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Optimal Experiment Campaigns under Uncertainty...
Journal article

Optimal Experiment Campaigns under Uncertainty Minimizing Bayes Risk ⁎ ⁎ This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement No. 955520 (Digitalgaesation). CCP and BC gratefully acknowledge funding by Eli Lilly & Company through the Pharmaceutical Systems Engineering Lab (PharmaSEL) and by the Engineering and Physical Sciences Research Council (EPSRC) as part of its Prosperity Partnership Programme under grant EP/T518207/1.

Abstract

Applying model-based design of experiments to compute maximally-informative campaigns with multiple parallel runs is challenging. Herein, we develop a systematic framework for recasting an experiment design problem for model parameter precision as one of discrimination between multiple rival models with different uncertain parameter realizations. We use an algebraic upper bound on the Bayes Risk as information criterion and apply a search procedure that iterates between an effort-based optimization step followed by a gradient-based refinement step. Through the case study of a fed-batch reactor, we show that a Bayes Risk discrimination strategy can provide highly-informative experimental campaigns to improve parameter precision, while being computationally advantageous compared to conventional FIM-based design strategies and capable of handling structurally unidentifiable problems.

Authors

Chachuat B; Sandrin M; Pantelides CC

Journal

IFAC-PapersOnLine, Vol. 59, No. 6, pp. 504–509

Publisher

Elsevier

Publication Date

January 1, 2025

DOI

10.1016/j.ifacol.2025.07.196

ISSN

2405-8963

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