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Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
11 references·0 citing·40 second hop
Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization (2020)Nesterov-aided stochastic gradient method…Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain (2018)Fast Bayesian experimental de…GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN (2014)GRADIENT-BASED STOCHASTIC OPT…Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations (2013)Fast estimation of expected i…Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)Simulation-based optimal Baye…Estimating Expected Information Gains for Experimental Designs With Application to the Random Fatigue-Limit Model (2003)Estimating Expected Informati…A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting (2003)A stochastic approximation al…Bayesian Experimental Design: A Review (1995)Bayesian Experimental Design:…Acceleration of Stochastic Approximation by Averaging (1992)Acceleration of Stochastic Ap…Adaptive Design and Stochastic Approximation (1979)Adaptive Design and Stochasti…Optimum Designs in Regression Problems (1959)Optimum Designs in Regression…A Stochastic Approximation Method (1951)A Stochastic Approximation Me…On a Measure of the Information Provided by an Experiment (1956)A Simple Bayesian Modification of D -Optimal Designs to Reduce Dependence on an Assumed Model (1994)Modern Bayesian Experimental Design (2024)Optimal design of experiments (1993)Optimum Experimental Designs (1993)Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review (2021)Applied Statistical Decision Theory (1962)Theory of optimal experiments (1972)Design and Analysis of Computer Experiments (1989)Kriging metamodeling in simulation: A review (2007)Response surface methodology (2010)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Stochastic Finite Elements: A Spectral Approach (1991)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Adaptive Smolyak Pseudospectral Approximations (2013)A Review of Modern Computational Algorithms for Bayesian Optimal Design (2015)Engineering Design with Digital Thread (2018)Stochastic Estimation of the Maximum of a Regression Function (1952)Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems (2018)On a Stochastic Approximation Method (1954)Asymptotic Distribution of Stochastic Approximation Procedures (1958)Optimization in simulation (1987)Stochastic approximation: invited paper (2003)Design issues for generalized linear models: A review (2006)Multi-Factor Experimental Designs for Exploring Response Surfaces (1957)Experiments with Mixtures (1958)Optimum Experimental Designs (1959)General Equivalence Theory for Optimum Designs (Approximate Theory) (1974)Optimum Experimental Designs (1992)Multidimensional Stochastic Approximation Methods (1954)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Accelerated second-order stochastic optimization using only function measurements (2002)Accelerated randomized stochastic optimization (2003)A companion for the Kiefer–Wolfowitz–Blum stochastic approximation algorithm (2007)Some aspects of the sequential design of experiments (1952)mirt : A Multidimensional Item Response Theory Package for the R Environment (2012)Optimization of computer simulation models with rare events (1997)Proceedings of the 2002 Winter Simulation Conference (2002)Lectures on Stochastic Programming: Modeling and Theory (2009)
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References

  • 1951A Stochastic Approximation Method9,630 cited
  • 1995Bayesian Experimental Design: A Review1,846 cited
  • 1992Acceleration of Stochastic Approximation by Averaging1,822 cited
  • 1959Optimum Designs in Regression Problems796 cited
  • 2012Simulation-based optimal Bayesian experimental design for nonlinear systems451 cited
  • 2003Estimating Expected Information Gains for Experimental Designs With Application to the Random Fatigue-Limit Model169 cited
  • 1979Adaptive Design and Stochastic Approximation144 cited
  • 2013Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations129 cited
  • 2014GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN113 cited
  • 2003A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting82 cited
  • 2018Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain78 cited

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