Bayesian Optimal Experimental Design Using Multilevel Monte Carlo
Experimental design can be vital when experiments are resource-exhaustive and time-consuming. In this work, we carry out experimental design in the Bayesian framework. To measure the amount of information that can be extracted from the data in an experiment, we use the expected information gain as t...
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| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/10754/552705 |