Scalable method for Bayesian experimental design without integrating over posterior distribution
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Cites work
- scientific article; zbMATH DE number 2190526 (Why is no real title available?)
- A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
- A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
- A-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems with regularized \(\ell_0\)-sparsification
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models
- Bayesian experimental design: A review
- Evaluating Derivatives
- Existence and Uniqueness for Electrode Models for Electric Current Computed Tomography
- Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
- Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
- Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
- Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
- Probability
- Simulation-based fully Bayesian experimental design for mixed effects models
- Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty
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