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• W2769501295 abstract "We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the infinite-dimensional limit. The optimal design is obtained by solving an optimization problem that involves repeated evaluation of the log-determinant of high-dimensional operators along with their derivatives. Forming and manipulating these operators is computationally prohibitive for large-scale problems. Our methods exploit the low-rank structure in the inverse problem in three different ways, yielding efficient algorithms. Our main approach is to use randomized estimators for computing the D-optimal criterion, its derivative, as well as the Kullback--Leibler divergence from posterior to prior. Two other alternatives are proposed based on a low-rank approximation of the prior-preconditioned data misfit Hessian, and a fixed low-rank approximation of the prior-preconditioned forward operator. Detailed error analysis is provided for each of the methods, and their effectiveness is demonstrated on a model sensor placement problem for initial state reconstruction in a time-dependent advection-diffusion equation in two space dimensions." @default.
• W2769501295 created "2017-12-04" @default.
• W2769501295 creator A5037337131 @default.
• W2769501295 creator A5045561492 @default.
• W2769501295 date "2017-11-16" @default.
• W2769501295 modified "2023-09-27" @default.
• W2769501295 title "Efficient D-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems" @default.
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• W2769501295 hasPublicationYear "2017" @default.
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