Efficient estimation of expected information gain in Bayesian experimental design with multi-index Monte Carlo

DOI10.1007/s11222-024-10522-5MaRDI QIDQ6657804

Hejin Wang, Xinting Du

Publication date: 7 January 2025

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

Bayesian experimental designexpected information gainmulti-index Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05) Monte Carlo methods (65C05)

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