Estimating functions evaluated by simulation: a Bayesian/analytic approach

DOI10.1214/aoap/1028903377zbMath0928.62055OpenAlexW2041865918MaRDI QIDQ1296721

Burton Simon, J. R. Koehler, Anatolii A. Puhalskii

Publication date: 11 January 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903377

Mathematics Subject Classification ID

Random fields (60G60) Optimal statistical designs (62K05) Bayesian inference (62F15) (L^p)-limit theorems (60F25)

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A supermartingale approach to Gaussian process based sequential design of experiments

Uses Software

• spatial

Cites Work

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