10 citations · 11 across the 3 of their papers we have counts for
5 papers
Median randomized quasi-Monte Carlo for nested integration
Arved Bartuska, Yang Liu, Raúl Tempone
Nested integrals where and $\boldsymbo…
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…
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…
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…
Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty
Arved Bartuska, Luis Espath, Raúl Tempone
Calculating the expected information gain in optimal Bayesian experimental design typically relies on nested Monte Carlo sampling. When the model also contains nuisance parameters,…