Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty

DOI10.1016/J.CMA.2022.115320MaRDI QIDQ2674073zbMATH OpenOpenAlexWikidataFDO

Authors Arved Bartuska, L. F. R. Espath, R. Tempone

Publication date 22 September 2022

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

Full work available at URL https://arxiv.org/abs/2112.06794

zbMATH Keywords

Bayesian experimental designimportance samplingLaplace approximationMonte Carlonuisance uncertaintysmall-noise approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal statistical designs (62K05) Monte Carlo methods (65C05)

Recommendations

• Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
• Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
• A Laplace method for under-determined Bayesian optimal experimental designs
• Multimodal information gain in Bayesian design of experiments
• Optimal design of large-scale Bayesian linear inverse problems under reducible model uncertainty: good to know what you don't know

Cites work

• A Laplace method for under-determined Bayesian optimal experimental designs
• A Mathematical Theory of Communication
• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayesian calibration of computer models. (With discussion)
• Bayesian experimental design: A review
• Existence and Uniqueness for Electrode Models for Electric Current Computed Tomography
• Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
• Fast Bayesian optimal experimental design for seismic source inversion
• Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• scientific article; zbMATH DE number 4215168 (Why is no real title available?)
• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• Laplace's 1774 memoir on inverse probability
• Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
• Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems
• On a Measure of the Information Provided by an Experiment
• On Information and Sufficiency
• On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
• Optimal design of large-scale Bayesian linear inverse problems under reducible model uncertainty: good to know what you don't know

Cited in

(8)

• Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
• Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty
• Optimal design of large-scale nonlinear Bayesian inverse problems under model uncertainty
• Greedy selection of optimal location of sensors for uncertainty reduction in seismic moment tensor inversion
• Virtual sensing based on hierarchical Bayesian modeling framework using a Laplace-based Gibbs sampler
• Scalable method for Bayesian experimental design without integrating over posterior distribution
• Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty
• Robust optimal experimental design of infinite-dimensional Bayesian nonlinear inverse problems

This page was built for publication: Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2674073)