A note on properties of using Fisher information gain for Bayesian design of experiments
Antony M. Overstall
Abstract
Antony M. Overstall
Abstract
Designs found by maximizing the expected Fisher information gain can result in a singular Fisher information matrix. This leads to non-unique classical estimates and ill-conditioning of posterior computation. A mitigating strategy for finding designs using Fisher information gain is proposed.
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Designs found by maximizing the expected Fisher information gain can result in a singular Fisher information matrix. This leads to non-unique classical estimates and ill-conditioning of posterior computation. A mitigating strategy for finding designs using Fisher information gain is proposed.
Key concepts: Fisher information, Information gain, Bayesian probability, Prior information, Computation, Bayes' theorem, Computer science, Mathematics