Computational enhancements to Bayesian design of experiments using Gaussian processes

DOI10.1214/15-BA945zbMath1359.62322MaRDI QIDQ516451

Brian P. Weaver, Christine M. Anderson-Cook, David M. Higdon, Brian J. Williams

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1425492493

zbMATH Keywords

Gaussian processesaccelerated life testsBayesian design of experimentsexpected quantile improvementpreposterior expectation

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Bayesian inference (62F15) Sequential statistical design (62L05) Response surface designs (62K20)

Related Items

Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning, An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions, Systematic statistical analysis of microbial data from dilution series, Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo, Surrogate-based robust design for a non-smooth radiation source detection problem, Bayesian design of experiments for intractable likelihood models using coupled auxiliary models and multivariate emulation

Uses Software

• EGO
• DiceKriging
• DiceOptim
• SPLIDA

Cites Work

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