Author

O. Zahm

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Preprint Sep 2026

Certified Bayesian optimal experimental design: from Expected Information Gain to Signal-to-Noise Ratio

Optimal experimental design is often formulated as the maximization of the Expected Information Gain (EIG), which measures the expected reduction in uncertainty about a parameter of interest after observing the data. For nonlinear forward models and nonGaussian priors, computing the EIG typically requires costly nested...

M. Doumbouya, A. Vidard, O. Zahm · 0 citations

Jul 2026

Gradient-free Riemannian Langevin Sampler

This work proposes Gradient-free Riemannian Langevin Sampler (GRiLS), a novel proposal that improves exploration without requiring gradient evaluations of the target density, and introduces a Riemannian metric which reshapes the local geometry in order to facilitate transitions across modes.

R. Baptista, O. Zahm · arXiv.org · 0 citations