The Library
Maximum entropy sampling and optimal Bayesian experimental design
Tools
UNSPECIFIED (2000) Maximum entropy sampling and optimal Bayesian experimental design. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 62 (Part 1). pp. 145-157. ISSN 1369-7412.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Abstract
When Shannon entropy is used as a criterion in the optimal design of experiments, advantage can be taken of the classical identity representing the joint entropy of parameters and observations as the sum of the marginal entropy of the observations and the preposterior conditional entropy of the parameters. Following previous work in which this idea was used in spatial sampling, the method is applied to standard parameterized Bayesian optimal experimental design. Under suitable conditions, which include non-linear as well as linear regression models, it is shown in a few steps that maximizing the marginal entropy of the sample is equivalent to minimizing the preposterior entropy, the usual Bayesian criterion, thus avoiding the use of conditional distributions. It is shown using this marginal formulation that under normality assumptions every standard model which has a two-point prior distribution on the parameters gives an optimal design supported on a single point. Other results include a new asymptotic formula which applies as the error variance is large and bounds on support size.
Item Type: | Journal Article | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | ||||
Publisher: | BLACKWELL PUBL LTD | ||||
ISSN: | 1369-7412 | ||||
Official Date: | 2000 | ||||
Dates: |
|
||||
Volume: | 62 | ||||
Number: | Part 1 | ||||
Number of Pages: | 13 | ||||
Page Range: | pp. 145-157 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |