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stat.ML2023
On Estimating the Gradient of the Expected Information Gain in Bayesian Experimental Design
Ziqiao Ao, Jinglai Li
Bayesian Experimental Design (BED), which aims to find the optimal experimental conditions for Bayesian inference, is usually posed as to optimize the expected information gain (EI…
stat.ML2019★ 1 cited
Bayesian optimization with local search
Yuzhou Gao, Tengchao Yu, Jinglai Li
Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the…