Related papers: Bayesian Sequential Optimal Experimental Design fo…
Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…
We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…
We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given $d$ different experimental variables with $m_i$ choices per design variable $1 \le…
We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or…
In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…
Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…
In this paper, we propose a novel approach to Bayesian experimental design for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside-Out SMC$^2$ algorithm, a nested sequential Monte Carlo…
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…
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…
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…
Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…
Finite-horizon sequential experimental design (SED) arises naturally in many contexts, including hyperparameter tuning in machine learning among more traditional settings. Computing the optimal policy for such problems requires solving…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the…
We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…
A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…
Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…
In computational inverse problems, the optimal experimental design (OED) problem seeks the best locations in time and space at which to take measurements. We investigate the nonlinear OED problem in the context of continuously-indexed…
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…
We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…