We cast data assimilation problem into a model inadequacy problem which is then solved by a Bayesian approach. The Bayesian posterior is then used for Bayesian Optimal Experimental Design (OED). Our focus is on the A- and D-optimal OED problems for which we construct scalable approximations that involve: 1) randomized trace estimators; 2) Gaussi...
Bui-Thanh, Tan (The University of Texas at Austin)
University of Minnesota, Institute for Mathematics and its Applications.