most citedRobust Expected Information Gain for Optimal Bayesian Experimental Design Using Ambiguity Sets

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stat.ML2022★ 5 cited

Robust Expected Information Gain for Optimal Bayesian Experimental Design Using Ambiguity Sets

Jinwoo Go, Tobin Isaac

The ranking of experiments by expected information gain (EIG) in Bayesian experimental design is sensitive to changes in the model's prior distribution, and the approximation of EI…