English
Related papers

Related papers: A Hybrid Gradient Method to Designing Bayesian Exp…

200 papers

We introduce implicit Deep Adaptive Design (iDAD), a new method for performing adaptive experiments in real-time with implicit models. iDAD amortizes the cost of Bayesian optimal experimental design (BOED) by learning a design policy…

Machine Learning · Statistics 2021-11-04 Desi R. Ivanova , Adam Foster , Steven Kleinegesse , Michael U. Gutmann , Tom Rainforth

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

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

Digital twins have been actively explored in many engineering applications, such as manufacturing and autonomous systems. However, model discrepancy is ubiquitous in most digital twin models and has significant impacts on the performance of…

Machine Learning · Computer Science 2025-08-12 Huchen Yang , Chuanqi Chen , Jin-Long Wu

The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…

Statistics Theory · Mathematics 2025-12-15 Piotr Bania , Anna Wójcik

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

A key challenge in maximizing the benefits of Magnetic Resonance Imaging (MRI) in clinical settings is to accelerate acquisition times without significantly degrading image quality. This objective requires a balance between under-sampling…

Machine Learning · Computer Science 2025-06-23 Jacopo Iollo , Geoffroy Oudoumanessah , Carole Lartizien , Michel Dojat , Florence Forbes

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

Bayesian experimental design (BED) for complex physical systems is often limited by the nested inference required to estimate the expected information gain (EIG) or its gradients. Each outer sample induces a different posterior, creating a…

Information Theory · Computer Science 2026-04-21 Huchen Yang , Xinghao Dong , Jinlong Wu

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

Many critical decisions, such as personalized medical diagnoses and product pricing, are made based on insights gained from designing, observing, and analyzing a series of experiments. This highlights the crucial role of experimental…

Machine Learning · Statistics 2025-01-03 Daolang Huang , Yujia Guo , Luigi Acerbi , Samuel Kaski

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Bayesian optimal experimental design is a sub-field of statistics focused on developing methods to make efficient use of experimental resources. Any potential design is evaluated in terms of a utility function, such as the (theoretically…

Machine Learning · Computer Science 2022-10-21 Noble Kennamer , Steven Walton , Alexander Ihler

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

Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream…

Computation · Statistics 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

Bayesian experimental design (BED) provides a powerful and general framework for optimizing the design of experiments. However, its deployment often poses substantial computational challenges that can undermine its practical use. In this…

Machine Learning · Statistics 2023-11-30 Tom Rainforth , Adam Foster , Desi R Ivanova , Freddie Bickford Smith

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

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