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In recent years, neural network-guided heuristic search algorithms, such as Monte-Carlo tree search and A$^\*$ search, have achieved significant advancements across diverse practical applications. Due to the challenges stemming from high state-space complexity, sparse training datasets, and incomplete environmental modeling, heuristic estimations manifest uncontrolled inherent biases towards the actual expected evaluations, thereby compromising the decision-making quality of search algorithms. Sampling exploration enhanced A$^\*$ (SeeA$^\*$) was proposed to improve the efficiency of A$^\*$ search by constructing an dynamic candidate subset through random sampling, from which the expanded node was selected. However, uniform sampling strategy utilized by SeeA$^\*$ facilitates exploration exclusively through the injection of randomness, which completely neglects the heuristic knowledge relevant to open nodes. Moreover, the theoretical support of cluster sampling remains ambiguous. Despite the existence of potential biases, heuristic estimations still encapsulate certain valuable information. In this paper, epistemic exploratory A$^\*$ search (KeeA$^\*$) is proposed to integrate heuristic knowledge for calibrating the sampling process. We first theoretically demonstrate that SeeA$^\*$ with cluster sampling outperforms uniform sampling due to the distribution-aware selection with higher variance. Building on this insight, cluster scouting and path-aware sampling are introduced in KeeA$^\*$ to further exploit heuristic knowledge to increase the sampling mean and variance, respectively, thereby generating higher-quality extreme candidates and enhancing overall decision-making performance. Finally, empirical results on retrosynthetic planning and logic synthesis demonstrate superior performance of KeeA$^*$ compared to state-of-the-art heuristic search algorithms.