A brief note on the Bayesian D-optimality criterion

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.