A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems

DOI10.1137/140992564OpenAlexW2964324126WikidataQ57434692 ScholiaQ57434692MaRDI QIDQ3464430

Georg Stadler, Alen Alexanderian, Omar Ghattas, Noemi Petra

Publication date: 27 January 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5899

zbMATH Keywords

Bayesian inferencenonlinear inverse problemsoptimal experimental designsensor placementA-optimal designrandomized trace estimatorsparsified designs

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Bayesian inference (62F15) Inverse problems for PDEs (35R30) PDEs in connection with control and optimization (35Q93) PDEs in connection with statistics (35Q62)

Related Items (48)

Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference ⋮ Calibrate, emulate, sample ⋮ An Offline-Online Decomposition Method for Efficient Linear Bayesian Goal-Oriented Optimal Experimental Design: Application to Optimal Sensor Placement ⋮ Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Optimal design of acoustic metamaterial cloaks under uncertainty ⋮ Identification of model uncertainty via optimal design of experiments applied to a mechanical press ⋮ A hybridized discontinuous Galerkin method for the nonlinear Korteweg-de Vries equation ⋮ Optimal Experimental Design for Inverse Problems with State Constraints ⋮ Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments ⋮ Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems ⋮ Risk-Adapted Optimal Experimental Design ⋮ A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem ⋮ Optimal Experimental Design for Inverse Problems in the Presence of Observation Correlations ⋮ Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning ⋮ Stability estimates for the expected utility in Bayesian optimal experimental design ⋮ A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design ⋮ On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems ⋮ A greedy sensor selection algorithm for hyperparameterized linear Bayesian inverse problems with correlated noise models ⋮ Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation ⋮ Large-scale Bayesian optimal experimental design with derivative-informed projected neural network ⋮ Derivative-informed neural operator: an efficient framework for high-dimensional parametric derivative learning ⋮ A Lagrangian Gauss--Newton--Krylov Solver for Mass- and Intensity-Preserving Diffeomorphic Image Registration ⋮ Sensitivity-driven experimental design to facilitate control of dynamical systems ⋮ Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty ⋮ Multidimensional sum-up rounding for integer programming in optimal experimental design ⋮ Hyper-differential sensitivity analysis for inverse problems constrained by partial differential equations ⋮ Optimal experimental design under irreducible uncertainty for linear inverse problems governed by PDEs ⋮ Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations ⋮ Optimal design of experiments for estimating the time of death in forensic medicine ⋮ Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters ⋮ Estimation of the Robin coefficient field in a Poisson problem with uncertain conductivity field ⋮ Efficient D-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems ⋮ Equivalence of weak and strong modes of measures on topological vector spaces ⋮ Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms ⋮ Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs ⋮ Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain ⋮ Optimal spatial monitoring of populations described by reaction-diffusion models ⋮ Optimal sensor placement for joint parameter and state estimation problems in large-scale dynamical systems with applications to thermo-mechanics ⋮ PDE-constrained optimization in medical image analysis ⋮ CLAIRE: A Distributed-Memory Solver for Constrained Large Deformation Diffeomorphic Image Registration ⋮ Sequentially optimized projections in x-ray imaging ^* ⋮ Optimal experimental design for prediction based on push-forward probability measures ⋮ Gaussian process regression and conditional polynomial chaos for parameter estimation ⋮ A bilevel learning approach for optimal observation placement in variational data assimilation ⋮ Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review ⋮ Inverse Heat Source Problem and Experimental Design for Determining Iron Loss Distribution ⋮ Edge-Promoting Adaptive Bayesian Experimental Design for X-ray Imaging ⋮ Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems

Uses Software

• VPLAN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• Besov priors for Bayesian inverse problems
• Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems
• Improved bounds on sample size for implicit matrix trace estimators
• Numerical methods for optimum experimental design in DAE systems
• Convergence estimates for solution of integral equations with GMRES
• Discretization-invariant Bayesian inversion and Besov space priors
• Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
• An introduction to infinite-dimensional analysis
• Experimental Design for Biological Systems
• Inverse problems: A Bayesian perspective
• A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification
• Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
• Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations
• Computational Optimization of Systems Governed by Partial Differential Equations
• Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
• Numerical methods for experimental design of large-scale linear ill-posed inverse problems
• Optimal Measurement Methods for Distributed Parameter System Identification
• Probability with Martingales
• Numerical methods for optimal control problems in design of robust optimal experiments for nonlinear dynamic processes
• Inverse Problem Theory and Methods for Model Parameter Estimation
• Parameter Estimation and Optimum Experimental Design for Differential Equation Models
• GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN
• Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems
• A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
• MAP estimators and their consistency in Bayesian nonparametric inverse problems
• A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
• Stochastic Equations in Infinite Dimensions

This page was built for publication: A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems