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20092026
most citedVariance-based sensitivity of Bayesian inverse problems to the prior distribution

5 citations · 22 across the 15 of their papers we have counts for

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5 papers · 1 filter

math.ST2022

A brief note on the Bayesian D-optimality criterion

Alen Alexanderian

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of…

math.NA2022★ 2 cited

Optimal design of large-scale nonlinear Bayesian inverse problems under model uncertainty

Alen Alexanderian, Ruanui Nicholson, Noemi Petra

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we co…

math.OC2022

A new perspective on parameter study of optimization problems

Alen Alexanderian, Joseph Hart, Mason Stevens

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equa…

math.NA2022

Hyper-differential sensitivity analysis for nonlinear Bayesian inverse problems

Isaac Sunseri, Alen Alexanderian, Joseph Hart +1

We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by PDEs with infinite-dimensional parameters. In previous works, HDSA has…

math.NA2022★ 4 cited

Extreme learning machines for variance-based global sensitivity analysis

John Darges, Alen Alexanderian, Pierre Gremaud

Variance-based global sensitivity analysis (GSA) can provide a wealth of information when applied to complex models. A well-known Achilles' heel of this approach is its computation…