Batch-based Bayesian Optimal Experimental Design in Inverse Problems
Conference
65th ISI World Statistics Congress
Format: IPS Abstract - WSC 2025
Keywords: bayesian, inverse-problem, inverseproblems, optimal design
Abstract
Optimal experimental design (OED) aims to optimize the measurement setting of a problem so that the information obtained from observed variables is maximized. In this presentation, we adopt the Bayesian approach to OED and consider batch-based OED for inverse problems. Batch-based OED aims to optimize several design parameters simultaneously, which is beneficial especially in situations where it is convenient to carry out multiple measurements at once. We present a numerical method for the batch-based OED optimization problem and consider the related theoretical aspects.