Related papers: Maximin Robust Bayesian Experimental Design
This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…
Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…
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…
Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…
Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…
We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…
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…
Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…
Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…
In many domains, worst-case guarantees on the performance (e.g., prediction accuracy) of a decision function subject to distributional shifts and uncertainty about the environment are crucial. In this work we develop a method to quantify…
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…
We derive, in the classical framework of Bayesian sensitivity analysis, optimal lower and upper bounds on posterior values obtained from Bayesian models that exactly capture an arbitrarily large number of finite-dimensional marginals of the…
The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…
A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max…
Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
We study the problem of robust information selection for a Bayesian hypothesis testing / classification task, where the goal is to identify the true state of the world from a finite set of hypotheses based on observations from the selected…
Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…
The aim of this work is to provide bounds connecting two probability measures of the same event using R\'enyi $\alpha$-Divergences and Sibson's $\alpha$-Mutual Information, a generalization of respectively the Kullback-Leibler Divergence…
We explore a family of information measures that stems from R\'enyi's $\alpha$-Divergences with $\alpha<0$. In particular, we extend the definition of Sibson's $\alpha$-Mutual Information to negative values of $\alpha$ and show several…