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Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

Information accounting provides a better foundation for hypothesis testing than does uncertainty quantification. A quantitative account of science is derived under this perspective that alleviates the need for epistemic bridge principles,…

Other Statistics · Statistics 2017-04-26 Grey Nearing , Hoshin Gupta

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

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…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

We develop an empirical Bayes framework for experimental design that leverages information from prior related studies. When a researcher has access to estimates from previous studies on similar parameters, they can use empirical Bayes to…

Econometrics · Economics 2026-02-25 Zhiheng You

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…

Machine Learning · Statistics 2025-11-12 Yasir Zubayr Barlas , Sabina J. Sloman , Samuel Kaski

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell

Our purpose, is to put forward a change in the paradigm of testing by generalizing a very natural idea exposed by Morris DeGroot (1975) aiming to an approach that is attractive to all schools of statistics, in a procedure better suited for…

Methodology · Statistics 2013-10-02 Luis Pericchi , Carlos Pereira

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

Statistical hypothesis testing is the central method to demarcate scientific theories in both exploratory and inferential analyses. However, whether this method befits such purpose remains a matter of debate. Established approaches to…

Data Analysis, Statistics and Probability · Physics 2024-10-29 Orestis Loukas , Ho-Ryun Chung

Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a…

Machine Learning · Computer Science 2022-11-08 Andreas Kirsch , Yarin Gal

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…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Bayesian experimental design (BED) is a tool for guiding experiments founded on the principle of expected information gain. I.e., which experiment design will inform the most about the model can be predicted before experiments in a…

Chemical Physics · Physics 2019-09-10 Eric A. Walker , Kishore Ravisankar

Information theory is widely accepted as a powerful tool for analyzing complex systems and it has been applied in many disciplines. Recently, some central components of information theory - multivariate information measures - have found…

Information Theory · Computer Science 2012-08-30 Nicholas Timme , Wesley Alford , Benjamin Flecker , John M. Beggs

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

The ranking of experiments by expected information gain (EIG) in Bayesian experimental design is sensitive to changes in the model's prior distribution, and the approximation of EIG yielded by sampling will have errors similar to the use of…

Machine Learning · Statistics 2022-05-23 Jinwoo Go , Tobin Isaac

There is growing interest in Bayesian clinical trial designs with informative prior distributions, e.g. for extrapolation of adult data to pediatrics, or use of external controls. While the classical type I error is commonly used to…

Methodology · Statistics 2023-09-06 Nicky Best , Maxine Ajimi , Beat Neuenschwander , Gaelle Saint-Hilary , Simon Wandel

Shannon based his information theory on the notion of probability measures as it we developed by Kolmogorov. In this paper we study some fundamental problems in information theory based on expectation measures. In the theory of expectation…

Information Theory · Computer Science 2025-01-30 Peter Harremoës
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