hIPPYlib: An extensible software framework for large-scale inverse problems governed by PDEs: Part I: Deterministic inversion and linearized Bayesian inference

U Villa, N Petra, O Ghattas - ACM Transactions on Mathematical …, 2021 - dl.acm.org
We present an extensible software framework, hIPPYlib, for solution of large-scale
deterministic and Bayesian inverse problems governed by partial differential equations …

Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning

W Shen, X Huan - Computer Methods in Applied Mechanics and …, 2023 - Elsevier
We present a mathematical framework and computational methods for optimally designing a
finite sequence of experiments. This sequential optimal experimental design (sOED) …

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

J Beck, BM Dia, LFR Espath, Q Long… - Computer Methods in …, 2018 - Elsevier
In calculating expected information gain in optimal Bayesian experimental design, the
computation of the inner loop in the classical double-loop Monte Carlo requires a large …

Polynomial chaos expansion of random coefficients and the solution of stochastic partial differential equations in the tensor train format

S Dolgov, BN Khoromskij, A Litvinenko… - SIAM/ASA Journal on …, 2015 - SIAM
We apply the tensor train (TT) decomposition to construct the tensor product polynomial
chaos expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with …

Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems

A Attia, A Alexanderian, AK Saibaba - Inverse Problems, 2018 - iopscience.iop.org
We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-
scale Bayesian linear inverse problems governed by PDEs. This framework differs from …

A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology

C Piazzola, L Tamellini, R Tempone - Mathematical Biosciences, 2021 - Elsevier
We provide an overview of the methods that can be used for prediction under uncertainty
and data fitting of dynamical systems, and of the fundamental challenges that arise in this …

Calibration experimental design considering field response and model uncertainty

Z Hu, D Ao, S Mahadevan - Computer Methods in Applied Mechanics and …, 2017 - Elsevier
Calibration experiment design optimization (CEDO) seeks to identify the optimal values of
experimental inputs in order to maximize the obtained information within testing budget …

A new optimal sensor placement method for virtual sensing of composite laminate

Z Zhang, C Peng, G Wang, Z Ju, L Ma - Mechanical Systems and Signal …, 2023 - Elsevier
Identifying modal coordinates from output-only data is a key link of virtual sensing
technology based on the modal extension method. It is also one of the goals of optimal …

Fast Bayesian optimal experimental design for seismic source inversion

Q Long, M Motamed, R Tempone - Computer Methods in Applied …, 2015 - Elsevier
We develop a fast method for optimally designing experiments in the context of statistical
seismic source inversion. In particular, we efficiently compute the optimal number and …

Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design

J Beck, B Mansour Dia, L Espath… - International Journal for …, 2020 - Wiley Online Library
An optimal experimental set‐up maximizes the value of data for statistical inferences. The
efficiency of strategies for finding optimal experimental set‐ups is particularly important for …