Efficient construction of optimal designs for stochastic process models

Prof Richard Boys (Newcastle University)


This talk looks at a new method to determine Bayes optimal (sampling) designs in a fast and computationally efficient way.  The method recycles utility calculations and is embarrassingly parallel. It samples designs (and then calculates their utility) according to a particle scheme in which weights are proportional to the current estimated expected utility.  The method outperforms many existing methods.


Import this event to your Outlook calendar
▲ Up to the top