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A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs). The inverse problem seeks to infer an infinite-dimensional parameter from experimental data observed at a set of sensor locations and from the governing PDEs. The goal of the OED problem …