Estimating functions evaluated by simulation: a Bayesian/analytic approach

DOI10.1214/AOAP/1028903377MaRDI QIDQ1296721zbMATH OpenOpenAlexFDO

Authors J. R. Koehler, A. A. Puhalskii, Burton Simon

Publication date 11 January 2000

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1028903377

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Random fields (60G60) Bayesian inference (62F15) Optimal statistical designs (62K05)

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Cites work

• Asymptotically efficient prediction of a random field with a missspecified covariance function
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
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Cited in

(6)

• A supermartingale approach to Gaussian process based sequential design of experiments
• Estimation and Simulation for theM-Wright Function
• scientific article; zbMATH DE number 4157715 (Why is no real title available?)
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• Fredholm integral relation between compound estimation and prediction (FIRCEP)
• Computing Bayesian means using simulation

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