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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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111221332442 · Jun 202019922001200920172026
48 results for Bayesian design

Enhances robustness in experimental design through Generalised Bayesian inference.

problem Poor inference and estimates of information gain when statistical model is incorrectly specified.
method Generalised Bayesian (Gibbs) inference framework applied to experimental design.
result GBOED enhances robustness to outliers and incorrect assumptions about noise distribution.

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during materials design and discovery to find good material designs in as few experiments as p…

2015-06-03abs ↗pdf ↗

DABS uses a policy network to select experiments in high-dimensional design spaces.

problem Adaptive factorial screening in high-dimensional discrete design spaces.
method DABS learns a policy network offline to sequentially select experiments, incorporating sparsity and interactions via a spike-and-slab prior.
result DABS achieves superior accuracy and scalability over classical and Bayesian baselines under tight experimental budgets.

Bayesian optimization improves with transfer learning for aircraft design.

problem Cold start problem in Bayesian optimization for aircraft design.
method Ensemble of surrogate models using transfer learning in a constrained Bayesian optimization framework.
result Significant improvement in convergence and prediction accuracy.

Bayesian optimization improves molecule design by addressing three pitfalls.

problem Bayesian optimization pitfalls cause poor performance in molecule design.
method Identified and addressed three pitfalls: incorrect prior width, over-smoothing, and inadequate acquisition function maximization.
result Basic BO setup achieves highest performance on PMO benchmark.

Combines multi-fidelity and asynchronous batch methods for faster experimental design.

problem Designing optimal experimental setups for battery performance.
method Algorithm combining multi-fidelity and asynchronous batch Bayesian Optimization.
result Algorithm outperforms single-fidelity batch and multi-fidelity sequential methods.

Paper introduces IO-NPF for efficient Bayesian experimental design.

problem Efficient Bayesian experimental design in non-exchangeable settings.
method Inside-Out Nested Particle Filter (IO-NPF) for non-Markovian state-space models.
result IO-NPF achieves O(T2)\mathcal{O}(T^2) computational complexity, improving efficiency.

DAD learns to design experiments quickly, outperforming traditional methods.

problem Real-time decision-making in sequential Bayesian experimental design.
method Amortized design network trained with contrastive information bounds.
result DAD outperforms alternative strategies on various problems.

Bayesian model estimates treatment effects near cutoffs in regression discontinuity designs.

problem Estimating conditional average treatment effects in regression discontinuity designs.
method Develops a Bayesian additive regression tree (BART) model with linear leaf-level regressions.
result Adapts to different slopes on the running variable near the cutoff, providing interpretable inference.

Improves Bayesian optimisation for engineering design problems with many variables.

problem Efficiently searching for global minima in high-dimensional design spaces.
method Integrates input and output data to identify a reduced latent subspace using probabilistic partial least squares.
result Significant improvements in convergence to the global minimum compared to existing methods.

Step-DAD improves BED by periodically updating a design policy during experiments.

problem Improving flexibility and robustness in Bayesian experimental design.
method Semi-amortized, policy-based approach that updates a design policy during data collection.
result Consistently superior decision-making and robustness compared to current BED methods.

JADAI optimizes design and inference for parameter estimation.

problem Parameter estimation with active optimization of design variables.
method Jointly trains a policy, history network, and inference network to minimize posterior error.
result Achieves superior or competitive performance across benchmarks.

Paper proposes an unbiased optimization method for Bayesian experimental design.

problem Maximizing expected information gain in Bayesian experimental design.
method Randomized multilevel Monte Carlo (MLMC) method combined with stochastic gradient descent.
result An unbiased estimator for the gradient of expected information gain.

Gradient-free framework for Bayesian experimental design in complex systems.

problem Optimal experimental design in systems where gradient information is unavailable.
method Combines EKI and ALDI for optimization and sampling, with approximations for scalable utility estimation.
result Demonstrates robust, accurate, and efficient experimental design in various complex systems.

Bayesian methods improve drug discovery experiment design.

problem Optimizing drug screening experiments in high-dimensional data.
method Bayesian inference and optimisation with upper confidence bound algorithms, Thompson sampling, and sparse tree search.
result Sparse tree search techniques outperform other methods in drug toxicity screening.

Bayesian adaptive designs can be biased by active learning, especially with misspecified models.

problem Active learning bias in Bayesian adaptive experimental designs.
method Analysis of linear and preference learning models, empirical testing.
result Model misspecification and noise influence active learning bias in Bayesian designs.

Optimizes hydrokinetic turbine design using morphing and Bayesian optimization.

problem Designing optimal hydrokinetic turbine shapes due to high cost and geometric constraints.
method Design-by-Morphing (DbM) and Mixed variable, Multi-Objective Bayesian Optimization (MixMOBO).
result Optimized shapes lead to maximum power output with minimal evaluations.

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

Bayesian optimization reduces hyperparameters for mixed variable design problems.

problem Optimizing designs with a large number of mixed continuous, integer, and categorical variables.
method Adaptive dimension reduction using partial least squares for fewer hyperparameters.
result Significant improvement in performance compared to genetic algorithms.

BED-LLM uses Bayesian experimental design to improve LLMs' information gathering.

problem Improving LLMs' ability to gather information adaptively.
method Iteratively choosing questions to maximize expected information gain using a probabilistic model.
result BED-LLM achieves substantial performance gains compared to other adaptive design strategies.

Expands Bayesian experiment design framework to account for model discrepancies.

problem Model misspecification in Bayesian optimal experiment design.
method Introduces Expected General Information Gain and Expected Discriminatory Information criteria.
result Demonstrates improved robustness and detection capabilities in experiment design.

Bayesian approach for estimating heterogeneous treatment effects in RDD designs.

problem Heterogeneity in treatment effects in RDD designs can lead to misleading conclusions.
method Direct Bayesian Additive Regression Trees (BART) for modeling heterogeneous treatment effects.
result Flexibly captures complicated structures of heterogeneous treatment effects as a function of covariates.

Bayesian optimization improved for nanophotonic device design.

problem Scalability and derivative information limitations in Bayesian optimization.
method Combining forward shape derivatives and iterative inversion scheme.
result Optimal designs of nanophotonic devices achieved with fewer iterations.

BOED improves SBI by optimizing experimental designs and inference functions.

problem Efficiently use experimental resources for better inference on complex models.
method Link mutual information bounds between SBI and BOED, optimizing both design and inference.
result BOED improves inference in real-world simulators in epidemiology and biology.

New method optimizes experiments under constraints.

problem Adapting BED to dynamic constraints in real-world tasks.
method Offline pre-training of an amortized policy and posterior network with online multi-step lookahead planning.
result Significantly more informative design sequences than existing methods.

Bayesian-guided method selects optimal design from large candidate pool.

problem Optimizing complex structures with high-fidelity evaluations.
method Bayesian active learning with surrogate modeling.
result Optimal design identified with minimal oracle evaluations.

Bayesian DOE accelerates experimental design with improved efficiency.

problem Enhancing experimental design efficiency and reliability.
method Bayesian framework, conditional density estimation, informative data selection.
result Significantly improved computational efficiency of experimental design.

A new method for experimental design focuses on predicting downstream quantities of interest.

problem Designs that maximize parameter learning may not maximize downstream quantity prediction.
method Likelihood-free goal-oriented optimal experimental design (LF-GO-OED) using ABC density ratio estimation.
result LF-GO-OED maximizes the expected information gain for downstream quantities.

A new method designs batches for Bayesian optimization more efficiently.

problem Efficiently designing batches for Bayesian optimization to reduce total time.
method Minimal Terminal Variance (MTV) acquisition function, optimizing I-optimality criterion.
result MTV designs batches more efficiently than other methods, as shown by numerical experiments.

CO-BED optimizes experiments using Bayesian methods and information theory.

problem Optimizing experiments in a context-dependent manner.
method Formalizes contextual optimization with Bayesian experimental design, employing information-theoretic principles and black-box variational methods.
result CO-BED provides a general solution for contextual optimization problems.

BoGA combines evolutionary search with Bayesian optimization for efficient protein design.

problem Designing novel proteins with specific characteristics is challenging due to sequence space complexity.
method BoGA integrates a genetic algorithm with Bayesian optimization to efficiently explore sequence space.
result BoGA accelerates discovery of high-confidence binders for diverse protein design objectives.

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and utilizes the expected improvement idea from Bayesian global optimization. We adapt…

2018-09-27abs ↗pdf ↗

New method tackles constrained optimization in multi-fidelity Bayesian optimization.

problem Efficiently identifying feasible regions in constrained optimization problems.
method Proposes CMFBO method with novel acquisition functions.
result Demonstrates effectiveness on synthetic problems and real-world ICF and joint design problems.

vsOED optimizes experiment design with reinforcement learning for Bayesian models.

problem Optimizing the sequence of experiments in Bayesian models for efficient data collection.
method Reinforcement learning with variational posterior approximations to optimize design policy.
result vsOED achieves superior sample efficiency compared to existing methods.

LaMBO optimizes biological sequences using autoencoders and Bayesian optimization.

problem Bayesian optimization for drug design is limited by discrete, high-dimensional decision variables.
method Jointly trains denoising autoencoder with a Gaussian process head for gradient-based optimization in latent space.
result LaMBO outperforms genetic optimizers and requires no large pretraining corpus.

A new framework for efficient sequence maps using Bayesian filtering and covariance.

problem Designing efficient recurrent sequence maps from explicit memory assumptions.
method Design-model framework, exact Bayesian filtering, query-dependent readout, linear-Gaussian instantiation.
result Improved robustness and retrieval performance across various benchmarks.

We use deep reinforcement learning to optimize experimental designs efficiently.

problem Optimizing sequential experimental designs with limited exploration and black-box models.
method Reduced the optimal design problem to an MDP and solved it with deep reinforcement learning.
result Our approach achieves state-of-the-art performance on both continuous and discrete design spaces.

Bayesian Probabilistic Integration uses BART for high-dimensional, non-smooth functions.

problem Bayesian quadrature's limitations in high-dimensional or non-smooth functions.
method Bayesian Additive Regression Trees (BART) priors for numerical integration.
result Explicit convergence rates can be obtained in various settings.

Developing a range-aware Bayesian optimization framework for discovering diverse designs within target property windows.

problem Discovering multiple, distinct solutions within target property windows.
method Range-aware Bayesian optimization framework.
result Consistently recovers larger and more diverse sets of valid designs.

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible, this task is particularly difficult and therefore largely unexplored. This is mai…

2018-10-23abs ↗pdf ↗