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Bayesian Experimental Design for Models with Intractable Likelihoods

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  • Christopher C. Drovandi
  • Anthony N. Pettitt

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  • 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.
    • Handle: RePEc:bla:biomet:v:69:y:2013:i:4:p:937-948
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    File URL: http://hdl.handle.net/10.1111/biom.12081
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    References listed on IDEAS

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    1. Pagendam, D.E. & Pollett, P.K., 2010. "Robust optimal observation of a metapopulation," Ecological Modelling, Elsevier, vol. 221(21), pages 2521-2525.
    2. Nunes Matthew A & Balding David J, 2010. "On Optimal Selection of Summary Statistics for Approximate Bayesian Computation," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 9(1), pages 1-16, September.
    3. N. Friel & A. N. Pettitt, 2008. "Marginal likelihood estimation via power posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 589-607, July.
    4. Paul Fearnhead & Dennis Prangle, 2012. "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 74(3), pages 419-474, June.
    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. 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. 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. 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.
    3. 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.
    4. Ryan, Elizabeth G. & Drovandi, Christopher C. & Pettitt, Anthony N., 2015. "Simulation-based fully Bayesian experimental design for mixed effects models," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 26-39.
    5. 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.
    6. Price, David J. & Bean, Nigel G. & Ross, Joshua V. & Tuke, Jonathan, 2018. "An induced natural selection heuristic for finding optimal Bayesian experimental designs," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 112-124.

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