中文
相关论文

相关论文: Variational Bayesian Optimal Experimental Design w…

200 篇论文

We develop a computational approach that significantly improves the efficiency of Bayesian optimal experimental design (BOED) using local radial basis functions (RBFs). The presented RBF--BOED method uses the intrinsic ability of RBFs to…

计算物理 · 物理学 2025-05-20 Tianyi Chu , Jonathan B. Estrada , Spencer H. Bryngelson

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

统计方法学 · 统计学 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

统计计算 · 统计学 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Variational Autoencoders (VAEs) are powerful generative models widely used for learning interpretable latent spaces, quantifying uncertainty, and compressing data for downstream generative tasks. VAEs typically rely on diagonal Gaussian…

机器学习 · 计算机科学 2025-06-03 Peter Sorrenson , Lukas Lührs , Hans Olischläger , Ullrich Köthe

We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

数值分析 · 数学 2024-05-14 Karina Koval , Ruanui Nicholson

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…

机器学习 · 计算机科学 2024-03-28 Wanggang Shen , Xun Huan

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

机器学习 · 计算机科学 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations, or experiments which…

应用统计 · 统计学 2024-10-16 Jake Callahan , Kevin Monogue , Ruben Villarreal , Tommie Catanach

We present GO-CBED, a goal-oriented Bayesian framework for sequential causal experimental design. Unlike conventional approaches that select interventions aimed at inferring the full causal model, GO-CBED directly maximizes the expected…

机器学习 · 计算机科学 2025-07-11 Zheyu Zhang , Jiayuan Dong , Jie Liu , Xun Huan

Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…

机器学习 · 计算机科学 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…

机器学习 · 计算机科学 2026-05-29 Yueyang Wang , Xili Wang , Kejun Tang , Xiaoliang Wan , Tao Zhou , Chao Yang

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…

机器学习 · 计算机科学 2021-03-16 Jiaxin Zhang , Sirui Bi , Guannan Zhang

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

数值分析 · 数学 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

Graph generation aims to sample discrete node and edge attributes while satisfying coupled structural constraints. Diffusion models for graphs often adopt largely factorized forward-noising, and many flow-matching methods start from…

机器学习 · 计算机科学 2026-02-02 Yida Xiong , Jiameng Chen , Xiuwen Gong , Jia Wu , Shirui Pan , Wenbin Hu

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

统计方法学 · 统计学 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

We consider optimal experimental design (OED) problems in selecting the most informative observation sensors to estimate model parameters in a Bayesian framework. Such problems are computationally prohibitive when the…

计算工程、金融与科学 · 计算机科学 2024-09-10 Jinwoo Go , Peng Chen

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

数值分析 · 数学 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

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…

统计方法学 · 统计学 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

最优化与控制 · 数学 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen