English
Related papers

Related papers: Optimal Stopping for Sequential Bayesian Experimen…

200 papers

We develop a Bayesian model for decision-making under time pressure with endogenous information acquisition. In our model, the decision maker decides when to observe (costly) information by sampling an underlying continuous-time stochastic…

Artificial Intelligence · Computer Science 2016-10-25 Ahmed M. Alaa , Mihaela van der Schaar

The problem of optimal data collection to efficiently learn the model parameters of a graphite nitridation experiment is studied in the context of Bayesian analysis using both synthetic and real experimental data. The paper emphasizes that…

Data Analysis, Statistics and Probability · Physics 2011-07-08 Gabriel Terejanu , Rochan R. Upadhyay , Kenji Miki

Sequential learning systems are used in a wide variety of problems from decision making to optimization, where they provide a 'belief' (opinion) to nature, and then update this belief based on the feedback (result) to minimize (or maximize)…

Machine Learning · Computer Science 2020-09-22 Kaan Gokcesu , Hakan Gokcesu

There is a growing trend in molecular and synthetic biology of using mechanistic (non machine learning) models to design biomolecular networks. Once designed, these networks need to be validated by experimental results to ensure the…

Quantitative Methods · Quantitative Biology 2020-11-26 Ruby Sedgwick , John Goertz , Molly Stevens , Ruth Misener , Mark van der Wilk

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

We model learning in a continuous-time Brownian setting where there is prior ambiguity. The associated model of preference values robustness and is time-consistent. It is applied to study optimal learning when the choice between actions can…

Economics · Quantitative Finance 2019-03-06 Larry G. Epstein , Shaolin Ji

Adaptive approaches, allowing for more flexible trial design, have been proposed for individually randomized trials to save time or reduce sample size. However, adaptive designs for cluster-randomized trials in which groups of participants…

Methodology · Statistics 2022-01-10 Junwei Shen , Shirin Golchi , Erica E. M. Moodie , David Benrimoh

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

Value iteration (VI) is a ubiquitous algorithm for optimal control, planning, and reinforcement learning schemes. Under the right assumptions, VI is a vital tool to generate inputs with desirable properties for the controlled system, like…

Optimization and Control · Mathematics 2020-11-23 Mathieu Granzotto , Romain Postoyan , Dragan Nešić , Lucian Buşoniu , Jamal Daafouz

We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. The problem arises from parameter estimation in switching…

Methodology · Statistics 2024-03-05 Jeongmin Han , Juha Karvanen , Mikko Parviainen

The process of discovery in the physical, biological and medical sciences can be painstakingly slow. Most experiments fail, and the time from initiation of research until a new advance reaches commercial production can span 20 years. This…

Machine Learning · Computer Science 2020-04-15 Kristopher Reyes , Warren B Powell

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

AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…

Machine Learning · Computer Science 2023-07-28 Srivas Chennu , Andrew Maher , Christian Pangerl , Subash Prabanantham , Jae Hyeon Bae , Jamie Martin , Bud Goswami

Safe learning of control policies remains challenging, both in optimal control and reinforcement learning. In this article, we consider safe learning of parametrized predictive controllers that operate with incomplete information about the…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Sebastian Hirt , Maik Pfefferkorn , Rolf Findeisen

A simple strategy for improving LLM accuracy, especially in math and reasoning problems, is to sample multiple responses and submit the answer most consistently reached. In this paper we leverage Bayesian prior information to save on…

Machine Learning · Statistics 2026-02-06 Jingkai Huang , Will Ma , Zhengyuan Zhou

We study the problem of sequential experimental design to estimate the parametric component of a partially linear model with a Gaussian process prior. We consider an active learning setting where an experimenter adaptively decides which…

Methodology · Statistics 2022-11-07 Shunsuke Horii

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…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

Prior probabilities of clinical hypotheses are not systematically used for clinical trial design yet, due to a concern that poor priors may lead to poor decisions. To address this concern, a conservative approach to Bayesian trial design is…

Methodology · Statistics 2023-09-21 Fabio Rigat

In automated machine learning, scientific discovery, and other applications of Bayesian optimization, deciding when to stop evaluating expensive black-box functions in a cost-aware manner is an important but underexplored practical…

Machine Learning · Computer Science 2025-12-29 Qian Xie , Linda Cai , Alexander Terenin , Peter I. Frazier , Ziv Scully

Stopping criteria automatically determine when to stop an evolutionary algorithm, so as not to waste function evaluations on a stagnant population. Although stopping criteria play an important role in real-world applications, they have…

Neural and Evolutionary Computing · Computer Science 2026-04-29 Kenji Kitamura , Ryoji Tanabe