Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution
(2025)
Journal Article
Hoang, V., Espath, L., Krumscheid, S., & Tempone, R. (2025). Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution. SIAM/ASA Journal on Uncertainty Quantification, 13(1), 114-139. https://doi.org/10.1137/23m1603364
We address the computational efficiency of finding the A-optimal Bayesian experimental design, where the observation map is based on partial differential equations and thus computationally expensive to evaluate. A-optimality is a widely used and easi... Read More about Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution.