一种非参数方法来估计有效样本大小,用高斯对样本信息预期值的近似方法
Linke Li1,2, Hawre Jalal3, Anna Heath1,2,4
1Dalla Lana School of Public Health, University of Toronto, Toronto, Canada.
概括
我们开发了一种新方法来估计有效样本大小 (ESS),它衡量数据的信息价值. 这种方法在计算上是高效和准确的,改善了决策模型的分析和样本信息 (EVSI) 计算的预期值.
科学领域:
- 统计 统计 统计 统计
- 决策分析 决策分析
- 计算统计学 计算统计学
背景情况:
- 有效样本大小 (ESS) 量化了概率分布的信息内容.
- 通过高斯近似来估计样本信息 (EVSI) 的预期值,ESS是至关重要的.
- 现有的ESS估计方法通常是计算密集型或不精确的.
研究的目的:
- 引入一种新的,计算效率高,准确的方法来估计ESS.
- 在高斯近似框架内解决当前ESS估计技术的局限性.
主要方法:
- 使用来自生成数据集的总结统计数据.
- 使用非参数回归模型进行ESS估计.
- 通过模拟实验验验证方法.
主要成果:
- 拟议的方法产生了准确的ESS估计.
- 这种方法证明了低计算成本.
- 模拟证实了该方法的效率和精度.
结论:
- 新的ESS估计方法为在概率分布中量化信息提供了一个实际的解决方案.
- 这有助于更好地理解决策模型中的不确定性,并增强EVSI计算.
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