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We present GO-CBED, a goal-oriented Bayesian framework for sequential causal experimental design. Unlike conventional approaches that select interventions aimed at inferring the full causal model, GO-CBED directly maximizes the expected…

Machine Learning · Computer Science 2025-07-11 Zheyu Zhang , Jiayuan Dong , Jie Liu , Xun Huan

Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters.…

Computation · Statistics 2026-04-08 Shijie Zhong , Wanggang Shen , Tommie Catanach , Xun Huan

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

In many science and industry settings, a central challenge is designing experiments under time and budget constraints. Bayesian Optimal Experimental Design (BOED) is a paradigm to pick maximally informative designs that has been widely…

Machine Learning · Statistics 2026-04-02 Roubing Tang , Sabina J. Sloman , Samuel Kaski

In many engineered systems, agents make decisions under incomplete information, creating opportunities for a planner to influence decentralized behavior through signaling. We study how such signaling can be designed in parallel-network,…

Computer Science and Game Theory · Computer Science 2026-04-14 Yuwei Hu , Bryce L. Ferguson

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 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 estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

New results suggest strong limits to the feasibility of classifying human brain activity evoked from image stimuli, as measured through EEG. Considerable prior work suffers from a confound between the stimulus class and the time since the…

Signal Processing · Electrical Eng. & Systems 2020-04-14 Hamad Ahmed , Ronnie B Wilbur , Hari M Bharadwaj , Jeffrey Mark Siskind

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Machine Learning · Statistics 2014-11-26 Osonde Adekorede Osoba

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

The widely applicable information criterion (WAIC) has been used as a model selection criterion for Bayesian statistics in recent years. It is an asymptotically unbiased estimator of the Kullback-Leibler divergence between a Bayesian…

Methodology · Statistics 2022-08-09 Yoshiyuki Ninomiya

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

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Retrieval-augmented generation (RAG) grounds large language models with external evidence, but under a limited context budget, the key challenge is deciding which retrieved passages should be injected. We show that retrieval relevance…

Computation and Language · Computer Science 2026-01-27 Zhipeng Song , Yizhi Zhou , Xiangyu Kong , Jiulong Jiao , Xinrui Bao , Xu You , Xueqing Shi , Yuhang Zhou , Heng Qi

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

Methodology · Statistics 2024-11-06 Michelle Leeberg , Xianghua Luo , Thomas A. Murray

The Bayesian brain hypothesis has been a leading theory in understanding perceptual decision-making under uncertainty. While extensive psychophysical evidence supports the notion of the brain performing Bayesian computations, how…

Neurons and Cognition · Quantitative Biology 2026-03-05 Po-Chen Kuo , Edgar Y. Walker

Information extraction (IE) has been studied extensively. The existing methods always follow a fixed extraction order for complex IE tasks with multiple elements to be extracted in one instance such as event extraction. However, we conduct…

Computation and Language · Computer Science 2024-03-26 Wenhao Huang , Jiaqing Liang , Zhixu Li , Yanghua Xiao , Chuanjun Ji

We develop an empirical Bayes framework for experimental design that leverages information from prior related studies. When a researcher has access to estimates from previous studies on similar parameters, they can use empirical Bayes to…

Econometrics · Economics 2026-02-25 Zhiheng You
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