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MFBO-SSM: Multi-Fidelity Bayesian Optimization for Fast Inference in State-Space Models

AAAI 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Simulation-based inference · 67 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use multi-fidelity knowledge-gradient selection of particle count instead of a fixed-particle Bayesian optimizationMFBO-SSM · Cell-cycle gene regulatory network, N=20,000running time (min): 88.15 -> 35.59Helped
use MFBO-SSM instead of fixed-fidelity BOMFBO-SSM · Cell-cycle gene regulatory network, N=20,000average MSE: 9.412 -> 6.904Helped
use MFBO-SSM instead of PMMHMFBO-SSM · Cell-cycle gene regulatory network, N=20,000running time (min): 354.45 -> 35.59Helped

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