Likelihood-free simulation-based optimal design with an application to spatial extremes.
Likelihood-free simulation-based optimal design with an application to spatial extremes.
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DOI：
10.1007/s00477-015-1067-8
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
Wagner H
中科院分区：
文献类型：
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作者：
Hainy M;Müller WG;Wagner H
在本文中，我们采用了一种新的方法来找到最优设计的问题，其中的可能性是无法解析，但模拟的可能性是可行的。为了近似期望效用，我们使用近似贝叶斯计算方法。我们详细介绍了空间极值模型的方法，其目标是找到最优设计，以有效地估计确定依赖结构的参数。该方法被应用于确定最佳设计的气象站模拟最高年夏季温度。本文的在线版本（doi：10.1007/s 00477 -015-1067-8）包含补充材料，可供授权用户使用。
In this paper we employ a novel method to find the optimal design for problems where the likelihood is not available analytically, but simulation from the likelihood is feasible. To approximate the expected utility we make use of approximate Bayesian computation methods. We detail the approach for a model on spatial extremes, where the goal is to find the optimal design for efficiently estimating the parameters determining the dependence structure. The method is applied to determine the optimal design of weather stations for modeling maximum annual summer temperatures. The online version of this article (doi:10.1007/s00477-015-1067-8) contains supplementary material, which is available to authorized users.