Learning functions and approximate Bayesian computation design: ABCD
Summary: A general approach to Bayesian learning revisits some classical results, which study which functionals on a prior distribution are expected to increase, in a preposterior sense. The results are applied to information functionals of the Shannon type and to a class of functionals based on expected distance. A close connection is made between the latter and a metric embedding theory due to Schoenberg and others. For the Shannon type, there is a connection to majorization theory for distributions. A computational method is described to solve generalized optimal experimental design problems arising from the learning framework based on a version of the well-known approximate Bayesian computation (ABC) method for carrying out the Bayesian analysis based on Monte Carlo simulation. Some simple examples are given.
- Information geometry for approximate Bayesian computation
- On the efficient determination of optimal Bayesian experimental designs using ABC: a case study in optimal observation of epidemics
- An Introduction to Approximate Bayesian Computation
- New insights into approximate Bayesian computation
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
- Bayesian experimental design for models with intractable likelihoods
- Bayesian experimental design: A review
- Coherent dispersion criteria for optimal experimental design
- Comparison methods for stochastic models and risks
- Comparison of experiments and information measures
- Further results on inquiry and truth possession
- scientific article; zbMATH DE number 3774424 (Why is no real title available?)
- Maximum Entropy Sampling and Optimal Bayesian Experimental Design
- On a Measure of the Information Provided by an Experiment
- On the measure of the information in a statistical experiment
- Orbits of L 1 -Functions Under Doubly Stochastic Transformation
- Possible generalization of Boltzmann-Gibbs statistics.
- Results on inquiry and truth possession
- Some distance properties of latent root and vector methods used in multivariate analysis
- The case for objective Bayesian analysis
- A supermartingale approach to Gaussian process based sequential design of experiments
- Experimental design issues in big data: the question of bias
- ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations
- Rejoinder to: ``Efficient prediction designs for random fields
This page was built for publication: Learning functions and approximate Bayesian computation design: ABCD
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q296301)
