A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
DOI10.1007/s11222-015-9596-zzbMath1505.62284OpenAlexW1523626101WikidataQ62899374 ScholiaQ62899374MaRDI QIDQ340870
James M. McGree, Gentry White, Christopher C. Drovandi, Anthony N. Pettitt
Publication date: 15 November 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/77732/4/77732.pdf
importance samplingparallel computingnonlinear regressionoptimal designLaplace approximationparticle filterintractable likelihoodgraphics processing unitrandomised quasi Monte Carlo
Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05) Monte Carlo methods (65C05) Sequential statistical design (62L05) Numerical quadrature and cubature formulas (65D32)
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