A Laplace-based algorithm for Bayesian adaptive design
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Publication:2209698
DOI10.1007/s11222-020-09938-6zbMath1452.62596OpenAlexW2970446088MaRDI QIDQ2209698
James M. McGree, S. G. J. Senarathne, Christopher C. Drovandi
Publication date: 4 November 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/131596/1/Paper3_Eprints_Version.pdf
parameter estimationimportance samplingsequential Monte Carlomodel discriminationtotal entropyPareto smoothing
Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Sequential statistical design (62L05) Response surface designs (62K20)
Related Items (3)
Multimodal information gain in Bayesian design of experiments ⋮ Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models ⋮ EXPERIMENTAL DESIGN FOR DEPENDENT DATA
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Cites Work
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