Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
From MaRDI portal
Publication:1752009
DOI10.1214/16-BA1045WikidataQ62899322 ScholiaQ62899322MaRDI QIDQ1752009
Minh-Ngoc Tran, Christopher C. Drovandi
Publication date: 25 May 2018
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1483066880
evidence; importance sampling; mutual information; Laplace approximation; approximate Bayesian computation; quasi-Monte Carlo; experimental design
Related Items
Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter, Bayesian experimental design without posterior calculations: an adversarial approach, Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing, Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology, Principles of experimental design for big data analysis, Approximate and exact optimal designs for \(2^k\) factorial experiments for generalized linear models via second order cone programming, Bayesian \(A\)-optimal design of experiment with quantitative and qualitative responses
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
- Computational enhancements to Bayesian design of experiments using Gaussian processes
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Statistical decision theory and Bayesian analysis. 2nd ed
- On the \(L_2\)-discrepancy for anchored boxes
- Scrambled net variance for integrals of smooth functions
- On the asymptotic distribution of scrambled net quadrature.
- Towards Bayesian experimental design for nonlinear models that require a large number of sampling times
- Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology
- Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data
- A Note on the Generation of Random Normal Deviates
- Optimal Observation Times in Experimental Epidemic Processes
- MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- The Coordinate-Exchange Algorithm for Constructing Exact Optimal Experimental Designs
- GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN
- The Bayesian Choice
- Sequential Quasi Monte Carlo
- Bayesian Experimental Design for Models with Intractable Likelihoods
- Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation
- A Review of Modern Computational Algorithms for Bayesian Optimal Design