Speaker
Tapio Helin
(LUT University, Finland)
Description
We study the stability properties of the expected utility function in Bayesian optimal experimental design. We provide a framework for this problem in the case of expected information gain criterion in an infinite-dimensional setting, where we obtain the convergence of the expected utility with respect to perturbations. To make the problem more concrete we demonstrate that non-linear Bayesian inverse problems with Gaussian likelihood satisfy necessary assumptions in our theory. Some numerical simulations with different examples are explored.
Primary author
Tapio Helin
(LUT University, Finland)
