DLMCIS

Estimating the expected information gain in Bayesian optimal experimental design

May 2, 12:00 - 13:00

B9 L2 H1

optimization DLMC DLMCIS

Optimal experimental design for parameter estimation is a fast-growing area of research. Let us consider the experimental goal to be the inference of some attributes of a complex system using measurement data of some chosen system responses, and the optimal designs are those that maximize the value of measurement data. The value of data is quantified by the expected information gain utility, which measures the informativeness of an experiment. Often, a mathematical model is used that approximates the relationship between the system responses and the model parameters acting as proxies for the attributes of interest.