUS Center is dedicated to developing a unified optimization-under-uncertainty framework for (1) learning predictive models from data and (2) optimizing experiments, processes, and designs governed by these models, all driven by complex, uncertain energy systems. AEOLUS addressed the critical need for principled, rigorous, scalable, and structure-exploiting capabilities for exploring parameter and decision spaces of complex forward simulation models---the so-called outer loop. This report summarizes the work done under DE-SC0021077 on (1) nonlocal models for solidification problems, (2) a multifidelity method for a nonlocal diffusion model, and (3) multifidelity Monte Carlo methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems (Final Report for AEOLUS)

The AEOLUS Center is dedicated to developing a unified optimization-under-uncertainty framework for: (1) learning predictive models from data; and (2) optimizing experiments, processes, and designs governed by these models, all driven by complex, uncertain energy systems. AEOLUS addresses the critical need for principled, rigorous, scalable, and structure-exploiting capabilities for exploring parameter and decision spaces of complex forward simulation models. This report summarizes the key highlights of our research during the period of performance.

97 MATHEMATICS AND COMPUTING↗