메뉴 건너뛰기




Volumn 99, Issue 467, 2004, Pages 788-798

Optimal bayesian design by inhomogeneous Markov chain simulation

Author keywords

Decision theory; Expected utility maximization; Markov chain Monte Carlo; Optimal design

Indexed keywords


EID: 4944254628     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001123     Document Type: Article
Times cited : (123)

References (39)
  • 2
    • 0027220453 scopus 로고
    • A case for bayesianism in clinical trials
    • Berry, D. (1993), "A Case for Bayesianism in Clinical Trials" (with discussion), Statistics in Medicine, 12, 1377-1404.
    • (1993) Statistics in Medicine , vol.12 , pp. 1377-1404
    • Berry, D.1
  • 4
    • 0345534823 scopus 로고    scopus 로고
    • Monte Carlo methods for decision analysis with applications to influence diagrams
    • Bielza, C., Müller, P., and Insua, D. R. (1999), "Monte Carlo Methods for Decision Analysis With Applications to Influence Diagrams," Management Science, 45, 995-1007.
    • (1999) Management Science , vol.45 , pp. 995-1007
    • Bielza, C.1    Müller, P.2    Insua, D.R.3
  • 7
    • 0000294132 scopus 로고    scopus 로고
    • The choice of variables in multivariate regression: A non-conjugate bayesian decision theory approach
    • Brown, P. J., Fearn, T., and Vannucci, M. (1999), "The Choice of Variables in Multivariate Regression: A Non-Conjugate Bayesian Decision Theory Approach," Biometrika, 86, 635-648.
    • (1999) Biometrika , vol.86 , pp. 635-648
    • Brown, P.J.1    Fearn, T.2    Vannucci, M.3
  • 8
    • 0031683608 scopus 로고    scopus 로고
    • Approaches for optimal sequential decision analysis in clinical trials
    • Carlin, B., Kadane, J., and Gelfand, A. (1998), "Approaches for Optimal Sequential Decision Analysis in Clinical Trials," Biometrics, 54, 964-975.
    • (1998) Biometrics , vol.54 , pp. 964-975
    • Carlin, B.1    Kadane, J.2    Gelfand, A.3
  • 9
    • 0002459760 scopus 로고
    • Quality data networks that minimize entropy
    • eds. P. Guttorp and A. Walden, London: Griffin
    • Caselton, W. F., Kan, L., and Zidek, J. (1992), "Quality Data Networks That Minimize Entropy," in Statistics in the Environment and Earth Sciences, eds. P. Guttorp and A. Walden, London: Griffin, pp. 10-38.
    • (1992) Statistics in the Environment and Earth Sciences , pp. 10-38
    • Caselton, W.F.1    Kan, L.2    Zidek, J.3
  • 10
    • 84972528615 scopus 로고
    • Bayesian experimental design: A review
    • Chaloner, K., and Verdinelli, I. (1995), "Bayesian Experimental Design: A Review," Statistical Science, 10, 273-304.
    • (1995) Statistical Science , vol.10 , pp. 273-304
    • Chaloner, K.1    Verdinelli, I.2
  • 12
    • 2442633667 scopus 로고    scopus 로고
    • Bayesian sequential design of a network of sensors
    • University of Wisconsin, Dept. of Statistics
    • Clayton, M. K., Shepherd, J., Hsiao, C. F., and Li, S. H. (1999), "Bayesian Sequential Design of a Network of Sensors," technical report, University of Wisconsin, Dept. of Statistics.
    • (1999) Technical Report
    • Clayton, M.K.1    Shepherd, J.2    Hsiao, C.F.3    Li, S.H.4
  • 13
    • 85012516445 scopus 로고    scopus 로고
    • Model uncertainty
    • Duke University, ISDS
    • Clyde, M., and George, E. I. (2003), "Model Uncertainty," technical report, Duke University, ISDS.
    • (2003) Technical Report
    • Clyde, M.1    George, E.I.2
  • 15
    • 0141567816 scopus 로고    scopus 로고
    • Marginal maximum a posteriori estimation using markov chain Monte Carlo
    • Doucet, A., Godsill, S., and Robert, C. (2002), "Marginal Maximum a Posteriori Estimation Using Markov Chain Monte Carlo," Statistics and Computing, 77-84.
    • (2002) Statistics and Computing , pp. 77-84
    • Doucet, A.1    Godsill, S.2    Robert, C.3
  • 17
    • 4944266409 scopus 로고
    • Asymptotic properties of stochastic probing for global optimization: The finite case
    • Ohio State University, Dept. of Statistics
    • Fei, L., and Berliner, L. M. (1991), "Asymptotic Properties of Stochastic Probing for Global Optimization: The Finite Case," technical report, Ohio State University, Dept. of Statistics.
    • (1991) Technical Report
    • Fei, L.1    Berliner, L.M.2
  • 21
    • 0001882082 scopus 로고
    • Using entropy in the redesign of an environmental monitor network
    • eds. G. Patil and C. Rao, London: Elsevier Science
    • Guttorp, P., Le, N., and Zidek, J. (1994), "Using Entropy in the Redesign of an Environmental Monitor Network," in Multivariate Environmental Statistics, eds. G. Patil and C. Rao, London: Elsevier Science, pp. 175-202.
    • (1994) Multivariate Environmental Statistics , pp. 175-202
    • Guttorp, P.1    Le, N.2    Zidek, J.3
  • 22
    • 84952117554 scopus 로고
    • A bayesian analysis of kriging
    • Handcock, M., and Stein, M. (1993), "A Bayesian Analysis of Kriging," Technometrics, 35, 403-410.
    • (1993) Technometrics , vol.35 , pp. 403-410
    • Handcock, M.1    Stein, M.2
  • 23
    • 2942619617 scopus 로고    scopus 로고
    • Space and space-time modeling using process convolutions
    • eds. C. W. Anderson, V. Barnett, P. C. Chatwin, and A. H. El-Shaarawi, New York: Springer-Verlag
    • Higdon, D. M. (2002), "Space and Space-Time Modeling Using Process Convolutions," in Quantitative Methods for Current Environmental Issues, eds. C. W. Anderson, V. Barnett, P. C. Chatwin, and A. H. El-Shaarawi, New York: Springer-Verlag, pp. 37-54.
    • (2002) Quantitative Methods for Current Environmental Issues , pp. 37-54
    • Higdon, D.M.1
  • 27
    • 0007190954 scopus 로고    scopus 로고
    • Simulation-based optimal design
    • eds. J. M. Bernardo, J. O. Berger, P. Dawid, and A. F. M. Smith, Oxford, U.K.: Oxford University Press
    • Müller, A. (1999), "Simulation-Based Optimal Design," in Bayesian Statistics 6, eds. J. M. Bernardo, J. O. Berger, P. Dawid, and A. F. M. Smith, Oxford, U.K.: Oxford University Press, pp. 459-474.
    • (1999) Bayesian Statistics , vol.6 , pp. 459-474
    • Müller, A.1
  • 29
    • 0002691349 scopus 로고    scopus 로고
    • Design of air-quality monitoring networks
    • eds. D. Nychka, W. Piegorsch, and L. Cox, New York: Springer-Verlag
    • Nychka, D., and Saltzman, N. (1998), "Design of Air-Quality Monitoring Networks," in Case Studies in Environmental Statistics, eds. D. Nychka, W. Piegorsch, and L. Cox, New York: Springer-Verlag, pp. 51-76.
    • (1998) Case Studies in Environmental Statistics , pp. 51-76
    • Nychka, D.1    Saltzman, N.2
  • 31
    • 4944257921 scopus 로고    scopus 로고
    • Marginal MAP estimation using markov chain Monte Carlo
    • CREST, INSEE
    • Robert, C. P., Doucet, A., and Godsill, S. J. (1999), "Marginal MAP Estimation Using Markov Chain Monte Carlo," technical report, CREST, INSEE.
    • (1999) Technical Report
    • Robert, C.P.1    Doucet, A.2    Godsill, S.J.3
  • 32
    • 0033426717 scopus 로고    scopus 로고
    • Venezuelan rainfall data analyzed using a bayesian space-time model
    • Sansó, B., and Guenni, L. (1999), "Venezuelan Rainfall Data Analyzed Using a Bayesian Space-Time Model," Applied Statistics, 48, 345-362.
    • (1999) Applied Statistics , vol.48 , pp. 345-362
    • Sansó, B.1    Guenni, L.2
  • 33
    • 32744471622 scopus 로고    scopus 로고
    • Redesigning a network of rainfall stations
    • eds. C. Gatsonis, R. Kass, B. Carlin, A. Carriquiry, A. Gelman, I. Verdinelli, and M. West, New York: Springer-Verlag
    • Sansó, B., and Müller, P. (1999), "Redesigning a Network of Rainfall Stations," in Case Studies in Bayesian Statistics, Vol. 4, eds. C. Gatsonis, R. Kass, B. Carlin, A. Carriquiry, A. Gelman, I. Verdinelli, and M. West, New York: Springer-Verlag, pp. 497-510.
    • (1999) Case Studies in Bayesian Statistics , vol.4 , pp. 497-510
    • Sansó, B.1    Müller, P.2
  • 36
    • 0030191357 scopus 로고    scopus 로고
    • Bayesian design of experiment for quantal responses: What is promised versus what is delivered
    • Sun, D., Tsutakawa, R. K., and Lu, W.-S. (1996), "Bayesian Design of Experiment for Quantal Responses: What Is Promised versus What Is Delivered," Journal of Statistical Planning and Inference, 52, 289-306.
    • (1996) Journal of Statistical Planning and Inference , vol.52 , pp. 289-306
    • Sun, D.1    Tsutakawa, R.K.2    Lu, W.-S.3
  • 37
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney, L. (1994), "Markov Chains for Exploring Posterior Distributions," The Annals of Statistics, 22, 1701-1728.
    • (1994) The Annals of Statistics , vol.22 , pp. 1701-1728
    • Tierney, L.1
  • 39
    • 0034358470 scopus 로고    scopus 로고
    • Designing and integrating composite networks for monitoring multivariate gaussian pollution fields
    • Zidek, J. V., Sun, W., and Le, N. D. (2000), "Designing and Integrating Composite Networks for Monitoring Multivariate Gaussian Pollution Fields," Applied Statistics, 49, 63-79.
    • (2000) Applied Statistics , vol.49 , pp. 63-79
    • Zidek, J.V.1    Sun, W.2    Le, N.D.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.