Roland Herzog

Subspace Accelerated Measure Transport Methods for Fast and Scalable Sequential Experimental Design, with Application to Photoacoustic Imaging

Abstract. We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. This work focuses on designs that maximize the expected information gain (EIG) from prior to...

The Riemannian Convex Bundle Method

We introduce the convex bundle method to solve convex, non-smooth optimization problems on Riemannian manifolds of bounded sectional curvature. Each step of our method is based on a model that involves the convex hull of previously collected subgradients, parallelly transported i...