Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review

On the local Lipschitz stability of Bayesian inverse problems

(2020) Björn Sprungk   INVERSE PROBLEMS

Optimal experimental design under irreducible uncertainty for linear inverse problems governed by PDEs

(2020) Karina Koval et al.   INVERSE PROBLEMS

Hyper-Differential Sensitivity Analysis for Inverse Problems Constrained by Partial Differential Equations

(2020) Isaac Sunseri et al.   INVERSE PROBLEMS

Optimal experimental design for prediction based on push-forward probability measures

(2020) T. Butler et al.   JOURNAL OF COMPUTATIONAL PHYSICS

A sparse control approach to optimal sensor placement in PDE-constrained parameter estimation problems

(2019) Ira Neitzel et al.   NUMERISCHE MATHEMATIK

A bilevel learning approach for optimal observation placement in variational data assimilation

(2019) Paula Castro et al.   INVERSE PROBLEMS

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

(2018) Joakim Beck et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Goal-Oriented Optimal Design of Experiments for Large-Scale Bayesian Linear Inverse Problems

(2018) Ahmed Attia et al.   INVERSE PROBLEMS

A scalable design of experiments framework for optimal sensor placement

(2018) Jing Yu et al.   JOURNAL OF PROCESS CONTROL

Optimal sensor placement for joint parameter and state estimation problems in large-scale dynamical systems with applications to thermo-mechanics

(2018) Roland Herzog et al.   OPTIMIZATION AND ENGINEERING

Optimum Experimental Design by Shape Optimization of Specimens in Linear Elasticity

(2018) Tommy Etling et al.   SIAM JOURNAL ON APPLIED MATHEMATICS

Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems

(2018) T. Butler et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Optimal Experimental Design for Inverse Problems with State Constraints

(2018) Lars Ruthotto et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Experimental Design for Nonparametric Correction of Misspecified Dynamical Models

(2018) Gal Shulkind et al.   SIAM-ASA Journal on Uncertainty Quantification

Efficient D-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems

(2018) Alen Alexanderian et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Optimal design of experiments for estimating the time of death in forensic medicine

(2018) Martin Weiser et al.   INVERSE PROBLEMS

Geometric MCMC for infinite-dimensional inverse problems

(2017) Alexandros Beskos et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Randomized matrix-free trace and log-determinant estimators

(2017) Arvind K. Saibaba et al.   NUMERISCHE MATHEMATIK

On a Generalization of the Preconditioned Crank–Nicolson Metropolis Algorithm

(2016) Daniel Rudolf et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Sensor Selection for Estimation with Correlated Measurement Noise

(2016) Sijia Liu et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems

(2016) Tan Bui-Thanh et al.   Inverse Problems and Imaging

Dimension-independent likelihood-informed MCMC

(2016) Tiangang Cui et al.   JOURNAL OF COMPUTATIONAL PHYSICS

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems

(2016) Alen Alexanderian et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Fast Bayesian optimal experimental design for seismic source inversion

(2015) Quan Long et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

A Review of Modern Computational Algorithms for Bayesian Optimal Design

(2015) Elizabeth G. Ryan et al.   INTERNATIONAL STATISTICAL REVIEW

Maximuma posterioriprobability estimates in infinite-dimensional Bayesian inverse problems

(2015) T Helin et al.   INVERSE PROBLEMS

Scalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the Antarctic ice sheet

(2015) Tobin Isaac et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Kullback--Leibler Approximation for Probability Measures on Infinite Dimensional Spaces

(2015) F. J. Pinski et al.   SIAM JOURNAL ON MATHEMATICAL ANALYSIS

Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions

(2014) Martin Hairer et al.   ANNALS OF APPLIED PROBABILITY

Optimizing Electrode Positions in Electrical Impedance Tomography

(2014) Nuutti Hyvönen et al.   SIAM JOURNAL ON APPLIED MATHEMATICS

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

(2014) Noemi Petra et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

(2014) Alen Alexanderian et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN

(2014) Xun Huan et al.   International Journal for Uncertainty Quantification

Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

(2013) Quan Long et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

MAP estimators and their consistency in Bayesian nonparametric inverse problems

(2013) M Dashti et al.   INVERSE PROBLEMS

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

(2013) Tan Bui-Thanh et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster

(2013) S. L. Cotter et al.   STATISTICAL SCIENCE

Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems

(2013) Sergios Agapiou et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Bayesian survey design to optimize resolution in waveform inversion

(2012) Hugues A. Djikpesse et al.   GEOPHYSICS

Besov priors for Bayesian inverse problems

(2012) Masoumeh Dashti et al.   Inverse Problems and Imaging

Simulation-based optimal Bayesian experimental design for nonlinear systems

(2012) Xun Huan et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Experimental Design for Biological Systems

(2012) Matthias Chung et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Numerical methods for A-optimal designs with a sparsity constraint for ill-posed inverse problems

(2011) Eldad Haber et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix

(2011) Haim Avron et al.   JOURNAL OF THE ACM

Hybrid Monte Carlo on Hilbert spaces

(2011) A. Beskos et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Inverse problems: A Bayesian perspective

(2010) A. M. Stuart   ACTA NUMERICA

Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems

(2009) E Haber et al.   INVERSE PROBLEMS

Discretization-invariant Bayesian inversion and Besov space priors

(2009) Samuli Siltanen et al.   Inverse Problems and Imaging

Optimal Experimental Design for Parameter Estimation of a Cell Signaling Model

(2009) Samuel Bandara et al.   PLoS Computational Biology

Numerical methods for experimental design of large-scale linear ill-posed inverse problems

(2008) E Haber et al.   INVERSE PROBLEMS