Computation
It is seldom feasible to carry out the integration over the space of possible observations in E analytically, so the computation of EVSI usually requires a Monte Carlo simulation. The method involves randomly simulating a sample, then using it to compute the posterior and maximizing utility based on . This whole process is then repeated many times, for to obtain a Monte Carlo sample if optimal utilities. These are averaged to obtain the expected utility given a hypothetical sample.
Read more about this topic: Expected Value Of Sample Information
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