Optimal experiment design: cross-borehole tomographic examples

Statistical Experiment and Optimal Design

Behaviorally Optimal Auction Design: Examples and Observations

This paper begins to explore behavioral mechanism design, replacing equilibrium by a model based on “level-k” thinking, which has strong support in experiments. In representative examples, we consider optimal sealed-bid auctions with two symmetric bidders who have independent private values, assuming that the designer knows the distribution of level-k bidders. We show that in a first-price auct...

Practical optimal experiment design with probabilistic programs

Scientists often run experiments to distinguish competing theories. This requires patience, rigor, and ingenuity—there is often a large space of possible experiments one could run. But we need not comb this space by hand—if we represent our theories as formal models and explicitly declare the space of experiments, we can automate the search for good experiments, looking for those with high expe...

Optimal Experiment Design in Closed Loop

In this contribution we extend a recently developed framework for open loop input design to closed loop experiment design. More specifically, for the very common situation of a fixed controller during the identification experiment, the framework is extended to the design of an optimal reference signal spectrum and also to cope with closed loop signal constraints. In a further extension also the...

Robust optimal experiment design for system identification

This paper develops the idea of min-max robust experiment design for dynamic system identification. The idea of min-max experiment design has been explored in the statistics literature. However, the technique is virtually unknown by the engineering community and, accordingly, there has been little prior work on examining its properties when applied to dynamic system identification. This paper i...