Introduces a double-loop randomized quasi-Monte Carlo estimator for nested integration and derives asymptotic error bounds for its bias and variance under stated regularity conditions.
Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
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Double-loop randomized quasi-Monte Carlo estimator for nested integration
Introduces a double-loop randomized quasi-Monte Carlo estimator for nested integration and derives asymptotic error bounds for its bias and variance under stated regularity conditions.