Unbiased MLMC Stochastic Gradient-Based Optimization of Bayesian Experimental Designs (Q5028414)

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scientific article; zbMATH DE number 7471653
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Unbiased MLMC Stochastic Gradient-Based Optimization of Bayesian Experimental Designs
scientific article; zbMATH DE number 7471653

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    Unbiased MLMC Stochastic Gradient-Based Optimization of Bayesian Experimental Designs (English)
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    9 February 2022
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    Bayesian experimental design
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    expected information gain
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    multilevel Monte Carlo
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    nested expectation
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    stochastic gradient descent
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