Optimizing Likelihoods via Mutual Information: Bridging Simulation-Based Inference and Bayesian Optimal Experimental Design
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Abstract (arXiv)
Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental resources to make better inferences. Various stochastic gradient-based BOED methods have been proposed as an alternative to Bayesian optimization and other experimental design heuristics to maximize information gain from an experiment. We demonstrate a link via mutual information bounds between SBI and stochastic gradient-based variational inference methods that permits BOED to be used in SBI applications as SBI-BOED. This link allows simultaneous optimization of experimental designs and optimization of amortized inference functions. We evaluate the pitfalls of naive design optimization using this method in a standard SBI task and demonstrate the utility of a well-chosen design distribution in BOED. We compare this approach on SBI-based models in real-world simulators in epidemiology and biology, showing notable improvements in inference.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 42 of its 56 references that are in the map. First posted on arXiv 11 Feb 2025.
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