Modern Bayesian experimental design

T Rainforth, A Foster, DR Ivanova… - Statistical …, 2024 - projecteuclid.org
Bayesian experimental design (BED) provides a powerful and general framework for
optimizing the design of experiments. However, its deployment often poses substantial …

Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: A review

A Alexanderian - Inverse Problems, 2021 - iopscience.iop.org
We present a review of methods for optimal experimental design (OED) for Bayesian inverse
problems governed by partial differential equations with infinite-dimensional parameters …

Optimal experimental design: Formulations and computations

X Huan, J Jagalur, Y Marzouk - Acta Numerica, 2024 - cambridge.org
Questions of 'how best to acquire data'are essential to modelling and prediction in the
natural and social sciences, engineering applications, and beyond. Optimal experimental …

Optimizing sequential experimental design with deep reinforcement learning

T Blau, EV Bonilla, I Chades… - … conference on machine …, 2022 - proceedings.mlr.press
Bayesian approaches developed to solve the optimal design of sequential experiments are
mathematically elegant but computationally challenging. Recently, techniques using …

On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems

C Schillings, B Sprungk, P Wacker - Numerische Mathematik, 2020 - Springer
The Bayesian approach to inverse problems provides a rigorous framework for the
incorporation and quantification of uncertainties in measurements, parameters and models …

Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning

W Shen, X Huan - Computer Methods in Applied Mechanics and …, 2023 - Elsevier
We present a mathematical framework and computational methods for optimally designing a
finite sequence of experiments. This sequential optimal experimental design (sOED) …

A fast and scalable computational framework for large-scale high-dimensional Bayesian optimal experimental design

K Wu, P Chen, O Ghattas - SIAM/ASA Journal on Uncertainty Quantification, 2023 - SIAM
We develop a fast and scalable computational framework to solve Bayesian optimal
experimental design problems governed by partial differential equations (PDEs) with …

Active bayesian causal inference

C Toth, L Lorch, C Knoll, A Krause… - Advances in …, 2022 - proceedings.neurips.cc
Causal discovery and causal reasoning are classically treated as separate and consecutive
tasks: one first infers the causal graph, and then uses it to estimate causal effects of …

Large-scale Bayesian optimal experimental design with derivative-informed projected neural network

K Wu, T O'Leary-Roseberry, P Chen… - Journal of Scientific …, 2023 - Springer
We address the solution of large-scale Bayesian optimal experimental design (OED)
problems governed by partial differential equations (PDEs) with infinite-dimensional …

Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems

A Attia, A Alexanderian, AK Saibaba - Inverse Problems, 2018 - iopscience.iop.org
We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-
scale Bayesian linear inverse problems governed by PDEs. This framework differs from …