47 citations · 411 across the 42 of their papers we have counts for
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A simple algorithm for global sensitivity analysis with Shapley effects
Takashi Goda
Global sensitivity analysis aims at measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sen…
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs
Takashi Goda, Tomohiko Hironaka, Wataru Kitade +1
In this paper we propose an efficient stochastic optimization algorithm to search for Bayesian experimental designs such that the expected information gain is maximized. The gradie…
Toeplitz Monte Carlo
Josef Dick, Takashi Goda, Hiroya Murata
Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, called Toeplitz Monte Carlo (TMC) e…
Efficient Debiased Evidence Estimation by Multilevel Monte Carlo Sampling
Kei Ishikawa, Takashi Goda
In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators o…