Hainy Markus, Müller Werner G, Wagner Helga
Department of Applied Statistics, Johannes Kepler University, Altenberger Strasse 69, 4040 Linz, Austria.
Stoch Environ Res Risk Assess. 2016;30:481-492. doi: 10.1007/s00477-015-1067-8. Epub 2015 Apr 12.
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.
在本文中，我们采用一种新颖的方法来为那些无法通过解析获得似然函数，但可以通过似然函数进行模拟的问题找到最优设计。为了近似期望效用，我们使用近似贝叶斯计算方法。我们详细阐述了针对空间极值模型的方法，其目标是找到用于有效估计确定相依结构的参数的最优设计。该方法被应用于确定用于模拟夏季最高年气温的气象站的最优设计。
