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math.NA2026
A Majorization-Minimization with Monte Carlo Approach for Hyperparameter Estimation
Elle Buser, Julianne Chung, Hugo Díaz +1
We consider inverse problems with linear forward models and Gaussian priors, but with unknown hyperparameters that may arise from the model, the noise, or the specification of the…
math.NA2025
Structured Column Subset Selection for Bayesian Optimal Experimental Design
Hugo Díaz, Arvind K. Saibaba, Srinivas Eswar +2
We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given different experime…
math.NA2025★ 1 cited
Optimal sensor placement under model uncertainty in the weak-constraint 4D-Var framework
Alen Alexanderian, Hugo Díaz, Vishwas Rao +1
In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics…