Properties of using Fisher information gain for Bayesian design of experiments

16 Mar 2020 Antony M. Overstall

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and parameters). For most common utility functions, the expected utility is rarely available in closed form and requires a computationally expensive approximation which then needs to be maximised over the space of all possible designs... (read more)

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  • STATISTICS THEORY
  • STATISTICS THEORY