Constrained Bayesian Experimental Design via Online Planning
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Abstract (arXiv)
Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget limitations, varying costs, or physical constraints that restrict how designs evolve over time. In this paper, we introduce a novel approach to BED that enables constrained optimization of experimental designs by combining offline pre-training of an amortized policy and a posterior network with online multi-step lookahead planning using scenario trees. We empirically demonstrate that our method yields substantially more informative design sequences than existing methods across a range of constrained BED tasks, while incurring only a modest additional computational overhead.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 44 of its 77 references that are in the map. First posted on arXiv 26 May 2026.
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44 of 77 references.
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32 more
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Citing papers per year: 2026: 2.
2 papers.