Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
From MaRDI portal
Publication:2310927
DOI10.1016/j.cma.2018.01.053zbMath1440.62293arXiv1710.03500OpenAlexW2764128407MaRDI QIDQ2310927
L. F. R. Espath, Raúl Tempone, Joakim Beck, Ben Mansour Dia, Quan Long
Publication date: 7 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.03500
Monte Carloimportance samplingcomposite materialsLaplace approximationBayesian experimental designexpected information gain
Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05) Monte Carlo methods (65C05)
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