Gradient-based stochastic optimization methods in Bayesian experimental design

International Journal for Uncertainty Quantification

Volumn 4, Issue 6, 2014, Pages 479-510

  Huan, Xun ^a   Marzouk, Youssef M ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Bayesian inference; Infinitesimal perturbation analysis; Mutual information; Optimal experimental design; Polynomial chaos; Sample average approximation; Stochastic approximation

Indexed keywords

EID: 84947055684     PISSN: 21525080     EISSN: 21525099     Source Type: Journal    
DOI: 10.1615/Int.J.UncertaintyQuantification.2014006730     Document Type: Article

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