A Sequential Monte Carlo Framework for Adaptive Bayesian Model Discrimination Designs Using Mutual Information
Conference paper
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Abstract
In this paper we present a unified sequential Monte Carlo (SMC) framework for performing sequential experimental design for discriminating between a set of models. The model discrimination utility that we advocate is fully Bayesian and based upon the mutual information. SMC provides a convenient way to estimate the mutual information. Our experience suggests that the approach works well on either a set of discrete or continuous models and outperforms other model discrimination approaches.
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© Springer International Publishing Switzerland 2014