Multilevel delayed acceptance MCMC
.We develop a fast and scalable computational framework to solve Bayesian optimal experimental design problems governed by partial differential equations (PDEs) with application to optimal sensor placement by maximizing expected information gain (EIG). Such problems are particularly challenging due...
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| Hauptverfasser: | , , , , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
January 25, 2023
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| In: |
SIAM ASA journal on uncertainty quantification
Year: 2023, Jahrgang: 11, Heft: 1, Pages: 1-30 |
| ISSN: | 2166-2525 |
| DOI: | 10.1137/22M1476770 |
| Online-Zugang: | Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1137/22M1476770 Verlag, lizenzpflichtig, Volltext: https://epubs.siam.org/doi/10.1137/22M1476770 |
| Verfasserangaben: | M.B. Lykkegaard, T.J. Dodwell, C. Fox, G. Mingas, and R. Scheichl |
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