English

A brief note on the Bayesian D-optimality criterion

Statistics Theory 2023-12-27 v3 Statistics Theory

Abstract

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal experimental design problem, i.e., maximizing the expected information gain, is equivalent to minimizing the log-determinant of posterior covariance operator. We focus on finite-dimensional inverse problems. However, the presentation is kept generic to facilitate extensions to infinite-dimensional inverse problems.

Keywords

Cite

@article{arxiv.2212.11466,
  title  = {A brief note on the Bayesian D-optimality criterion},
  author = {Alen Alexanderian},
  journal= {arXiv preprint arXiv:2212.11466},
  year   = {2023}
}

Comments

6 pages; minor edits

R2 v1 2026-06-28T07:48:07.464Z