4 papers · 1 filter
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…
Online Bayesian Experimental Design for Partially Observed Dynamical Systems
Sara Pérez-Vieites, Sahel Iqbal, Simo Särkkä +1
Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. H…
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…
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…