Unbiased MLMC stochastic gradient-based optimization of Bayesian
experimental designs

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Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs

18 May 2020

Tomohiko Hironaka

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Papers citing "Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs"

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Title
Evasion Attacks Against Bayesian Predictive Models Pablo G. Arce Roi Naveiro D. Insua AAML 81 0 0 11 Jun 2025
Multilevel neural simulation-based inference Yuga Hikida Ayush Bharti Niall Jeffrey F. Briol 70 0 0 06 Jun 2025
Bayesian Experimental Design via Contrastive Diffusions Jacopo Iollo Christophe Heinkelé Pierre Alliez Florence Forbes 134 1 0 15 Oct 2024
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? Guanyang Wang Jose Blanchet Peter Glynn 92 1 0 01 Apr 2024
Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need Shangda Yang Vitaly Zankin Maximilian Balandat Stefan Scherer Kevin Carlberg Neil S. Walton Kody J. H. Law 99 3 0 03 Feb 2024
Leveraging Nested MLMC for Sequential Neural Posterior Estimation with Intractable Likelihoods Xiliang Yang Yifei Xiong Zhijian He 84 0 0 30 Jan 2024
On Estimating the Gradient of the Expected Information Gain in Bayesian Experimental Design Ziqiao Ao Jinglai Li 81 2 0 19 Aug 2023
Modern Bayesian Experimental Design Tom Rainforth Adam Foster Desi R. Ivanova Freddie Bickford-Smith 121 88 0 28 Feb 2023
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations Yasa Syed Guanyang Wang 73 5 0 10 Jan 2023
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization T. Goda Wataru Kitade 84 3 0 04 Jun 2022
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC Guanyang Wang T. Wang 89 15 0 11 Apr 2022
Sequential Bayesian experimental designs via reinforcement learning Hikaru Asano OffRL 80 0 0 14 Feb 2022
Deep Adaptive Design: Amortizing Sequential Bayesian Experimental Design Adam Foster Desi R. Ivanova Ilyas Malik Tom Rainforth 78 85 0 03 Mar 2021