A Laplace method for under-determined Bayesian optimal experimental designs
نویسندگان
چکیده
منابع مشابه
Fast Estimation of Expected Information Gains for Bayesian Experimental Designs Based on Laplace Approximations
Shannon-type expected information gain can be used to evaluate the relevance of a proposed experiment subjected to uncertainty. The estimation of such gain, however, relies on a double-loop integration. Moreover, its numerical integration in multidimensional cases, e.g., when using Monte Carlo sampling methods, is therefore computationally too expensive for realistic physical models, especially...
متن کاملComputing Optimal Experimental Designs via Interior Point Method
In this paper, we study optimal experimental design problems with a broad class of smooth convex optimality criteria, including the classical A-, Dand pth mean criterion. In particular, we propose an interior point (IP) method for them and establish its global convergence. Further, by exploiting the structure of the Hessian matrix of the optimality criteria, we derive an explicit formula for co...
متن کاملInterior Point Methods for Optimal Experimental Designs
In this paper, we propose a primal IP method for solving the optimal experimental design problem with a large class of smooth convex optimality criteria, including A-, Dand pth mean criterion, and establish its global convergence. We also show that the Newton direction can be computed efficiently when the size of the moment matrix is small relative to the sample size. We compare our IP method w...
متن کاملOn a Multiplicative Algorithm for Computing Bayesian D-optimal Designs
We use the minorization-maximization principle (Lange, Hunter and Yang 2000) to establish the monotonicity of a multiplicative algorithm for computing Bayesian D-optimal designs. This proves a conjecture of Dette, Pepelyshev and Zhigljavsky (2008). We also study a nearest neighbor exchange strategy and show that it can dramatically improve the speed of the multiplicative algorithm.
متن کاملA tutorial on Quasi-experimental designs
A main step in answering a scientific hypothesis in an epidemiological study is deciding which type of study is suitable to be undertaken, considering methodology, practical considerations and budget and time limitations
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computer Methods in Applied Mechanics and Engineering
سال: 2015
ISSN: 0045-7825
DOI: 10.1016/j.cma.2014.12.008