acebayes: An R Package for Bayesian Optimal Design of Experiments via Approximate Coordinate Exchange

acebayes: An R Package for Bayesian Optimal Design of Experiments via Approximate Coordinate Exchange

We describe the R package acebayes and demonstrate its use to find Bayesian optimal experimental designs. A decision-theoretic approach is adopted, with the optimal design maximizing an expected utility. Finding Bayesian optimal designs for realistic problems is challenging, as the expected utility...

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Bibliographic Details
Main Authors: Antony M. Overstall, David C. Woods, Maria Adamou
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2020-10-01
Series:Journal of Statistical Software
Subjects:
a-optimality
computer experiments
d-optimality
decision-theoretic design
gaussian process regression
generalized linear models
high-dimensional design
model selection
nonlinear models
prediction
pseudo-bayesian design
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3137

Internet

https://www.jstatsoft.org/index.php/jss/article/view/3137

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