79 citations · 79 across the 3 of their papers we have counts for
3 papers
stat.CO2021
Multimodal Information Gain in Bayesian Design of Experiments
Quan Long
One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation…
stat.CO2018
Efficient Propagation of Uncertainties in Manufacturing Supply Chains: Time Buckets, L-leap and Multilevel Monte Carlo
Nai-Yuan Chiang, Yinqing Lin, Quan Long
Uncertainty propagation of large scale discrete supply chains can be prohibitive when a large number of events occur during the simulated period and discrete event simulations (DES…
math.NA2017★ 79 cited
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Joakim Beck, Ben Mansour Dia, Luis FR Espath +2
In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number…