Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

DOI10.1016/J.CMA.2013.02.017zbMath1286.62068OpenAlexW1983671004MaRDI QIDQ2449911

Suojin Wang, Marco Scavino, Raúl Tempone, Quan Long

Publication date: 13 May 2014

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

Full work available at URL: https://doi.org/10.1016/j.cma.2013.02.017

zbMATH Keywords

Bayesian statisticsMonte Carlo samplingLaplace approximationuncertainty quantificationinformation gainBayesian experimental designsparse quadrature

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

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