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A Note on Nonnegative DoIt Approximation

Summary: In 2012, V. Roshan Joseph introduced a new deterministic approximation method, known as design of experiments-based interpolation technique (DoIt), was proposed for Bayesian computation. A major weakness of this method is that the approximated posterior density can become negative. In this technical note, a modification to the approximation is proposed that guarantees nonnegativity of the approximated density. Surprisingly, the new approximation is much simpler and faster to compute than the original DoIt approximation. This article has supplementary materials online.

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  • Topics: Engineering
  • Keywords: Bayesian methods, Design of experiments (DOE), Statistical experimental design (SED), Interpolation, Approximation
  • Author: Joseph, V. Roshan
  • Journal: Technometrics