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We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

We study the problem of selecting $k$ experiments from a larger candidate pool, where the goal is to maximize mutual information (MI) between the selected subset and the underlying parameters. Finding the exact solution is to this…

Machine Learning · Statistics 2024-02-26 Fengyi Li , Ayoub Belhadji , Youssef Marzouk

In developing products for rare diseases, statistical challenges arise due to the limited number of patients available for participation in drug trials and other clinical research. Bayesian adaptive clinical trial designs offer the…

Applications · Statistics 2019-09-19 Xiao Wu , Yi Xu , Bradley P. Carlin

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…

Machine Learning · Statistics 2022-07-13 Desi R. Ivanova , Joel Jennings , Cheng Zhang , Adam Foster

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Artificial Intelligence · Computer Science 2019-02-06 Alexander Lavin

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

Machine Learning · Statistics 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

A Bayesian optimal experimental design framework is developed for experiments where settings of one or more variables, referred to as profile variables, can be functions. For this type of experiment, a design consists of combinations of…

Methodology · Statistics 2025-05-23 Damianos Michaelides , Maria Adamou , David C. Woods , Antony M. Overstall

Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…

Molecular Networks · Quantitative Biology 2018-01-15 Ian Vernon , Junli Liu , Michael Goldstein , James Rowe , Jen Topping , Keith Lindsey

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…

Statistics Theory · Mathematics 2017-11-02 Juha Karvanen , Jarno Vanhatalo , Kari Auranen , Sangita Kulathinal , Samu Mäntyniemi

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Machine Learning · Computer Science 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf