A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

DOI10.1137/130933381zbMath1314.62163arXiv1308.4084OpenAlexW2963427446MaRDI QIDQ2940002

Georg Stadler, Alen Alexanderian, Omar Ghattas, Noemi Petra

Publication date: 23 January 2015

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

Full work available at URL: https://arxiv.org/abs/1308.4084

zbMATH Keywords

Bayesian inference low-rank approximation optimal experimental design sensor placement A-optimal design ill-posed inverse problems randomized SVD randomized trace estimator

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)

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