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.
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