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Supercharging Simulation-Based Inference for Bayesian Optimal Experimental Design

S Klein, W Neiswanger, D Ratner, M Kagan… - arXiv preprint arXiv …, 2026 - arxiv.org
Computer Science paper cs.LG Suggest

… Simulation-based inference (SBI) provides powerful tools for this regime. However, existing work explicitly connecting SBI and BOED is restricted to a single contrastive …

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@article{2602.06900v1,
Author = {Samuel Klein and Willie Neiswanger and Daniel Ratner and Michael Kagan and Sean Gasiorowski},
Title = {Supercharging Simulation-Based Inference for Bayesian Optimal Experimental Design},
Eprint = {2602.06900v1},
ArchivePrefix = {arXiv},
PrimaryClass = {cs.LG},
Abstract = {Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful tools for this regime. However, existing work explicitly connecting SBI and BOED is restricted to a single contrastive EIG bound. We show that the EIG admits multiple formulations which can directly leverage modern SBI density estimators, encompassing neural posterior, likelihood, and ratio estimation. Building on this perspective, we define a novel EIG estimator using neural likelihood estimation. Further, we identify optimization as a key bottleneck of gradient based EIG maximization and show that a simple multi-start parallel gradient ascent procedure can substantially improve reliability and performance. With these innovations, our SBI-based BOED methods are able to match or outperform by up to $22\%$ existing state-of-the-art approaches across standard BOED benchmarks.},
Year = {2026},
Month = {Feb},
Url = {http://arxiv.org/abs/2602.06900v1},
File = {2602.06900v1.pdf}
}

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