Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models
type: Item
instance of: scholarly article
title: Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models
zbMATH Open document ID: 1496.62010
author: Yiolanda Englezou
author: Timothy W. Waite
author: D. C. Woods
published in: Statistics and Computing
publication date: 2022-10-07T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62K05
zbMATH DE Number: 7597956
zbMATH Keywords: optimal design
zbMATH Keywords: Monte Carlo
zbMATH Keywords: importance sampling
cites work: BayesDA
cites work: Julia
cites work: Q4040937
cites work: Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
cites work: Expected information as ecpected utility
cites work: Julia: A Fresh Approach to Numerical Computing
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cites work: Locally Optimal Designs for Estimating Parameters
cites work: Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
cites work: RcppArmadillo: accelerating R with high-performance C++ linear algebra
cites work: Monte Carlo and quasi-Monte Carlo sampling
cites work: On a Measure of the Information Provided by an Experiment
cites work: Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
cites work: Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation
cites work: An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions
cites work: A Laplace-based algorithm for Bayesian adaptive design
describes a project that uses: BayesDA
describes a project that uses: Julia
describes a project that uses: acebayes
describes a project that uses: Stan
describes a project that uses: RcppArmadillo
describes a project that uses: Rcpp
MaRDI profile type: Publication
full work available at URL: s11222-022-10159-2
OpenAlex ID: W4298144027
DOI: 10.1007/S11222-022-10159-2
description: scientific article; zbMATH DE number 7597956