Multilevel Monte Carlo estimation of expected information gains
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Publication:3298097
DOI10.1080/07362994.2019.1705168zbMath1466.65006arXiv1811.07546OpenAlexW3102169081WikidataQ126463502 ScholiaQ126463502MaRDI QIDQ3298097
Takashi Goda, Takeru Iwamoto, Tomohiko Hironaka
Publication date: 21 July 2020
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.07546
Optimal statistical designs (62K05) Bayesian inference (62F15) Monte Carlo methods (65C05) Measures of information, entropy (94A17)
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