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We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or…

Machine Learning · Computer Science 2023-06-05 Yashas Annadani , Panagiotis Tigas , Desi R. Ivanova , Andrew Jesson , Yarin Gal , Adam Foster , Stefan Bauer

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

Optimization and Control · Mathematics 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager

Design of experiments (DOE) is playing an essential role in learning and improving a variety of objects and processes. The article discusses the application of unsupervised machine learning to support the pragmatic designs of complex…

Machine Learning · Computer Science 2021-10-07 Alex Glushkovsky

Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited interventional data. Given that randomized experiments are…

Methodology · Statistics 2019-02-28 Raj Agrawal , Chandler Squires , Karren Yang , Karthik Shanmugam , Caroline Uhler

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

Differential Networks (DNs), tools that encapsulate interactions within intricate systems, are brought under the Bayesian lens in this research. A novel na{\i}ve Bayesian adaptive graphical elastic net (BAE) prior is introduced to estimate…

Methodology · Statistics 2023-06-27 J. Smith , A. Bekker , M. Arashi

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Machine Learning · Computer Science 2024-03-28 Wanggang Shen , Xun Huan

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

With the increasing deployment of deep neural networks in safety-critical applications such as self-driving cars, medical imaging, anomaly detection, etc., adversarial robustness has become a crucial concern in the reliability of these…

Computer Vision and Pattern Recognition · Computer Science 2023-09-12 Gaurav Kumar Nayak , Inder Khatri , Shubham Randive , Ruchit Rawal , Anirban Chakraborty

Accelerated life testing (ALT) is typically used to assess the reliability of material's lifetime under desired stress levels. Recent advances in material engineering have made a variety of material alternatives readily available. To…

Methodology · Statistics 2020-01-17 Ye Chen , Qiong Zhang , Mingyang Li , Wenjun Cai

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Machine Learning · Statistics 2020-08-17 Steven Kleinegesse , Michael U. Gutmann

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 network is a frequently-used method for fault detection and diagnosis in industrial processes. The basis of Bayesian network is structure learning which learns a directed acyclic graph (DAG) from data. However, the search space…

Artificial Intelligence · Computer Science 2023-02-07 Zhichao Chen , Zhiqiang Ge

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Neural networks are fragile when confronted with data that significantly deviates from their training distribution. This is true in particular for simulation-based inference methods, such as neural amortized Bayesian inference (ABI), where…

Estimating the structure of directed acyclic graphs (DAGs, also known as Bayesian networks) is a challenging problem since the search space of DAGs is combinatorial and scales superexponentially with the number of nodes. Existing approaches…

Machine Learning · Statistics 2018-11-06 Xun Zheng , Bryon Aragam , Pradeep Ravikumar , Eric P. Xing

This work considers sequential edge-promoting Bayesian experimental design for (discretized) linear inverse problems, exemplified by X-ray tomography. The process of computing a total variation type reconstruction of the absorption inside…

Methodology · Statistics 2021-04-02 Tapio Helin , Nuutti Hyvönen , Juha-Pekka Puska