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We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…

Machine Learning · Statistics 2022-07-13 Desi R. Ivanova , Joel Jennings , Cheng Zhang , Adam Foster

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

Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…

Machine Learning · Statistics 2025-03-26 Jean Durand , Yashas Annadani , Stefan Bauer , Sonali Parbhoo

We formalize the problem of contextual optimization through the lens of Bayesian experimental design and propose CO-BED -- a general, model-agnostic framework for designing contextual experiments using information-theoretic principles.…

Machine Learning · Statistics 2023-07-20 Desi R. Ivanova , Joel Jennings , Tom Rainforth , Cheng Zhang , Adam Foster

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…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

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

We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…

Machine Learning · Statistics 2026-04-08 Wanggang Shen , Jiayuan Dong , Xun Huan

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) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

We consider the problem of learning structures and parameters of Continuous-time Bayesian Networks (CTBNs) from time-course data under minimal experimental resources. In practice, the cost of generating experimental data poses a bottleneck,…

Machine Learning · Statistics 2022-01-12 Dominik Linzner , Heinz Koeppl

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

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

We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…

Machine Learning · Statistics 2025-09-22 Robert Gruhlke , Matei Hanu , Claudia Schillings , Philipp Wacker

Inferring causal structures from experimentation is a central task in many domains. For example, in biology, recent advances allow us to obtain single-cell expression data under multiple interventions such as drugs or gene knockouts.…

Machine Learning · Computer Science 2023-02-24 Alexander Hägele , Jonas Rothfuss , Lars Lorch , Vignesh Ram Somnath , Bernhard Schölkopf , Andreas Krause

We consider the Bayesian active learning and experimental design problem, where the goal is to learn the value of some unknown target variable through a sequence of informative, noisy tests. In contrast to prior work, we focus on the…

Machine Learning · Computer Science 2016-07-12 Yuxin Chen , S. Hamed Hassani , Andreas Krause

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

Methodology · Statistics 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller