Variational Goal-Oriented Optimal Experimental Design for Mixed-Distribution Quantities of Interest: Application to Ship Roll Safety

Chen Cheng; Xun Huan; Yulin Pan

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arXiv · 2608.19631

Variational Goal-Oriented Optimal Experimental Design for Mixed-Distribution Quantities of Interest: Application to Ship Roll Safety

Chen Cheng·Xun Huan·Yulin Pan

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Abstract

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 parameter vector. This work develops a variational GO-OED formulation for mixed discrete-continuous QoI laws arising in probabilistic mechanics when thresholding or event-based transformations map a positive-probability set of uncertain inputs to a common value while other inputs produce continuously varying responses. The motivating application is ship roll safety assessment in random waves, where the QoI is the temporal exceedance probability above a prescribed roll-angle threshold. This quantity is zero when no exceedance occurs and varies continuously over positive values otherwise. A purely continuous variational approximation does not dominate a posterior QoI law containing an atom, yielding an infinite Kullback-Leibler divergence and a trivial Barber-Agakov lower bound of $-\infty$. Scoring atom samples using continuous density values instead changes the objective and does not produce a valid lower-bound estimator. We introduce a mixed variational approximation that models the conditional atom probability and continuous component separately, with a normalizing flow used for the latter. An analytical example recovers the correct EIG landscape, while the ship roll application provides stable EIG lower-bound estimates and identifies informative wave conditions for temporal-exceedance-probability inference.

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Chen Cheng, Xun Huan, Yulin Pan. 2026-08-20. Variational Goal-Oriented Optimal Experimental Design for Mixed-Distribution Quantities of Interest: Application to Ship Roll Safety. https://arxiv.org/abs/2608.19631

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