Coherent dispersion criteria for optimal experimental design

• 成果类型: Article
• 署名作者: Dawid, AP; Sebastiani, P
• 署名单位: University of London; University College London; Open University - UK
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1999
• 页码: 65-81
• 关键词: bayesian experimental-design; nonlinear models

摘要

We characterize those coherent design criteria which depend only on the dispersion matrix (assumed proper and nonsingular) of the state of nature, which may be a parameter-vector or a set of future observables, and describe the associated decision problems. Connections are established with the classical approach to optimal design theory for the normal linear model, based on concave functions of the information matrix. Implications of the theory for more general models are also considered.