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Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

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…

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as…

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

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…

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…

Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional…

Simulation-based inference (SBI) enables amortized Bayesian inference for simulators with implicit likelihoods. But when we are primarily interested in the quality of predictive simulations, or when the model cannot exactly reproduce the…

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

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…

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…

Scientific modeling and engineering applications rely heavily on parameter estimation methods to fit physical models and calibrate numerical simulations using real-world measurements. In the absence of analytic statistical models with…

Bayesian experimental design (BED) has been used as a method for conducting efficient experiments based on Bayesian inference. The existing methods, however, mostly focus on maximizing the expected information gain (EIG); the cost of…

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

Bayesian Experimental Design (BED), which aims to find the optimal experimental conditions for Bayesian inference, is usually posed as to optimize the expected information gain (EIG). The gradient information is often needed for efficient…