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Stochastic Gradient Bayesian Optimal Experimental Designs for Simulation-based Inference.

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This study connects simulation-based inference (SBI) with Bayesian Optimal Experimental Design (BOED), enabling efficient experimental design for complex, non-differentiable models. The new approach optimizes both experiments and inference simultaneously.

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Area of Science:

  • Computational Science
  • Statistical Inference
  • Machine Learning

Background:

  • Simulation-based inference (SBI) methods are crucial for complex scientific models but struggle with non-differentiable simulators, limiting gradient-based optimization.
  • Bayesian Optimal Experimental Design (BOED) efficiently optimizes resource allocation for improved inferences, yet its integration with SBI is hindered by simulator non-differentiability.

Conclusions:

  • The developed approach enables effective Bayesian Optimal Experimental Design for simulation-based inference problems, even with non-differentiable simulators.
  • This work opens new avenues for optimizing experiments in complex scientific domains where traditional gradient-based methods are inapplicable.