IDEAS home Printed from https://ideas.repec.org/a/bes/jnlasa/v99y2004p788-798.html
   My bibliography  Save this article

Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation

Author

Listed:
  • Peter Muller
  • Bruno Sanso
  • Maria De Iorio

Abstract

No abstract is available for this item.

Suggested Citation

  • Peter Muller & Bruno Sanso & Maria De Iorio, 2004. "Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 788-798, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:788-798
    as

    Download full text from publisher

    File URL: http://www.ingentaconnect.com/content/asa/jasa/2004/00000099/00000467/art00026
    File Function: full text
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ekin, Tahir & Aktekin, Tevfik, 2021. "Decision making under uncertain and dependent system rates in service systems," European Journal of Operational Research, Elsevier, vol. 291(1), pages 335-348.
    2. Ludkovski, Michael, 2009. "A simulation approach to optimal stopping under partial information," Stochastic Processes and their Applications, Elsevier, vol. 119(12), pages 4061-4087, December.
    3. Olivier David & Arnaud Le Rouzic & Christine Dillmann, 2022. "Optimization of sampling designs for pedigrees and association studies," Biometrics, The International Biometric Society, vol. 78(3), pages 1056-1066, September.
    4. Tahir Ekin & Nicholas G. Polson & Refik Soyer, 2014. "Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse," Decision Analysis, INFORMS, vol. 11(4), pages 250-264, December.
    5. Bayraktar, Erhan & Ludkovski, Michael, 2009. "Sequential tracking of a hidden Markov chain using point process observations," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 1792-1822, June.
    6. Tahir Ekin & Nicholas G. Polson & Refik Soyer, 2017. "Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(8), pages 613-627, December.
    7. Daniel R. Cavagnaro & Richard Gonzalez & Jay I. Myung & Mark A. Pitt, 2013. "Optimal Decision Stimuli for Risky Choice Experiments: An Adaptive Approach," Management Science, INFORMS, vol. 59(2), pages 358-375, February.
    8. Ekin, Tahir, 2018. "Integrated maintenance and production planning with endogenous uncertain yield," Reliability Engineering and System Safety, Elsevier, vol. 179(C), pages 52-61.
    9. Herbert Lee & Matthew Taddy & Genetha Gray, 2010. "Selection of a Representative Sample," Journal of Classification, Springer;The Classification Society, vol. 27(1), pages 41-53, March.
    10. Tevfik Aktekin & Tahir Ekin, 2016. "Stochastic call center staffing with uncertain arrival, service and abandonment rates: A Bayesian perspective," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(6), pages 460-478, September.
    11. Ekin, Tahir & Naveiro, Roi & Ríos Insua, David & Torres-Barrán, Alberto, 2023. "Augmented probability simulation methods for sequential games," European Journal of Operational Research, Elsevier, vol. 306(1), pages 418-430.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:99:y:2004:p:788-798. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.