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stat.ML2020
Sequential Bayesian Experimental Design for Implicit Models via Mutual Information
Steven Kleinegesse, Christopher Drovandi, Michael U. Gutmann
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…
stat.ML2020
Bayesian Experimental Design for Implicit Models by Mutual Information Neural Estimation
Steven Kleinegesse, Michael U. Gutmann
Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free p…