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2021 | OriginalPaper | Buchkapitel

A Sequential Sensor Selection Strategy for Hyper-Parameterized Linear Bayesian Inverse Problems

verfasst von : Nicole Aretz-Nellesen, Peng Chen, Martin A. Grepl, Karen Veroy

Erschienen in: Numerical Mathematics and Advanced Applications ENUMATH 2019

Verlag: Springer International Publishing

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Abstract

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This model variability needs to be taken into account for the experimental design to guarantee that the Bayesian inverse solution is uniformly informative. In this work we link the numerical stability of the maximum a posterior point and A-optimal experimental design to an observability coefficient that directly describes the influence of the chosen sensors. We propose an algorithm that iteratively chooses the sensor locations to improve this coefficient and thereby decrease the eigenvalues of the posterior covariance matrix. This algorithm exploits the structure of the solution manifold in the hyper-parameter domain via a reduced basis surrogate solution for computational efficiency. We illustrate our results with a steady-state thermal conduction problem.

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Fußnoten
1
The extension to the infinite-dimensional setting poses additional challenges that will be discussed in a future work.
 
2
A general finite-dimensional space can be considered via an affine transformation, c.f. [2, 5].
 
3
For conciseness, we refer the reader to [3] for a definition of these properties.
 
4
We can readily generalize this setting to non-coercive problems by employing a Petrov-Galerkin formulation. A stability analysis similar to [3] will be explored in a future publication.
 
5
Possibilities for target values are highly dependent on the library \({ \mathcal {L} }\). In practice, β 0 should be chosen by carefully monitoring the changes in β.
 
Literatur
1.
Zurück zum Zitat Alen Alexanderian, Noemi Petra, Georg Stadler, and Omar Ghattas. A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized l0-Sparsification. SIAM Journal on Scientific Computing, 36(5):A2122–A2148, 2014.CrossRef Alen Alexanderian, Noemi Petra, Georg Stadler, and Omar Ghattas. A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized l0-Sparsification. SIAM Journal on Scientific Computing, 36(5):A2122–A2148, 2014.CrossRef
2.
Zurück zum Zitat Alen Alexanderian, Philip J Gloor, Omar Ghattas, et al. On Bayesian A-and D-optimal experimental designs in infinite dimensions. Bayesian Analysis, 11(3):671–695, 2016. Alen Alexanderian, Philip J Gloor, Omar Ghattas, et al. On Bayesian A-and D-optimal experimental designs in infinite dimensions. Bayesian Analysis, 11(3):671–695, 2016.
3.
Zurück zum Zitat Nicole Aretz-Nellesen, Martin A. Grepl, and Karen Veroy. 3D-VAR for parameterized partial differential equations: a certified reduced basis approach. Advances in Computational Mathematics, 2019. Nicole Aretz-Nellesen, Martin A. Grepl, and Karen Veroy. 3D-VAR for parameterized partial differential equations: a certified reduced basis approach. Advances in Computational Mathematics, 2019.
4.
Zurück zum Zitat Peter Binev, Albert Cohen, Olga Mula, and James Nichols. Greedy algorithms for optimal measurements selection in state estimation using reduced models. SIAM/ASA Journal on Uncertainty Quantification, 6(3):1101–1126, 2018.MathSciNetCrossRef Peter Binev, Albert Cohen, Olga Mula, and James Nichols. Greedy algorithms for optimal measurements selection in state estimation using reduced models. SIAM/ASA Journal on Uncertainty Quantification, 6(3):1101–1126, 2018.MathSciNetCrossRef
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Zurück zum Zitat Giuseppe Da Prato. An introduction to infinite-dimensional analysis. Springer Science & Business Media, 2006. Giuseppe Da Prato. An introduction to infinite-dimensional analysis. Springer Science & Business Media, 2006.
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Zurück zum Zitat Yvon Maday, Anthony T. Patera, James D. Penn, and Masayuki Yano. A parameterized-background data-weak approach to variational data assimilation: formulation, analysis, and application to acoustics. International Journal for Numerical Methods in Engineering, 102(5):933–965, 2015.MathSciNetCrossRef Yvon Maday, Anthony T. Patera, James D. Penn, and Masayuki Yano. A parameterized-background data-weak approach to variational data assimilation: formulation, analysis, and application to acoustics. International Journal for Numerical Methods in Engineering, 102(5):933–965, 2015.MathSciNetCrossRef
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Zurück zum Zitat Andrew M Stuart. Inverse problems: A Bayesian perspective. Acta numerica, 19:451–559, 2010. Andrew M Stuart. Inverse problems: A Bayesian perspective. Acta numerica, 19:451–559, 2010.
8.
Zurück zum Zitat Dariusz Ucinski. Optimal measurement methods for distributed parameter system identification. CRC Press, 2004.CrossRef Dariusz Ucinski. Optimal measurement methods for distributed parameter system identification. CRC Press, 2004.CrossRef
Metadaten
Titel
A Sequential Sensor Selection Strategy for Hyper-Parameterized Linear Bayesian Inverse Problems
verfasst von
Nicole Aretz-Nellesen
Peng Chen
Martin A. Grepl
Karen Veroy
Copyright-Jahr
2021
DOI
https://doi.org/10.1007/978-3-030-55874-1_48