A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
From MaRDI portal
Publication:6109162
DOI10.1137/21m1466499zbMath1514.62153arXiv2010.15196OpenAlexW4323048693MaRDI QIDQ6109162
Unnamed Author, Ke-yi Wu, Omar Ghattas
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.15196
low-rank approximationBayesian inverse problemsoptimal experimental designexpected information gainoffline-online decompositionswapping greedy algorithm
Optimal statistical designs (62K05) Bayesian inference (62F15) Combinatorial optimization (90C27) Inverse problems for PDEs (35R30) PDEs in connection with control and optimization (35Q93) PDEs in connection with statistics (35Q62)
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