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Bayesian experimental design (BED) provides a powerful and general framework for optimizing the design of experiments. However, its deployment often poses substantial computational challenges that can undermine its practical use. In this…

机器学习 · 统计学 2023-11-30 Tom Rainforth , Adam Foster , Desi R Ivanova , Freddie Bickford Smith

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…

机器学习 · 统计学 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the…

机器学习 · 统计学 2020-03-23 Steven Kleinegesse , Christopher Drovandi , Michael U. Gutmann

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…

机器学习 · 计算机科学 2022-02-16 Hikaru Asano

Many critical decisions, such as personalized medical diagnoses and product pricing, are made based on insights gained from designing, observing, and analyzing a series of experiments. This highlights the crucial role of experimental…

机器学习 · 统计学 2025-01-03 Daolang Huang , Yujia Guo , Luigi Acerbi , Samuel Kaski

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…

机器学习 · 统计学 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

化学物理 · 物理学 2019-09-10 Eric A. Walker , Kishore Ravisankar

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.…

机器学习 · 统计学 2023-07-20 Desi R. Ivanova , Joel Jennings , Tom Rainforth , Cheng Zhang , Adam Foster

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

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the…

机器学习 · 计算机科学 2021-03-17 Jiaxin Zhang , Sirui Bi , Guannan Zhang

We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

机器学习 · 统计学 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

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…

机器学习 · 计算机科学 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

统计计算 · 统计学 2026-03-18 Hao Zhu , Markus Hainy

Digital twins have been actively explored in many engineering applications, such as manufacturing and autonomous systems. However, model discrepancy is ubiquitous in most digital twin models and has significant impacts on the performance of…

机器学习 · 计算机科学 2025-08-12 Huchen Yang , Chuanqi Chen , Jin-Long Wu

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

机器学习 · 统计学 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

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…

统计方法学 · 统计学 2016-04-29 Xun Huan , Youssef M. Marzouk

We develop a semi-amortized, policy-based, approach to Bayesian experimental design (BED) called Stepwise Deep Adaptive Design (Step-DAD). Like existing, fully amortized, policy-based BED approaches, Step-DAD trains a design policy upfront…

机器学习 · 统计学 2026-01-30 Marcel Hedman , Desi R. Ivanova , Cong Guan , Tom Rainforth

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

机器学习 · 计算机科学 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

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
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