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This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangeable setting. We frame policy optimization as maximum…

Machine Learning · Statistics 2024-12-02 Sahel Iqbal , Hany Abdulsamad , Sara Pérez-Vieites , Simo Särkkä , Adrien Corenflos

Bayesian inference is a powerful tool for parameter estimation and uncertainty quantification in dynamical systems. However, for nonlinear oscillator networks such as Kuramoto models, widely used to study synchronization phenomena in…

Applications · Statistics 2026-03-24 Emma Hannula , Jana de Wiljes , Matthew T. Moores , Heikki Haario , Lassi Roininen

Molecular design and synthesis planning are two critical steps in the process of molecular discovery that we propose to formulate as a single shared task of conditional synthetic pathway generation. We report an amortized approach to…

Machine Learning · Computer Science 2022-03-15 Wenhao Gao , Rocío Mercado , Connor W. Coley

Topology Optimization (TO) provides a systematic approach for obtaining structure design with optimum performance of interest. However, the process requires numerical evaluation of objective function and constraints at each iteration, which…

Machine Learning · Computer Science 2022-03-22 Ren Kai Tan , Chao Qian , Dan Xu , Wenjing Ye

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas

Bayesian observer and actor models have provided normative explanations for many behavioral phenomena in perception, sensorimotor control, and other areas of cognitive science and neuroscience. They attribute behavioral variability and…

Machine Learning · Computer Science 2025-02-03 Dominik Straub , Tobias F. Niehues , Jan Peters , Constantin A. Rothkopf

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

This paper presents a data-driven, task-specific paradigm for experimental design, to shorten acquisition time, reduce costs, and accelerate the deployment of imaging devices. Current approaches in experimental design focus on…

Machine Learning · Computer Science 2024-03-19 Stefano B. Blumberg , Paddy J. Slator , Daniel C. Alexander

Safe active learning (AL) is a sequential scheme for learning unknown systems while respecting safety constraints during data acquisition. Existing methods often rely on Gaussian processes (GPs) to model the task and safety constraints,…

Machine Learning · Computer Science 2026-04-07 Cen-You Li , Marc Toussaint , Barbara Rakitsch , Christoph Zimmer

Discovering novel materials with desired properties is essential for driving innovation. Industry 4.0 and smart manufacturing have promised transformative advances in this area through real-time data integration and automated production…

Machine Learning · Computer Science 2025-04-08 Avijit Saha Asru , Hamed Khosravi , Imtiaz Ahmed , Abdullahil Azeem

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…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

This work presents a novel ensemble of Bayesian Neural Networks (BNNs) for control of safety-critical systems. Decision making for safety-critical systems is challenging due to performance requirements with significant consequences in the…

Robotics · Computer Science 2020-01-10 Keuntaek Lee , Ziyi Wang , Bogdan I. Vlahov , Harleen K. Brar , Evangelos A. Theodorou

Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is…

This paper proposes Bayesian Adaptive Trials (BAT) as both an efficient method to conduct trials and a unifying framework for evaluation social policy interventions, addressing limitations inherent in traditional methods such as Randomized…

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

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

Most Bayesian response-adaptive designs unbalance randomization rates towards the most promising arms with the goal of increasing the number of positive treatment outcomes during the study, even though the primary aim of the trial is…

Applications · Statistics 2018-07-02 Steffen Ventz , Matteo Cellamare , Sergio Bacallado , Lorenzo Trippa

In this paper, we investigate the scheduling design of a mobile-edge computing (MEC) system, where the random arrival of mobile devices with computation tasks in both spatial and temporal domains is considered. The binary computation…

Information Theory · Computer Science 2019-09-06 Shanfeng Huang , Bojie Lv , Rui Wang
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