Aug 12 – 16, 2024
Von-Melle-Park 8
Europe/Berlin timezone

Quasi-Monte Carlo methods for Bayesian optimal experimental design

Aug 13, 2024, 5:00 PM
30m
Seminarraum 207 (Von-Melle-Park 8)

Seminarraum 207

Von-Melle-Park 8

Minisymposium Contribution MS 04: Correlation-based passive imaging and optimal experimental design MS 04: Correlation-based passive imaging and optimal experimental design

Speaker

Vesa Kaarnioja (Universität Potsdam)

Description

Bayesian optimal experimental design (OED) seeks to maximize the expected information gain for the reconstruction of unknown quantities in an experiment by optimizing the placement of measurements. The objective function in the resulting optimization problem contains a high-dimensional integral with respect to the posterior distribution. We will approximate these high-dimensional integrals using tailored quasi-Monte Carlo methods to reduce the computational burden associated with Bayesian OED problems governed by partial differential equations. Numerical experiments showcase the theoretical results.

Primary author

Vesa Kaarnioja (Universität Potsdam)

Co-author

Prof. Claudia Schillings (Freie Universität Berlin)

Presentation materials

There are no materials yet.