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[00872] Stability Estimates in Bayesian D-Optimal Experimental Design

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E501
  • Type : Contributed Talk
  • Abstract : We studied stability properties of the expected utility function in Bayesian optimal experimental design. We proved a convergence rate of the expected utility with respect to a likelihood perturbation. This rate is uniform over the design space. As an example we have non-linear Bayesian inverse problems with Gaussian likelihood satisfying general assumptions. Theoretical convergence rates are demonstrated numerically in three different examples.
  • Classification : 62K05, 62F15, 35R30, Bayesian Inverse Problems
  • Format : Talk at Waseda University
  • Author(s) :
    • Tapio Helin (Lappeenranta University of Technology)
    • Duc-Lam Duong (Lappeenranta University of Technology)
    • Jose Rodrigo Rojo Garcia (Lappeenranta University of Technology)