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Arno Strouwen

Publications and source records attributed to Arno Strouwen.

6 recordsLinked to original sources

Deep Adaptive Bayesian Screening

We introduce Deep Adaptive Bayesian Screening (DABS), a method for performing adaptive factorial screening in high-dimensional discrete design spaces. DABS learns a policy network offline to sequentially select informative experiments, amortizing Bayesian Optimal Experimental Design. It handles binary designs, incorporates sparsity and interactions via a spike-and-slab prior with strong heredity. The model is trained using a contrastive lower bound on information about factor activity with nuisance effect sizes and noise variance analytically integrated out. Unlike prior amortized Bayesian design approaches, DABS also integrates Gibbs posterior inference at deployment, yielding posterior probabilities of factor activity and credible intervals on effect sizes. We demonstrate DABS on screening problems calibrated to real-world benchmarks and show it achieves superior accuracy and scalability over classical and Bayesian baselines under tight experimental budgets.

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Bayesian Symbolic Regression for Missing Physics

Model-based approaches for (bio)process systems often suffer from incomplete knowledge of the underlying physical, chemical, or biological laws. Universal differential equations, which embed neural networks within differential equations, have emerged as powerful tools to learn this missing physics from experimental data. However, neural networks are inherently opaque, motivating their post-processing via symbolic regression to obtain interpretable mathematical expressions. Genetic algorithm-based symbolic regression is a popular approach for this post-processing step, but provides only point estimates and cannot quantify the confidence we should place in a discovered equation. We address this limitation by applying Bayesian symbolic regression, which uses Reversible Jump Markov Chain Monte Carlo to sample from the posterior distribution over symbolic expression trees. This approach naturally quantifies uncertainty in the recovered model structure. We demonstrate the methodology on a Lotka-Volterra predator-prey system and then show how a well-designed experiment leads to lower uncertainty in a fed-batch bioreactor case study.

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Deep Adaptive Model-Based Design of Experiments

Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each experimental step, precluding real-time applications. We address this by combining Deep Adaptive Design (DAD), which amortizes sequential design into a neural network policy trained offline, with differentiable mechanistic models. For dynamical systems with known governing equations but uncertain parameters, we extend sequential contrastive training objectives to handle nuisance parameters and propose a transformer-based policy architecture that respects the temporal structure of dynamical systems. We demonstrate the approach on four systems of increasing complexity: a fed-batch bioreactor with Monod kinetics, a Haldane bioreactor with uncertain substrate inhibition, a two-compartment pharmacokinetic model with nuisance clearance parameters, and a DC motor for real-time deployment.

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Adaptive and robust experimental design for linear dynamical models using Kalman filter

Current experimental design techniques for dynamical systems often only incorporate measurement noise, while dynamical systems also involve process noise. To construct experimental designs we need to quantify their information content. The Fisher information matrix is a popular tool to do so. Calculating the Fisher information matrix for linear dynamical systems with both process and measurement noise involves estimating the uncertain dynamical states using a Kalman filter. The Fisher information matrix, however, depends on the true but unknown model parameters. In this paper we combine two methods to solve this issue and develop a robust experimental design methodology. First, Bayesian experimental design averages the Fisher information matrix over a prior distribution of possible model parameter values. Second, adaptive experimental design allows for this information to be updated as measurements are being gathered. This updated information is then used to adapt the remainder of the design.

stat.ME

A Note on the Output of a Coordinate-Exchange Algorithm for Optimal Experimental Design

The coordinate-exchange algorithm is commonly used to construct optimal experimental designs. Every execution of the coordinate-exchange algorithm produces a new, seemingly random, order of the selected design points. In this short communication, we study the order of the design points produced by the algorithm and conclude that certain orders appear much more often than others. As a result, an explicit randomization step of the design points is required before conducting an experiment using a design produced by a coordinate-exchange algorithm.

stat.ME

Experimental Design for Missing Physics

For most process systems, knowledge of the model structure is incomplete. This missing physics must then be learned from experimental data. Recently, a combination of universal differential equations and symbolic regression has become a popular tool to discover these missing physics. Universal differential equations employ neural networks to represent missing parts of the model structure, and symbolic regression aims to make these neural networks interpretable. These machine learning techniques require high-quality data to successfully recover the true model structure. To gather such informative data, a sequential experimental design technique is developed which is based on optimally discriminating between the plausible model structures suggested by symbolic regression. This technique is then applied to discovering the missing physics of a bioreactor.

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