Xun Huan

Xun Huan
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Xun Huan

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Pub Categories

Statistics - Computation (3)
Statistics - Methodology (3)
Statistics - Machine Learning (2)
Mathematics - Optimization and Control (2)
Physics - Data Analysis; Statistics and Probability (1)

Publications Authored By Xun Huan

Calibration of the uncertain Arrhenius diffusion parameters for quantifying mixing rates in Zr-Al nanolaminate foils was performed in a Bayesian setting [Vohra et al., 2014]. The parameters were inferred in a low temperature regime characterized by homogeneous ignition and a high temperature regime characterized by self-propagating reactions in the multilayers. Read More

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 account for future effects. This paper introduces new strategies for the optimal design of sequential experiments. First, we rigorously formulate the general sequential optimal experimental design (sOED) problem as a dynamic program. Read More

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 resource-intensive, OED can yield enormous savings. We pursue OED for nonlinear systems from a Bayesian perspective, with the goal of choosing experiments that are optimal for parameter inference. Read More

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters. Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. Read More