2010
DOI: 10.1088/0266-5611/26/5/055008
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Guided Bayesian optimal experimental design

Abstract: A Bayesian methodology is described for designing experiments or surveys that will optimally complement all previously available information. This methodology uses strong prior information to linearize the problem, and to guide the design toward maximally reducing forecast uncertainties in the interpretation of the future experiment. The prior information could possibly be correlated among model parameters or the observation noise. With no prior information this approach reduces to the fast recursive implement… Show more

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Cited by 32 publications
(26 citation statements)
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References 29 publications
(47 reference statements)
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“…The utility of the D N criterion lies in the fact that efficient sequential design algorithms from linearized SED (e.g., Curtis et al, 2004;Stummer et al, 2004;Coles and Morgan, 2009;Coles and Curtis, 2011;Khodja et al, 2010) exist for D optimization (the A N , E N , and T N criteria remarked upon above could also be maximized/minimized using these algorithms). When combined with a linearized sequential design algorithm (LSDA), the D N criterion renders nonlinear Bayesian design computationally feasible for large-scale industrial applications, a feature shared by no other geoscientific nonlinear design technique without recourse to cluster computing or reparameterization of the design space (e.g., Ajo-Franklin, 2009;Guest andCurtis, 2009, 2010).…”
Section: Linearized Sequential Designmentioning
confidence: 99%
See 1 more Smart Citation
“…The utility of the D N criterion lies in the fact that efficient sequential design algorithms from linearized SED (e.g., Curtis et al, 2004;Stummer et al, 2004;Coles and Morgan, 2009;Coles and Curtis, 2011;Khodja et al, 2010) exist for D optimization (the A N , E N , and T N criteria remarked upon above could also be maximized/minimized using these algorithms). When combined with a linearized sequential design algorithm (LSDA), the D N criterion renders nonlinear Bayesian design computationally feasible for large-scale industrial applications, a feature shared by no other geoscientific nonlinear design technique without recourse to cluster computing or reparameterization of the design space (e.g., Ajo-Franklin, 2009;Guest andCurtis, 2009, 2010).…”
Section: Linearized Sequential Designmentioning
confidence: 99%
“…The covariance matrices are with respect to the set of all candidate observation points N. This is by convention because very efficient LSDAs exist (Coles and Morgan, 2009;Khodja et al, 2010;Coles and Curtis, 2011) that require RðNÞ as an input (they actually require ½RðNÞ 1=2 ).…”
Section: Design Workflowmentioning
confidence: 99%
“…To complement the extensive work done in this area, we have proposed an efficient Bayesian greedy OED algorithm (Khodja et al, 2010) that aims to construct an experiment by sequentially minimizing the determinant of the forecast posterior model covariance matrix, i.e., by maximizing the posterior Shannon information on the model. This design methodology not only takes advantage of the available prior information both on the model and on the data, but it also allows the treatment of large OED problems.…”
Section: Introductionmentioning
confidence: 99%
“…Here we briefly review the Bayesian design methodology presented in Khodja et al (2010), and Djikpesse et al (2012a). For more details the reader is referred to these two references.…”
Section: Introductionmentioning
confidence: 99%
“…Thus, to obtain a time-lapse image of a reservoir without collecting or imaging a large data set, one needs to know what data collected on the surface (or in wells) contribute most to the reconstructed image of the reservoir region. Typically, an optimal survey design together with an illumination analysis (e.g., Curtis, 1999;van den Berg and Curtis, 2003;Khodja et al, 2010) is performed to optimize seismic acquisition before the actual data collection. Ray-based methods are conventionally used for illumination analysis (Bear et al, 2000).…”
Section: Introductionmentioning
confidence: 99%