3 papers
math.NA2026
Multilevel randomized quasi-Monte Carlo estimator for nested integration
Arved Bartuska, André Gustavo Carlon, Luis Espath +2
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantificat…
math.NA2026
Double-loop randomized quasi-Monte Carlo estimator for nested integration
Arved Bartuska, André Gustavo Carlon, Luis Espath +2
Nested integration of the form $\int f\left(\int g(\bs{y},\bs{x})\di{}\bs{x}\right)\di{}\bs{y}$, characterized by an outer integral connected to an inner integral through a nonline…
math.NA2024
Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty
Arved Bartuska, Luis Espath, Raúl Tempone
Finding the optimal design of experiments in the Bayesian setting typically requires estimation and optimization of the expected information gain functional. This functional consis…