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stat.ML2026
Maximin Robust Bayesian Experimental Design
Hany Abdulsamad, Sahel Iqbal, Christian A. Naesseth +2
We address the brittleness of Bayesian experimental design under model misspecification by formulating the problem as a max--min game between the experimenter and an adversarial na…
stat.ML2024
Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design
Sahel Iqbal, Hany Abdulsamad, Sara Pérez-Vieites +2
This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangea…
stat.ML2024
Nesting Particle Filters for Experimental Design in Dynamical Systems
Sahel Iqbal, Adrien Corenflos, Simo Särkkä +1
In this paper, we propose a novel approach to Bayesian experimental design for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside…