Bayesian decision-theoretic design of experiments under an alternative model

DOI10.1214/21-BA1286MaRDI QIDQ6203241zbMATH OpenOpenAlexFDO

Authors Antony M. Overstall, J. M. McGree

Publication date 27 February 2024

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.12570, https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-4/Bayesian-Decision-Theoretic-Design-of-Experiments-Under-an-Alternative-Model/10.1214/21-BA1286.full

zbMATH Keywords

cubic spline basisexpected loss functionfull-treatment modelmodel discrepancynon-linear modelnormal linear model

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the expectation is taken with respect to the joint distribution of all unknown quantities implied by the statistical model that will be fitted to observed responses. In this paper, an extended framework is proposed whereby the expectation of the loss is taken with respect to a joint distribution implied by an alternative statistical model. Motivation for this includes promoting robustness, ensuring computational feasibility and for allowing realistic prior specification when deriving a design. To aid in exploring the new framework, an asymptotic approximation to the expected loss under an alternative model is derived, and the properties of different loss functions are established. The framework is then demonstrated on a linear regression versus full-treatment model scenario, on estimating parameters of a non-linear model under model discrepancy and a cubic spline model under an unknown number of basis functions.

Cites work

• A General Framework for Updating Belief Distributions
• A Review of Modern Computational Algorithms for Bayesian Optimal Design
• Bayesian calibration of computer models. (With discussion)
• Bayesian experimental design: A review
• Bayesian-inspired minimum aberration two- and four-level designs
• Design of experiments in nonlinear models. Asymptotic normality, optimality criteria and small-sample properties
• Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
• Gaussian processes for machine learning.
• scientific article; zbMATH DE number 3675161 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 1865509 (Why is no real title available?)
• Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
• Maximum Likelihood Estimation of Misspecified Models
• Optimal Bayesian experimental design for models with intractable likelihoods using indirect inference applied to biological process models
• Optimal design for nonlinear response models
• Optimal Experimental Design for Another's Analysis
• Robust and Efficient Designs for the Michaelis–Menten Model
• Statistical Models
• The Bernstein-von Mises theorem under misspecification

Cited in

(5)

• Modern Bayesian experimental design
• Bayesian sample size determination for coefficient of variation of normal distribution
• Non-intrusive optimal experimental design for large-scale nonlinear Bayesian inverse problems using a Bayesian approximation error approach
• Expected information gain estimation via density approximations: sample allocation and dimension reduction
• Gibbs optimal design of experiments

This page was built for publication: Bayesian decision-theoretic design of experiments under an alternative model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6203241)