{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/on-estimating-the-gradient-of-the-expected","title":"On Estimating the Gradient of the Expected Information Gain in Bayesian Experimental Design","arxiv_id":"2308.09888","date":"2023-08-19","proceeding":null,"authors":["Ziqiao Ao","Jinglai Li"],"abstract":"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 (EIG). The gradient information is often needed for efficient EIG optimization, and as a result the ability to estimate the gradient of EIG is essential for BED problems. The primary goal of this work is to develop methods for estimating the gradient of EIG, which, combined with the stochastic gradient descent algorithms, result in efficient optimization of EIG. Specifically, we first introduce a posterior expected representation of the EIG gradient with respect to the design variables. Based on this, we propose two methods for estimating the EIG gradient, UEEG-MCMC that leverages posterior samples generated through Markov Chain Monte Carlo (MCMC) to estimate the EIG gradient, and BEEG-AP that focuses on achieving high simulation efficiency by repeatedly using parameter samples. Theoretical analysis and numerical studies illustrate that UEEG-MCMC is robust agains the actual EIG value, while BEEG-AP is more efficient when the EIG value to be optimized is small. Moreover, both methods show superior performance compared to several popular benchmarks in our numerical experiments.","url_abs":"https://arxiv.org/abs/2308.09888v2","url_pdf":"https://arxiv.org/pdf/2308.09888v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"on-estimating-the-gradient-of-the-expected","repo_url":"https://github.com/ziq-ao/GradEIG","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"bayesian-inference","task_name":"Bayesian Inference"},{"task_slug":"experimental-design","task_name":"Experimental Design"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2308.09888","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2308.09888"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/ziq-ao/GradEIG","reach":null}],"summary":{"ran_fixture":1},"by_repo_kind":{"official":{"samples":1,"ran":1,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":0,"samples":[{"code_sha256_prefix":"e94851b0552c6a63","entry":"MoG","repo":"ziq-ao/GradEIG","repo_kind":"official","path":"utils/torchutils.py","file_url":"https://github.com/ziq-ao/GradEIG/blob/HEAD/utils/torchutils.py","link_basis":"first_harvest_node","language":"python","status":"ran_fixture","verification_level":1,"contract_check":"RAISES","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"e94851b0552c6a63"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}