메뉴 건너뛰기




Volumn 23, Issue 1, 2014, Pages 3-24

A sequential Monte Carlo algorithm to incorporate model uncertainty in Bayesian sequential design

Author keywords

Entropy; Model discrimination; Mutual information; Optimal design; Particle filter

Indexed keywords


EID: 84901750751     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.2012.730083     Document Type: Article
Times cited : (87)

References (52)
  • 2
    • 34548841098 scopus 로고    scopus 로고
    • DT-Optimum Designs for Model Discrimination and Parameter Estimation
    • [4]
    • Atkinson, A. C. (2008), "DT-Optimum Designs for Model Discrimination and Parameter Estimation, " Journal of Statistical Planning and Inference, 138, 56-64. [4]
    • (2008) Journal of Statistical Planning and Inference , vol.138 , pp. 56-64
    • Atkinson, A.C.1
  • 3
    • 85041935631 scopus 로고
    • The Design of Experiments for Discriminating Between Two Rival Models
    • [4]
    • Atkinson, A. C., and Fedorov, V. V. (1975a), "The Design of Experiments for Discriminating Between Two Rival Models, " Biometrika, 62, 57-70. [4]
    • (1975) Biometrika , vol.62 , pp. 57-70
    • Atkinson, A.C.1    Fedorov, V.V.2
  • 4
    • 0016706915 scopus 로고
    • Optimal Design: Experiments for Discriminating Between Several Models
    • [4]
    • Atkinson, A. C., and Fedorov, V. V. (1975b), "Optimal Design: Experiments for Discriminating Between Several Models, " Biometrika, 62, 289-303. [4]
    • (1975) Biometrika , vol.62 , pp. 289-303
    • Atkinson, A.C.1    Fedorov, V.V.2
  • 5
    • 84865739586 scopus 로고    scopus 로고
    • Quantitative Studies of LowerMotor Neuron Degeneration in SubjectsWith Amyotrophic Lateral Sclerosis: Evidence for Exponential Decay of Motor Unit Numbers and Greatest Rate of Loss at the Site of Onset
    • [17,18]
    • Baumann, F., Henderson, R. D., Ridall, P. G., Pettitt, A. N., and McCombe, P. A. (2012), "Quantitative Studies of LowerMotor Neuron Degeneration in SubjectsWith Amyotrophic Lateral Sclerosis: Evidence for Exponential Decay of Motor Unit Numbers and Greatest Rate of Loss at the Site of Onset, " Clinical Neurophysiology, 123, 2092-2098. [17,18]
    • (2012) Clinical Neurophysiology , vol.123 , pp. 2092-2098
    • Baumann, F.1    Henderson, R.D.2    Ridall, P.G.3    Pettitt, A.N.4    McCombe, P.A.5
  • 8
    • 0002937220 scopus 로고
    • A Total Entropy Criterion for the Dual Problem of Model Discrimination and Parameter Estimation
    • [5,5,11,21]
    • Borth, D. M. (1975), "A Total Entropy Criterion for the Dual Problem of Model Discrimination and Parameter Estimation, " Journal of the Royal Statistical Society, Series B, 37, 77-87. [5,5,11,21]
    • (1975) Journal of the Royal Statistical Society, Series B , vol.37 , pp. 77-87
    • Borth, D.M.1
  • 9
    • 0002928751 scopus 로고
    • Discrimination Among Mechanistic Models
    • [5,11]
    • Box, G. E. P., and Hill, W. J. (1967), "Discrimination Among Mechanistic Models, " Technometrics, 9, 57-71. [5,11]
    • (1967) Technometrics , vol.9 , pp. 57-71
    • Box, G.E.P.1    Hill, W.J.2
  • 10
    • 77953334192 scopus 로고    scopus 로고
    • Adaptive Design Optimization: A Mutual Information-Based Approach to Model Discrimination in Cognitive Science
    • [5,5,10,11,13]
    • Cavagnaro, D. R., Myung, J. I., Pitt, M. A., and Kujala, J. V. (2010), "Adaptive Design Optimization: A Mutual Information-Based Approach to Model Discrimination in Cognitive Science, " Neural Computation, 22, 887-905. [5,5,10,11,13]
    • (2010) Neural Computation , vol.22 , pp. 887-905
    • Cavagnaro, D.R.1    Myung, J.I.2    Pitt, M.A.3    Kujala, J.V.4
  • 11
    • 0012338718 scopus 로고    scopus 로고
    • A Sequential Particle Filter Method for Static Models
    • [6,7]
    • Chopin, N. (2002), "A Sequential Particle Filter Method for Static Models, " Biometrika, 89, 539-551. [6,7]
    • (2002) Biometrika , vol.89 , pp. 539-551
    • Chopin, N.1
  • 13
    • 0030337323 scopus 로고    scopus 로고
    • The Equivalence of Constrained andWeighted Designs in Multiple Objective Design Problems
    • [21]
    • Clyde, M., and Chaloner, K. (1996), "The Equivalence of Constrained andWeighted Designs in Multiple Objective Design Problems, " Journal of the American Statistical Association, 91, 1236-1244. [21]
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 1236-1244
    • Clyde, M.1    Chaloner, K.2
  • 15
    • 0001125645 scopus 로고
    • A Generalization of D-and D1-Optimal Designs in Polynomial Regression
    • [3]
    • Dette, H. (1990), "A Generalization of D-and D1-Optimal Designs in Polynomial Regression, " The Annals of Statistics, 18, 1784-1804. [3]
    • (1990) The Annals of Statistics , vol.18 , pp. 1784-1804
    • Dette, H.1
  • 16
    • 21844516944 scopus 로고
    • Optimal Designs for Identifying theDegree of a Polynomial Regression
    • [4]
    • Dette, H. (1995), "Optimal Designs for Identifying theDegree of a Polynomial Regression, " The Annals of Statistics, 23, 1248-1266. [4]
    • (1995) The Annals of Statistics , vol.23 , pp. 1248-1266
    • Dette, H.1
  • 18
    • 0035732070 scopus 로고    scopus 로고
    • Robust Designs for Polynomial Regression by Maximizing a Minimum of Dand D1-Efficiencies
    • [21]
    • Dette, H., and Franke, T. (2001), "Robust Designs for Polynomial Regression by Maximizing a Minimum of Dand D1-Efficiencies, " The Annals of Statistics, 29, 1024-1049. [21]
    • (2001) The Annals of Statistics , vol.29 , pp. 1024-1049
    • Dette, H.1    Franke, T.2
  • 19
    • 68649106638 scopus 로고    scopus 로고
    • Optimal Discrimination Designs
    • [4]
    • Dette, H., and Titoff, S. (2009), "Optimal Discrimination Designs, " The Annals of Statistics, 37, 2056-2082. [4]
    • (2009) The Annals of Statistics , vol.37 , pp. 2056-2082
    • Dette, H.1    Titoff, S.2
  • 21
    • 84865429735 scopus 로고    scopus 로고
    • Sequential Monte Carlo for Bayesian Sequentially Designed Experiments for Discrete Data
    • [21]
    • Drovandi, C. C., McGree, J. M., and Pettitt, A. N. (2013), "Sequential Monte Carlo for Bayesian Sequentially Designed Experiments for Discrete Data, " Computational Statistics & Data Analysis, 57, 320-335. [21]
    • (2013) Computational Statistics & Data Analysis , vol.57 , pp. 320-335
    • Drovandi, C.C.1    McGree, J.M.2    Pettitt, A.N.3
  • 23
    • 0030304310 scopus 로고    scopus 로고
    • Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models
    • [7]
    • Kitagawa, G. (1996), "Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models, " Journal of Computational and Graphical Statistics, 5, 1-25. [7]
    • (1996) Journal of Computational and Graphical Statistics , vol.5 , pp. 1-25
    • Kitagawa, G.1
  • 26
    • 84901817700 scopus 로고    scopus 로고
    • Maximising the Information Content of Experiments in Systems Biology
    • [online]. Submitted. Available at [5]
    • Liepe, J., Filippi, S., Komorowski, M., and Stumpf, M. P. H., "Maximising the Information Content of Experiments in Systems Biology, " PLOS [online]. Submitted. Available at http://www.ploscompbiol.org/ article/info%3Adoi%2F10.1371%2Fjournal.pcbi.1002888. [5]
    • PLOS
    • Liepe, J.1    Filippi, S.2    Komorowski, M.3    Stumpf, M.P.H.4
  • 27
    • 0001249987 scopus 로고
    • On aMeasure of the Information Provided by an Experiment
    • [5]
    • Lindley, D. V. (1956), "On aMeasure of the Information Provided by an Experiment, " The Annals ofMathematical Statistics, 27, 986-1005. [5]
    • (1956) The Annals ofMathematical Statistics , vol.27 , pp. 986-1005
    • Lindley, D.V.1
  • 30
  • 33
    • 0007190954 scopus 로고    scopus 로고
    • Simulation-Based Optimal Design
    • in eds., J. M. Bernardo, J. O. Berger, A. P. Dawid, A. F. M. Smith, Oxford University Press, [21]
    • Müller, P. (1999), "Simulation-Based Optimal Design, " in Bayesian Statistics 6: Proceedings of the Sixth Valencia International Meeting, June 6-10, 1998 (Vol. 6), eds., J. M. Bernardo, J. O. Berger, A. P. Dawid, A. F. M. Smith, Oxford University Press, pp. 459-474. [21]
    • (1999) Bayesian Statistics 6: Proceedings of the Sixth Valencia International Meeting, June 6-10, 1998 , vol.6 , pp. 459-474
    • Müller, P.1
  • 35
    • 9744246868 scopus 로고    scopus 로고
    • Design of Follow-Up Experiments for Improving Model Discrimination and Parameter Estimation
    • [5,5]
    • Ng, S. H., and Chick, S. E. (2004), "Design of Follow-Up Experiments for Improving Model Discrimination and Parameter Estimation, " Naval Research Logistics (NRL), 51, 1129-1148. [5,5]
    • (2004) Naval Research Logistics (NRL) , vol.51 , pp. 1129-1148
    • Ng, S.H.1    Chick, S.E.2
  • 36
    • 79956028025 scopus 로고    scopus 로고
    • Evaluation of Graphical Diagnostics for Assessing Goodness of Fit of Logistic Regression Models
    • [14]
    • Pavan Kumar, V. V., and Duffull, S. B. (2011), "Evaluation of Graphical Diagnostics for Assessing Goodness of Fit of Logistic Regression Models, " Journal of Pharmacokinetics and Pharmacodynamics, 38, 1-18. [14]
    • (2011) Journal of Pharmacokinetics and Pharmacodynamics , vol.38 , pp. 1-18
    • Pavan Kumar, V.V.1    Duffull, S.B.2
  • 37
    • 84868664163 scopus 로고    scopus 로고
    • A Generalisation of T-Optimality for Discriminating Between Competing Models With an Application to Pharmacokinetic Studies
    • [4]
    • Pavan Kumar, V. V., and Duffull, S. B. (2012), "A Generalisation of T-Optimality for Discriminating Between Competing Models With an Application to Pharmacokinetic Studies, " Pharmaceutical Statistics, 2, 503-510. [4]
    • (2012) Pharmaceutical Statistics , vol.2 , pp. 503-510
    • Pavan Kumar, V.V.1    Duffull, S.B.2
  • 38
    • 0040056529 scopus 로고
    • Optimum Experimental Design for Discriminating Between Two Rival Models in the Presence of Prior Information
    • [4]
    • Ponce de Leon, A. C., and Atkinson, A. C. (1991), "Optimum Experimental Design for Discriminating Between Two Rival Models in the Presence of Prior Information, " Biometrika, 78, 601-608. [4]
    • (1991) Biometrika , vol.78 , pp. 601-608
    • de Leon Ponce, A.C.1    Atkinson, A.C.2
  • 39
    • 0001201909 scopus 로고
    • Bayesian Model Selection in Social Research
    • [3]
    • Raftery, A. E. (1995), "Bayesian Model Selection in Social Research, " Sociological Methodology, 25, 111-164. [3]
    • (1995) Sociological Methodology , vol.25 , pp. 111-164
    • Raftery, A.E.1
  • 40
    • 18244378520 scopus 로고    scopus 로고
    • On Bayesian Analysis of Mixtures With an Unknown Number of Components
    • (with discussion), Series B, [3]
    • Richardson, S., and Green, P. (1997), "On Bayesian Analysis of Mixtures With an Unknown Number of Components" (with discussion), Journal of the Royal Statistical Society, Series B, 59, 731-792. [3]
    • (1997) Journal of the Royal Statistical Society , vol.59 , pp. 731-792
    • Richardson, S.1    Green, P.2
  • 41
    • 34249044465 scopus 로고    scopus 로고
    • Motor Unit Number Estimation Using Reversible Jump Markov Chain Monte Carlo Methods
    • (with discussion), Series C, [17]
    • Ridall, P. G., Pettitt, A. N., Friel, N., McCombe, P. A., and Henderson, R. D. (2007), "Motor Unit Number Estimation Using Reversible Jump Markov Chain Monte Carlo Methods" (with discussion), Journal of the Royal Statistical Society, Series C, 56, 235-269. [17]
    • (2007) Journal of the Royal Statistical Society , vol.56 , pp. 235-269
    • Ridall, P.G.1    Pettitt, A.N.2    Friel, N.3    McCombe, P.A.4    Henderson, R.D.5
  • 43
    • 0141941673 scopus 로고    scopus 로고
    • Estimating Expected Information Gains for Experimental Designs With Application to the Random Fatigue-Limit Model
    • [5]
    • Ryan, K. J. (2003), "Estimating Expected Information Gains for Experimental Designs With Application to the Random Fatigue-Limit Model, " Journal of Computational and Graphical Statistics, 12, 585-603. [5]
    • (2003) Journal of Computational and Graphical Statistics , vol.12 , pp. 585-603
    • Ryan, K.J.1
  • 44
    • 84948260204 scopus 로고
    • Optimal Experimental Design for Polynomial Regression
    • [4]
    • Stigler, S. M. (1971), "Optimal Experimental Design for Polynomial Regression, " Journal of the American Statistical Association, 66, 311-318. [4]
    • (1971) Journal of the American Statistical Association , vol.66 , pp. 311-318
    • Stigler, S.M.1
  • 45
    • 69249221278 scopus 로고    scopus 로고
    • Optimal Designs for Both Model Discrimination and Parameter Estimation
    • [4]
    • Tommasi, C. (2009), "Optimal Designs for Both Model Discrimination and Parameter Estimation, " Journal of Statistical Planning and Inference, 139, 4123-4132. [4]
    • (2009) Journal of Statistical Planning and Inference , vol.139 , pp. 4123-4132
    • Tommasi, C.1
  • 46
    • 75249088572 scopus 로고    scopus 로고
    • Simulation-Based Model Selection for Dynamical Systems in Systems and Population Biology
    • [21]
    • Toni, T., and Stumpf, M. P. H. (2010), "Simulation-Based Model Selection for Dynamical Systems in Systems and Population Biology, " Bioinformatics, 26, 104-110. [21]
    • (2010) Bioinformatics , vol.26 , pp. 104-110
    • Toni, T.1    Stumpf, M.P.H.2
  • 47
    • 3142670446 scopus 로고    scopus 로고
    • Criterion-Robust Optimal Designs forModel Discrimination and Parameter Estimation: Multivariate Polynomial Regression Case
    • [21]
    • Tsai, M. H., and Zen, M.M. (2004), "Criterion-Robust Optimal Designs forModel Discrimination and Parameter Estimation: Multivariate Polynomial Regression Case, " Statistica Sinica, 14, 591-602. [21]
    • (2004) Statistica Sinica , vol.14 , pp. 591-602
    • Tsai, M.H.1    Zen, M.M.2
  • 48
    • 12844255058 scopus 로고    scopus 로고
    • T-Optimum Designs for Discrimination Between Two Multiresponse Dynamic Models
    • [4]
    • Ucinski, D., and Bogacka, B. (2005), "T-Optimum Designs for Discrimination Between Two Multiresponse Dynamic Models, " Journal of the Royal Statistical Society, Series B, 67, 3-18. [4]
    • (2005) Journal of the Royal Statistical Society, Series B , vol.67 , pp. 3-18
    • Ucinski, D.1    Bogacka, B.2
  • 50
    • 0029071328 scopus 로고
    • Bayesian Decision Procedures for Dose Determining Experiments
    • [14]
    • Whitehead, J., and Brunier, H. (1995), "Bayesian Decision Procedures for Dose Determining Experiments, " Statistics in Medicine, 14, 885-893. [14]
    • (1995) Statistics in Medicine , vol.14 , pp. 885-893
    • Whitehead, J.1    Brunier, H.2
  • 51
    • 33744516369 scopus 로고    scopus 로고
    • Designs for Generalized Linear Models With Several Variables and Model Uncertainty
    • [4]
    • Woods, D. C., Lewis, S. M., Eccleston, J. A., and Russell, K. G. (2006), "Designs for Generalized Linear Models With Several Variables and Model Uncertainty, " Technometrics, 48, 284-292. [4]
    • (2006) Technometrics , vol.48 , pp. 284-292
    • Woods, D.C.1    Lewis, S.M.2    Eccleston, J.A.3    Russell, K.G.4
  • 52
    • 70349776681 scopus 로고    scopus 로고
    • Bayesian Model Averaging Continual Reassessment Method in Phase I Clinical Trials
    • [21]
    • Yin, G., and Yuan, Y. (2009), "Bayesian Model Averaging Continual Reassessment Method in Phase I Clinical Trials, " Journal of the American Statistical Association, 104, 954-968. [21]
    • (2009) Journal of the American Statistical Association , vol.104 , pp. 954-968
    • Yin, G.1    Yuan, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.