An Offline-Online Decomposition Method for Efficient Linear Bayesian Goal-Oriented Optimal Experimental Design: Application to Optimal Sensor Placement

DOI10.1137/21M1466542MaRDI QIDQ5886849

Omar Ghattas, Peng Chen, Ke-yi Wu

Publication date: 11 April 2023

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

zbMATH Keywords

low-rank approximations; Bayesian inverse problems; optimal experimental design; goal oriented

Mathematics Subject Classification ID

62K05: Optimal statistical designs

62F15: Bayesian inference

90C27: Combinatorial optimization

35R30: Inverse problems for PDEs

35Q93: PDEs in connection with control and optimization

35Q62: PDEs in connection with statistics

Uses Software

• hIPPYlib