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Gaussian Process Based Expected Information Gain Computation for Bayesian Optimal Design

Optimal experimental design (OED) is of great significance in efficient Bayesian inversion. A popular choice of OED methods is based on maximizing the expected information gain (EIG), where expensive likelihood functions are typically involved. To reduce the computational cost, in this work, a novel...

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Detalles Bibliográficos
Autores principales: Xu, Zhihang, Liao, Qifeng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516703/
https://www.ncbi.nlm.nih.gov/pubmed/33286031
http://dx.doi.org/10.3390/e22020258