Pith. sign in

REVIEW 1 cited by

Nesting Particle Filters for Experimental Design in Dynamical Systems

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2402.07868 v4 pith:2LYSCAHP submitted 2024-02-12 stat.ML cs.LGstat.ME

Nesting Particle Filters for Experimental Design in Dynamical Systems

classification stat.ML cs.LGstat.ME
keywords designexperimentalapproachcarlodynamicalmonteotherparticle
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

In this paper, we propose a novel approach to Bayesian experimental design for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside-Out SMC$^2$ algorithm, a nested sequential Monte Carlo technique to infer optimal designs, and embed it into a particle Markov chain Monte Carlo framework to perform gradient-based policy amortization. Our approach is distinct from other amortized experimental design techniques, as it does not rely on contrastive estimators. Numerical validation on a set of dynamical systems showcases the efficacy of our method in comparison to other state-of-the-art strategies.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. FairBED: A Bayesian Experimental Design Approach to Gathering Fairer Data

    stat.ML 2026-06 unverdicted novelty 7.0

    FairBED quantifies dataset fairness as uninformative about sensitive attributes and uses fairness-aware BED to gather data yielding better fairness-accuracy trade-offs than random or standard BED acquisition.