24 citations · 48 across the 5 of their papers we have counts for
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math.NA2023
Estimating nested expectations without inner conditional sampling and application to value of information analysis
Tomohiko Hironaka, Takashi Goda
Motivated by various computational applications, we investigate the problem of estimating nested expectations. Building upon recent work by the authors, we propose a novel Monte Ca…
math.NA2021
An efficient estimation of nested expectations without conditional sampling
Tomohiko Hironaka, Takashi Goda
Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to esti…
math.NA2019★ 9 cited
Multilevel Monte Carlo estimation of the expected value of sample information
Tomohiko Hironaka, Michael B. Giles, Takashi Goda +1
We study Monte Carlo estimation of the expected value of sample information (EVSI) which measures the expected benefit of gaining additional information for decision making under u…