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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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Detalhes bibliográficos
Publicado no:Stoch Environ Res Risk Assess
Main Authors: Hainy, Markus, Müller, Werner G., Wagner, Helga
Formato: Artigo
Idioma:Inglês
Publicado em: Springer Berlin Heidelberg 2015
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4981187/
https://ncbi.nlm.nih.gov/pubmed/27563280
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s00477-015-1067-8
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