Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Bayes linear analysis for Bayesian optimal experimental design
AU - Jones, M.
AU - Goldstein, M.
AU - Jonathan, P.
AU - Randell, D.
PY - 2016
Y1 - 2016
N2 - In many areas of science, models are used to describe attributes of complex systems. These models are generally themselves highly complex functions of their inputs, and can be computationally expensive to evaluate. Often, these models have parameters which must be estimated using data from the real system. In this paper, we address the problem of using prior information supplied by the model, in conjunction with prior beliefs about its parameters, to design the collection of data such that it is optimal for decisions which must be made using posterior beliefs about the model parameters. Optimal design calculations do not generally have a closed form solution, so we propose a Bayes linear analysis to find an approximately optimal design. We motivate the approach by considering optimal specification of measurement locations for remote sensing of airborne species. © 2015 Elsevier B.V..
AB - In many areas of science, models are used to describe attributes of complex systems. These models are generally themselves highly complex functions of their inputs, and can be computationally expensive to evaluate. Often, these models have parameters which must be estimated using data from the real system. In this paper, we address the problem of using prior information supplied by the model, in conjunction with prior beliefs about its parameters, to design the collection of data such that it is optimal for decisions which must be made using posterior beliefs about the model parameters. Optimal design calculations do not generally have a closed form solution, so we propose a Bayes linear analysis to find an approximately optimal design. We motivate the approach by considering optimal specification of measurement locations for remote sensing of airborne species. © 2015 Elsevier B.V..
KW - Bayes linear analysis
KW - Calibration problem
KW - Emulation
KW - Inverse problem
KW - Optimal experimental design
KW - Probabilistic numerics
U2 - 10.1016/j.jspi.2015.10.011
DO - 10.1016/j.jspi.2015.10.011
M3 - Journal article
VL - 171
SP - 115
EP - 129
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
SN - 0378-3758
ER -