SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Multilevel Monte Carlo estimation of expected information gains
8 references·1 citing·33 second hop
Multilevel Monte Carlo estimation of expected information gains (2019)Multilevel Monte Carlo estimation of expe…Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain (2018)Fast Bayesian experimental de…Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (2014)Antithetic multilevel Monte C…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…Multilevel Monte Carlo Path Simulation (2008)Multilevel Monte Carlo Path S…Estimating Expected Information Gains for Experimental Designs With Application to the Random Fatigue-Limit Model (2003)Estimating Expected Informati…Bayesian Experimental Design: A Review (1995)Bayesian Experimental Design:…On a Measure of the Information Provided by an Experiment (1956)On a Measure of the Informati…Multilevel Monte Carlo Estimation of the Expected Value of Sample Information (2020)Multilevel Monte Carlo Estima…A Simple Bayesian Modification of D -Optimal Designs to Reduce Dependence on an Assumed Model (1994)GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN (2014)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)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Monte Carlo Methods in Financial Engineering (2003)From Rough Path Estimates to Multilevel Monte Carlo (2016)Multilevel Richardson–Romberg extrapolation (2017)Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)Numerical solution of stochastic differential equations (2016)Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)Expected Value of Sample Information Calculations in Medical Decision Modeling (2004)Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)Maximum entropy sampling (1987)The Stag Hunt and the Evolution of Social Structure (2003)Signals (2010)Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems (2018)Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning (2023)
this work references cited by second hop

References

  • 1995Bayesian Experimental Design: A Review1,846 cited
  • 1956On a Measure of the Information Provided by an Experiment1,507 cited
  • 2008Multilevel Monte Carlo Path Simulation1,436 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
  • 2013Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations129 cited
  • 2014Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation109 cited
  • 2018Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain78 cited

Cited by

  • 2020Multilevel Monte Carlo Estimation of the Expected Value of Sample Information9 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work