Amortized Bayesian experimental design with sequential Monte Carlo
- đ¤ Speaker: Sahel Mohammad Iqbal (Aalto University)
- đ Date & Time: Tuesday 24 June 2025, 10:15 - 10:45
- đ Venue: Seminar Room 1, Newton Institute
Abstract
Most existing works on amortized Bayesian experimental design (BED) rely on contrastive estimators of the expected information gain (EIG). In this talk, I introduce a new framework for BED grounded in the control-as-inference paradigm. The task of collecting informative trajectories is reframed as a sampling problem from a non-Markovian state-space model. To address the resulting inference challenges, I present a nested sequential Monte Carlo algorithm tailored to this setting. This approach offers a fresh perspective on BED , and we end with ideas for improving the scalability of this algorithm.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Sahel Mohammad Iqbal (Aalto University)
Tuesday 24 June 2025, 10:15-10:45