Papers › Variational Bayesian Optimal Experimental Design

Variational Bayesian Optimal Experimental Design

13 Mar 2019NeurIPS 2019 12arXiv:1903.05480archive 2025-07-28

Adam Foster, Martin Jankowiak, Eli Bingham, Paul Horsfall, Yee Whye Teh, Tom Rainforth, Noah Goodman

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected information gain (EIG) of an experiment. To address this, we introduce several classes of fast EIG estimators by building on ideas from amortized variational inference. We show theoretically and empirically that these estimators can provide significant gains in speed and accuracy over previous approaches. We further demonstrate the practicality of our approach on a number of end-to-end experiments.

PaperPDFConference PDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

ae-foster/pyro officialmentioned in paperpytorchNOASSERTION report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Experimental DesignVariational Inference

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

SPEED

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections