Simulation-based sequential Bayesian design

DOI10.1016/j.jspi.2006.05.021zbMath1114.62076MaRDI QIDQ997303

J. Martínez

Publication date: 23 July 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.021

zbMATH Keywords

Monte Carlo simulation; backward induction; sequential decision; forward simulation

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62K05: Optimal statistical designs

62C10: Bayesian problems; characterization of Bayes procedures

65C05: Monte Carlo methods

62L05: Sequential statistical design

62L15: Optimal stopping in statistics