Jacopo Iollo

Jacopo Iollo, Christophe Heinkelé, Pierre Alliez et al.

We propose a new procedure named PASOA, for Bayesian experimental design, that performs sequential design optimization by simultaneously providing accurate estimates of successive posterior distributions for parameter inference. The sequential design process is carried out via a contrastive estimation principle, using stochastic optimization and Sequential Monte Carlo (SMC) samplers to maximise the Expected Information Gain (EIG). As larger information gains are obtained for larger distances between successive posterior distributions, this EIG objective may worsen classical SMC performance. To handle this issue, tempering is proposed to have both a large information gain and an accurate SMC sampling, that we show is crucial for performance. This novel combination of stochastic optimization and tempered SMC allows to jointly handle design optimization and parameter inference. We provide a proof that the obtained optimal design estimators benefit from some consistency property. Numerical experiments confirm the potential of the approach, which outperforms other recent existing procedures.

Jacopo Iollo, Christophe Heinkelé, Pierre Alliez et al.

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some intractable expected contrast between prior and posterior distributions. Scaling this maximization to high dimensional and complex settings has been an issue due to BOED inherent computational complexity. In this work, we introduce a pooled posterior distribution with cost-effective sampling properties and provide a tractable access to the EIG contrast maximization via a new EIG gradient expression. Diffusion-based samplers are used to compute the dynamics of the pooled posterior and ideas from bi-level optimization are leveraged to derive an efficient joint sampling-optimization loop. The resulting efficiency gain allows to extend BOED to the well-tested generative capabilities of diffusion models. By incorporating generative models into the BOED framework, we expand its scope and its use in scenarios that were previously impractical. Numerical experiments and comparison with state-of-the-art methods show the potential of the approach.

Jacopo Iollo, Geoffroy Oudoumanessah, Carole Lartizien et al.

A key challenge in maximizing the benefits of Magnetic Resonance Imaging (MRI) in clinical settings is to accelerate acquisition times without significantly degrading image quality. This objective requires a balance between under-sampling the raw k-space measurements for faster acquisitions and gathering sufficient raw information for high-fidelity image reconstruction and analysis tasks. To achieve this balance, we propose to use sequential Bayesian experimental design (BED) to provide an adaptive and task-dependent selection of the most informative measurements. Measurements are sequentially augmented with new samples selected to maximize information gain on a posterior distribution over target images. Selection is performed via a gradient-based optimization of a design parameter that defines a subsampling pattern. In this work, we introduce a new active BED procedure that leverages diffusion-based generative models to handle the high dimensionality of the images and employs stochastic optimization to select among a variety of patterns while meeting the acquisition process constraints and budget. So doing, we show how our setting can optimize, not only standard image reconstruction, but also any associated image analysis task. The versatility and performance of our approach are demonstrated on several MRI acquisitions.