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A Review of Modern Computational Algorithms for Bayesian Optimal Design

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  • Elizabeth G. Ryan
  • Christopher C. Drovandi
  • James M. McGree
  • Anthony N. Pettitt

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  • Elizabeth G. Ryan & Christopher C. Drovandi & James M. McGree & Anthony N. Pettitt, 2016. "A Review of Modern Computational Algorithms for Bayesian Optimal Design," International Statistical Review, International Statistical Institute, vol. 84(1), pages 128-154, April.
    • Handle: RePEc:bla:istatr:v:84:y:2016:i:1:p:128-154
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    References listed on IDEAS

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    1. Ryan, Elizabeth G. & Drovandi, Christopher C. & Thompson, M. Helen & Pettitt, Anthony N., 2014. "Towards Bayesian experimental design for nonlinear models that require a large number of sampling times," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 45-60.
    2. Nicolas Chopin, 2002. "A sequential particle filter method for static models," Biometrika, Biometrika Trust, vol. 89(3), pages 539-552, August.
    3. Christopher C. Drovandi & Anthony N. Pettitt, 2013. "Bayesian Experimental Design for Models with Intractable Likelihoods," Biometrics, The International Biometric Society, vol. 69(4), pages 937-948, December.
    4. Peter Diggle & Søren Lophaven, 2006. "Bayesian Geostatistical Design," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(1), pages 53-64, March.
    5. Christopher C. Drovandi & Anthony N. Pettitt & Malcolm J. Faddy, 2011. "Approximate Bayesian computation using indirect inference," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 60(3), pages 317-337, May.
    6. Ormerod, J. T. & Wand, M. P., 2010. "Explaining Variational Approximations," The American Statistician, American Statistical Association, vol. 64(2), pages 140-153.
    7. Cong Han & Kathryn Chaloner, 2004. "Bayesian Experimental Design for Nonlinear Mixed-Effects Models with Application to HIV Dynamics," Biometrics, The International Biometric Society, vol. 60(1), pages 25-33, March.
    8. C. C. Drovandi & A. N. Pettitt, 2011. "Estimation of Parameters for Macroparasite Population Evolution Using Approximate Bayesian Computation," Biometrics, The International Biometric Society, vol. 67(1), pages 225-233, March.
    9. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
    10. Tommasi, C. & López-Fidalgo, J., 2010. "Bayesian optimum designs for discriminating between models with any distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 143-150, January.
    11. J. V. Zidek & W. Sun & N. D. Le, 2000. "Designing and integrating composite networks for monitoring multivariate gaussian pollution fields," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 49(1), pages 63-79.
    12. Concha Bielza & Peter Müller & David Ríos Insua, 1999. "Decision Analysis by Augmented Probability Simulation," Management Science, INFORMS, vol. 45(7), pages 995-1007, July.
    13. Jonathan R. Stroud & Peter Müller & Gary L. Rosner, 2001. "Optimal sampling times in population pharmacokinetic studies," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(3), pages 345-359.
    14. Alex R. Cook & Gavin J. Gibson & Christopher A. Gilligan, 2008. "Optimal Observation Times in Experimental Epidemic Processes," Biometrics, The International Biometric Society, vol. 64(3), pages 860-868, September.
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    Cited by:

    1. Arno Strouwen & Bart M. Nicolaï & Peter Goos, 2023. "Adaptive and robust experimental design for linear dynamical models using Kalman filter," Statistical Papers, Springer, vol. 64(4), pages 1209-1231, August.
    2. Anyosa, Susan & Eidsvik, Jo & Pizarro, Oscar, 2023. "Adaptive spatial designs minimizing the integrated Bernoulli variance in spatial logistic regression models - with an application to benthic habitat mapping," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    3. McGree, J.M., 2017. "Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 207-225.
    4. Brendan Kochunas & Xun Huan, 2021. "Digital Twin Concepts with Uncertainty for Nuclear Power Applications," Energies, MDPI, vol. 14(14), pages 1-32, July.
    5. Jacopo Paglia & Jo Eidsvik & Juha Karvanen, 2022. "Efficient spatial designs using Hausdorff distances and Bayesian optimization," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1060-1084, September.
    6. Joel A Paulson & Marc Martin-Casas & Ali Mesbah, 2019. "Fast uncertainty quantification for dynamic flux balance analysis using non-smooth polynomial chaos expansions," PLOS Computational Biology, Public Library of Science, vol. 15(8), pages 1-35, August.
    7. Jung, Yongsu & Lee, Ikjin, 2021. "Optimal design of experiments for optimization-based model calibration using Fisher information matrix," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    8. Ng'ombe, John, 2019. "Economics of the Greenseeder Hand Planter, Discrete Choice Modeling, and On-Farm Field Experimentation," Thesis Commons jckt7, Center for Open Science.
    9. David J Price & Alexandre Breuzé & Richard Dybowski & Piero Mastroeni & Olivier Restif, 2017. "An efficient moments-based inference method for within-host bacterial infection dynamics," PLOS Computational Biology, Public Library of Science, vol. 13(11), pages 1-27, November.
    10. Dehideniya, Mahasen B. & Drovandi, Christopher C. & McGree, James M., 2018. "Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 277-297.
    11. Granig, Wolfgang & Faller, Lisa-Marie & Hammerschmidt, Dirk & Zangl, Hubert, 2019. "Dependability considerations of redundant sensor systems," Reliability Engineering and System Safety, Elsevier, vol. 190(C), pages 1-1.
    12. Cathleen Johnson & Aurélien Baillon & Han Bleichrodt & Zhihua Li & Dennie Dolder & Peter P. Wakker, 2021. "Prince: An improved method for measuring incentivized preferences," Journal of Risk and Uncertainty, Springer, vol. 62(1), pages 1-28, February.
    13. Filip Melinscak & Dominik R Bach, 2020. "Computational optimization of associative learning experiments," PLOS Computational Biology, Public Library of Science, vol. 16(1), pages 1-23, January.

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