Gradient-based stochastic optimization methods in Bayesian experimental design

X Huan, YM Marzouk - International Journal for Uncertainty …, 2014 - dl.begellhouse.com
Optimal experimental design (OED) seeks experiments expected to yield the most useful
data for some purpose. In practical circumstances where experiments are time-consuming or …

Simulation-based optimal Bayesian experimental design for nonlinear systems

X Huan, YM Marzouk - Journal of Computational Physics, 2013 - Elsevier
The optimal selection of experimental conditions is essential to maximizing the value of data
for inference and prediction, particularly in situations where experiments are time …

A unified stochastic gradient approach to designing bayesian-optimal experiments

A Foster, M Jankowiak, M O'Meara… - International …, 2020 - proceedings.mlr.press
We introduce a fully stochastic gradient based approach to Bayesian optimal experimental
design (BOED). Our approach utilizes variational lower bounds on the expected information …

Efficient Bayesian experimentation using an expected information gain lower bound

P Tsilifis, RG Ghanem, P Hajali - SIAM/ASA Journal on Uncertainty …, 2017 - SIAM
Experimental design is crucial for inference where limitations in the data collection
procedure are present due to cost or other restrictions. Optimal experimental designs …

A layered multiple importance sampling scheme for focused optimal Bayesian experimental design

C Feng, YM Marzouk - arXiv preprint arXiv:1903.11187, 2019 - arxiv.org
We develop a new computational approach for" focused" optimal Bayesian experimental
design with nonlinear models, with the goal of maximizing expected information gain in …

Fast computation of designs robust to parameter uncertainty for nonlinear settings

CM Gotwalt, BA Jones, DM Steinberg - Technometrics, 2009 - Taylor & Francis
Experimental design in nonlinear settings is complicated by the fact that the efficiency of a
design depends on the unknown parameter values. Thus good designs need to be efficient …

Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization

AG Carlon, BM Dia, L Espath, RH Lopez… - Computer Methods in …, 2020 - Elsevier
Finding the best setup for experiments is the primary concern for Optimal Experimental
Design (OED). Here, we focus on the Bayesian experimental design problem of finding the …

Optimal Bayesian experiment design for nonlinear dynamic systems with chance constraints

JA Paulson, M Martin-Casas, A Mesbah - Journal of Process Control, 2019 - Elsevier
The optimal design of experiments is crucial for maximizing the information content of data
across a wide-range of experimental goals. This paper presents a Bayesian approach to …

Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs

T Goda, T Hironaka, W Kitade, A Foster - SIAM Journal on Scientific …, 2022 - SIAM
In this paper we propose an efficient stochastic optimization algorithm to search for Bayesian
experimental designs such that the expected information gain is maximized. The gradient of …

Variational, Monte Carlo and policy-based approaches to Bayesian experimental design

AE Foster - 2021 - ora.ox.ac.uk
Experimentation is key to learning about our world, but careful design of experiments is
critical to ensure resources are used efficiently to conduct discerning investigations …