Bayesian-Optimal Design via Interacting Particle Systems

DOI10.1198/016214505000001159zbMATH Open1119.62308OpenAlexW2090414496WikidataQ57541871 ScholiaQ57541871MaRDI QIDQ5754983FDOQ5754983

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Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214505000001159

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (30)

• Bayesian optimal design of an avalanche dam using a multivariate numerical avalanche model
• Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC
• Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data
• Towards Bayesian experimental design for nonlinear models that require a large number of sampling times
• Variational Bayesian strategies for high-dimensional, stochastic design problems
• Adaptive Design Optimization: A Mutual Information-Based Approach to Model Discrimination in Cognitive Science
• Principles of experimental design for big data analysis
• Simulation-based sequential Bayesian design
• Reachability design through approximate Bayesian computation
• Bayesian design of experiments for intractable likelihood models using coupled auxiliary models and multivariate emulation
• A Review of Modern Computational Algorithms for Bayesian Optimal Design
• Sampling constrained continuous probability distributions: a review
• Simulation-based fully Bayesian experimental design for mixed effects models
• A tutorial on particle filters
• Optimal spatial design for air quality measurement surveys
• A simulation-based approach to stochastic dynamic programming
• Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design
• An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions
• Optimal experimental design for a class of bandit problems
• Simulation-based Bayesian optimal design of aircraft trajectories for air traffic management
• Bayesian experimental design for a toxicokinetic-toxicodynamic model
• A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
• A probabilistic graphical model approach to stochastic multiscale partial differential equations
• Optimization of sampling designs for pedigrees and association studies
• On efficient design of pilot experiment for generalized linear models
• Efficient construction of Bayes optimal designs for stochastic process models
• Particle methods for statistical inference and design optimization
• Modern Bayesian experimental design
• A tutorial on adaptive design optimization
• Bayesian experimental design without posterior calculations: an adversarial approach

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