GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN

DOI10.1615/Int.J.UncertaintyQuantification.2014006730zbMath1497.62069arXiv1212.2228MaRDI QIDQ5045426

Youssef M. Marzouk, Xun Huan

Publication date: 4 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.2228

Mathematics Subject Classification ID

62F15: Bayesian inference

93E20: Optimal stochastic control

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