论文标题
PDES管辖的无限贝叶斯反问题的最佳实验设计:审查
Optimal Experimental Design for Infinite-dimensional Bayesian Inverse Problems Governed by PDEs: A Review
论文作者
论文摘要
我们对由具有无限维参数的部分微分方程控制的贝叶斯逆问题进行最佳实验设计(OED)的方法进行了综述。重点是人们试图优化收集数据的测量点的放置的问题,以便将估计参数的不确定性最小化。我们在这种情况下介绍了OED的数学基础,并调查了正在研究的OED问题类别的计算方法。我们还概述了该领域未来研究的一些方向。
We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the placement of measurement points, at which data are collected, such that the uncertainty in the estimated parameters is minimized. We present the mathematical foundations of OED in this context and survey the computational methods for the class of OED problems under study. We also outline some directions for future research in this area.