当前位置: X-MOL 学术J. R. Stat. Soc. B › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Adaptive designs for optimal observed Fisher information
The Journal of the Royal Statistical Society, Series B (Statistical Methodology) ( IF 5.8 ) Pub Date : 2020-06-15 , DOI: 10.1111/rssb.12378
Adam Lane 1
Affiliation  

Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast with the common claim that the inverse of the observed Fisher information is a better approximation of the variance of the maximum likelihood estimator. Observed Fisher information cannot be known a priori ; however, if an experiment is conducted sequentially, in a series of runs, the observed Fisher information from previous runs is known. In the current work, two adaptive designs are proposed that use the observed Fisher information from previous runs to inform the design of future runs.

中文翻译:

自适应设计以获取最佳的Fisher信息

可以先验地找到期望的Fisher信息,因此,其反函数是实验设计中使用的主要方差近似。这与通常的说法相反,后者认为观察到的Fisher信息的逆值是最大似然估计器方差的更好近似。先验知道Fisher信息是先验的; 但是,如果按顺序进行实验,则在一系列运行中,从先前运行中观察到的Fisher信息是已知的。在当前的工作中,提出了两个自适应设计,它们使用先前运行中观察到的Fisher信息来告知未来运行的设计。
更新日期:2020-08-10
down
wechat
bug