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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...
Autores principales: | Hainy, Markus, Müller, Werner G., Wagner, Helga |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2015
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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 |
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