Efficient Bayesian Experimentation Using an Expected Information Gain Lower Bound
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Publication:5269853
DOI10.1137/15M1043303zbMath1370.62019arXiv1506.00053MaRDI QIDQ5269853
Roger G. Ghanem, Paris Hajali, Panagiotis Tsilifis
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.00053
stochastic optimizationMonte Carlo samplingpolynomial chaosBayesian experimental designtwo-phase transportexpected information gain
Optimal statistical designs (62K05) Bayesian inference (62F15) Measures of information, entropy (94A17)
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Uses Software
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