论文标题
隐式模型通过共同信息的顺序贝叶斯实验设计
Sequential Bayesian Experimental Design for Implicit Models via Mutual Information
论文作者
论文摘要
贝叶斯实验设计(BED)是一个框架,该框架使用不确定性下的统计模型和决策来优化科学实验的成本和性能。顺序床与静态床相反,考虑了以下情况,我们可以通过在实验中收集的数据依次更新对模型参数的信念。一类对自然和医学科学特别感兴趣的模型是隐式模型,其中数据生成分布是棘手的,但是从中进行抽样是可能的。尽管在过去的几年中,在静态床上为隐式模型进行了很多工作,但几乎没有涉及隐式模型的顺序床的臭名昭著的困难问题。我们通过设计一个新颖的顺序设计框架来解决文献中的这一差距,该框架用于参数估计,该估计使用模型参数和模拟数据之间的互信息(MI)作为效用函数来查找最佳的实验设计,这尚未针对隐式模型进行。我们的方法使用比率估计的无可能推断来同时估计后验分布和MI。在顺序床过程中,我们利用贝叶斯优化来帮助我们优化MI实用程序。我们发现,对于所测试的各种隐式模型,我们的框架是有效的,仅在少量迭代后得出准确的参数估计值。
Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the scenario where we can sequentially update our beliefs about the model parameters through data gathered in the experiment. A class of models of particular interest for the natural and medical sciences are implicit models, where the data generating distribution is intractable, but sampling from it is possible. Even though there has been a lot of work on static BED for implicit models in the past few years, the notoriously difficult problem of sequential BED for implicit models has barely been touched upon. We address this gap in the literature by devising a novel sequential design framework for parameter estimation that uses the Mutual Information (MI) between model parameters and simulated data as a utility function to find optimal experimental designs, which has not been done before for implicit models. Our approach uses likelihood-free inference by ratio estimation to simultaneously estimate posterior distributions and the MI. During the sequential BED procedure we utilise Bayesian optimisation to help us optimise the MI utility. We find that our framework is efficient for the various implicit models tested, yielding accurate parameter estimates after only a few iterations.