2 papers
math.OC2026
Subspace accelerated measure transport methods for fast and scalable sequential experimental design, with application to photoacoustic imaging
Tiangang Cui, Karina Koval, Roland Herzog +1
We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. Thi…
stat.CO2024
Tractable Optimal Experimental Design using Transport Maps
Karina Koval, Roland Herzog, Robert Scheichl
We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide rang…