Large-Scale Bayesian Optimal Experimental Design with Derivative-Informed Projected Neural Network
Keyi Wu, Thomas O’Leary-Roseberry, Peng Chen, Omar Ghattas
Topics & Concepts
MathematicsCurse of dimensionalityMathematical optimizationInverse problemMonte Carlo methodUncertainty quantificationPartial differential equationApplied mathematicsSpeedupSurrogate modelSmoothnessDimension (graph theory)ComputationAlgorithmComputer scienceMathematical analysisStatisticsOperating systemPure mathematicsGaussian Processes and Bayesian InferenceProbabilistic and Robust Engineering DesignAdvanced Multi-Objective Optimization Algorithms