English

Optimal Experimental Design for Partially Observable Pure Birth Processes

Statistics Theory 2024-02-21 v2 Numerical Analysis Numerical Analysis Statistics Theory

Abstract

We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving nn observations. Partially observable implies that at each of the nn observation time points for counting the number of individuals present in the pure birth process, each individual is observed independently with a fixed probability pp, modeling detection difficulties or constraints on resources. We apply concepts and techniques from generating functions, using a combination of symbolic and numeric computation, to establish a recursion for evaluating and optimizing the Fisher information. Our numerical results reveal the efficacy of this new method. An implementation of the algorithm is available publicly.

Keywords

Cite

@article{arxiv.2402.09772,
  title  = {Optimal Experimental Design for Partially Observable Pure Birth Processes},
  author = {Ali Eshragh and Matthew P. Skerritt and Bruno Salvy and Thomas McCallum},
  journal= {arXiv preprint arXiv:2402.09772},
  year   = {2024}
}
R2 v1 2026-06-28T14:49:20.096Z