Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
From MaRDI portal
Publication:6553495
Recommendations
- Efficient estimation of expected information gain in Bayesian experimental design with multi-index Monte Carlo
- Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
- Multilevel Monte Carlo estimation of expected information gains
- Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
Cites work
- A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
- A Laplace method for under-determined Bayesian optimal experimental designs
- A Mathematical Theory of Communication
- A Review of Modern Computational Algorithms for Bayesian Optimal Design
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- Central limit theorems for multilevel Monte Carlo methods
- Dimension-adaptive tensor-product quadrature
- Efficient Bayesian experimentation using an expected information gain lower bound
- Efficient D-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems
- Existence and Uniqueness for Electrode Models for Electric Current Computed Tomography
- Experimental design in the context of Tikhonov regularized inverse problems
- 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
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems
- GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN
- scientific article; zbMATH DE number 3143969 (Why is no real title available?)
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Is Gauss Quadrature Better than Clenshaw–Curtis?
- Monte Carlo complexity of global solution of integral equations
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
- Multi-index stochastic collocation for random PDEs
- Multilevel Monte Carlo Path Simulation
- Multilevel nested simulation for efficient risk estimation
- Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
- On a Measure of the Information Provided by an Experiment
- On Information and Sufficiency
- On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
- Sequential Optimal Design of Neurophysiology Experiments
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
- The Coordinate-Exchange Algorithm for Constructing Exact Optimal Experimental Designs
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
Cited in
(12)- Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
- Optimal experimental design: formulations and computations
- Greedy selection of optimal location of sensors for uncertainty reduction in seismic moment tensor inversion
- Efficient estimation of expected information gain in Bayesian experimental design with multi-index Monte Carlo
- A multifidelity estimator of the expected information gain for Bayesian optimal experimental design
- Mini-workshop: Data-driven modeling, analysis, and control of dynamical systems. Abstracts from the mini-workshop held December 8--13, 2024
- Sequential infinite-dimensional Bayesian optimal experimental design with derivative-informed latent attention neural operator
- Accurate, scalable, and efficient Bayesian optimal experimental design with derivative-informed neural operators
- Scalable method for Bayesian experimental design without integrating over posterior distribution
- Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty
- Gradient-free sequential Bayesian experimental design via interacting particle systems
- Expected information gain estimation via density approximations: sample allocation and dimension reduction
This page was built for publication: Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6553495)
