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Finding the optimal design of experiments in the Bayesian setting typically requires estimation and optimization of the expected information gain functional. This functional consists of one outer and one inner integral, separated by the…

Numerical Analysis · Mathematics 2024-11-26 Arved Bartuska , Luis Espath , Raúl Tempone

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

Bayesian persuasion and its derived information design problem has been one of the main research agendas in the economics and computation literature over the past decade. However, when attempting to apply its model and theory, one is often…

Computer Science and Game Theory · Computer Science 2023-03-21 Bonan Ni , Weiran Shen , Pingzhong Tang

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Bayesian Experimental Design (BED), which aims to find the optimal experimental conditions for Bayesian inference, is usually posed as to optimize the expected information gain (EIG). The gradient information is often needed for efficient…

Machine Learning · Statistics 2023-12-14 Ziqiao Ao , Jinglai Li

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

Methodology · Statistics 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Sean Anderson , Katie Byl , João P. Hespanha

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods…

Machine Learning · Computer Science 2021-03-16 Jiaxin Zhang , Sirui Bi , Guannan Zhang

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

Here we introduce a new design framework for synthetic biology that exploits the advantages of Bayesian model selection. We will argue that the difference between inference and design is that in the former we try to reconstruct the system…

Molecular Networks · Quantitative Biology 2015-05-27 Chris Barnes , Daniel Silk , Xia Sheng , Michael P. H. Stumpf

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the…

Machine Learning · Computer Science 2021-03-17 Jiaxin Zhang , Sirui Bi , Guannan Zhang

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

Chemical Physics · Physics 2019-09-10 Eric A. Walker , Kishore Ravisankar