A Laplace method for under-determined Bayesian optimal experimental designs

DOI10.1016/j.cma.2014.12.008zbMath1426.62221OpenAlexW2107133164MaRDI QIDQ1798603

Raúl Tempone, Marco Scavino, Suojin Wang, Quan Long

Publication date: 23 October 2018

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10754/557227

zbMATH Keywords

Bayesian statisticsMonte Carlo samplingLaplace approximationoptimal experimental designinformation gainsparse quadrature

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

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