By folding normalization into a KL-based objective over un-normalized potentials, neural likelihood approximation becomes a strictly convex problem with provable consistency.
Bayesian optimal experimental design with Wasserstein information criteria
3 Pith papers cite this work. Polarity classification is still indexing.
abstract
Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior distributions, termed Wasserstein information criteria. These criteria have many parallels with the widely used expected information gain (EIG) criterion, which instead relies on the Kullback--Leibler divergence. We show that the Wasserstein-$2$ criterion admits a closed-form solution in the linear-Gaussian setting, a property which can be used for more general approximation schemes, and contrast this solution with classical notions of Bayesian alphabetic optimality. Then we develop a stability analysis of the Wasserstein-$1$ criterion, wherein we bound errors induced by perturbations of the prior or likelihood. We partially extend this analysis to the Wasserstein-$2$ criterion. In particular, these results yield error rates for empirical approximations of the prior. We then illustrate the computability of the Wasserstein-$2$ criterion and demonstrate our approximation rates through simulations.
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2026 3roles
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An IPM-based framework for Bayesian optimal experimental design is proposed that replaces KL-based expected information gain with Wasserstein, MMD, and energy distances, delivering stronger stability guarantees and plug-and-play extensions.
An ensemble-based information-theoretic active learning method using ensemble Kalman inversion selects valuable tasks to optimize communication structures in LLM multi-agent systems more reliably than random sampling under limited training budgets.
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