27. Februar - Assoc. Prof. Dr. Antony Overstall, Southampton Statistical Sciences Research Institute (S3RI), University of Southampton, UK: Gibbs optimal design of experiments
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Meeting-ID: 280 519 2121
Passwort: 584190
Abstract:
Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving gain in information in estimating the true values of the parameters, using the Bayesian posterior distribution. A Bayesian optimal design is given by maximising expectation of the utility with respect to the distribution implied by statistical model and prior distribution for the true parameter values. The approach accounts for the experimental aim, via specification of the utility, and of assumed sources of uncertainty. However, it is predicated on the statistical model being correct. Recently, a new type of statistical inference, known as Gibbs inference, has been proposed. This is Bayesian-like, i.e. uncertainty for unknown quantities is represented by a posterior distribution, but does not necessarily require specification of a statistical model. The resulting inference is less sensitive to misspecification of the statistical model. This talk introduces Gibbs optimal design: a framework for optimal design of experiments under Gibbs inference. A computational approach to find designs in practice is outlined and (time allowing) the framework is demonstrated on exemplars including linear models, and experiments with count and time-to-event responses.