A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
DOI10.1137/140992564OpenAlexW2964324126WikidataQ57434692 ScholiaQ57434692MaRDI QIDQ3464430
Georg Stadler, Alen Alexanderian, Omar Ghattas, Noemi Petra
Publication date: 27 January 2016
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.5899
Bayesian inferencenonlinear inverse problemsoptimal experimental designsensor placementA-optimal designrandomized trace estimatorsparsified designs
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (48)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Besov priors for Bayesian inverse problems
- Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems
- Improved bounds on sample size for implicit matrix trace estimators
- Numerical methods for optimum experimental design in DAE systems
- Convergence estimates for solution of integral equations with GMRES
- Discretization-invariant Bayesian inversion and Besov space priors
- Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
- An introduction to infinite-dimensional analysis
- Experimental Design for Biological Systems
- Inverse problems: A Bayesian perspective
- A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations
- Computational Optimization of Systems Governed by Partial Differential Equations
- Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
- Numerical methods for experimental design of large-scale linear ill-posed inverse problems
- Optimal Measurement Methods for Distributed Parameter System Identification
- Probability with Martingales
- Numerical methods for optimal control problems in design of robust optimal experiments for nonlinear dynamic processes
- Inverse Problem Theory and Methods for Model Parameter Estimation
- Parameter Estimation and Optimum Experimental Design for Differential Equation Models
- GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN
- Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Stochastic Equations in Infinite Dimensions
This page was built for publication: A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems