Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models

DOI10.1007/S11222-022-10159-2MaRDI QIDQ2080366zbMATH OpenOpenAlexFDO

Authors Yiolanda Englezou, Timothy W. Waite, D. C. Woods

Publication date 7 October 2022

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11222-022-10159-2

zbMATH Keywords

Monte Carlooptimal designimportance sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05)

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Cites work

• scientific article; zbMATH DE number 194144 (Why is no real title available?)
• A Laplace-based algorithm for Bayesian adaptive design
• An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions
• (SOFTWARE) BayesDA
• Bayesian experimental design: A review
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Expected information as ecpected utility
• Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
• Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
• Julia
• Julia: a fresh approach to numerical computing
• Locally Optimal Designs for Estimating Parameters
• Monte Carlo and quasi-Monte Carlo sampling
• On a Measure of the Information Provided by an Experiment
• Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation
• RcppArmadillo: accelerating R with high-performance C++ linear algebra

Cited in

(5)

• Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
• Optimal experimental design: formulations and computations
• Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
• A Laplace-based algorithm for Bayesian adaptive design
• A Laplace method for under-determined Bayesian optimal experimental designs

Describes a project that uses

Uses Software

• acebayes
• Julia
• BayesDA
• Stan
• RcppArmadillo
• Rcpp

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