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Likelihood-free simulation-based optimal design with an application to spatial extremes

In this paper we employ a novel method to find the optimal design for problems where the likelihood is not available analytically, but simulation from the likelihood is feasible. To approximate the expected utility we make use of approximate Bayesian computation methods. We detail the approach for a...

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Detalles Bibliográficos
Autores principales: Hainy, Markus, Müller, Werner G., Wagner, Helga
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4981187/
https://www.ncbi.nlm.nih.gov/pubmed/27563280
http://dx.doi.org/10.1007/s00477-015-1067-8