Bayesian Experimental Design Without Posterior Calculations: An Adversarial Approach
نویسندگان
چکیده
Most computational approaches to Bayesian experimental design require making posterior calculations repeatedly for a large number of potential designs and/or simulated datasets. This can be expensive and prohibit scaling up these methods models with many parameters, or unknowns select. We introduce an efficient alternative approach without calculations, based on optimising the expected trace Fisher information, as discussed by Walker (2016). illustrate drawbacks this approach, including lack invariance reparameterisation encouraging in which one parameter combination is inferred accurately but not any others. show avoided using adversarial approach: experimenter must select their while critic attempts least favourable parameterisation. present theoretical properties it used gradient optimisation find efficiently practice.
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2023
ISSN: ['1936-0975', '1931-6690']
DOI: https://doi.org/10.1214/22-ba1306