Bayesian Experimental Design: A Review

by Kathryn Chaloner
and Isabella Verdinelli
Technical Report No. 607
School of Statistics
University of Minnesota
July 28, 1995

Kathryn Chaloner is Associate Professor, Department of Statistics, University of Minnesota, Minneapolis, Minnesota.

Isabella Verdinelli is Associate Profession, Diparmento di Statistics, Probabilita e Statistiche Applicate, Univerita di Roma "La Sapienza" and visiting Associate Professor, Department of Statistics, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213.

Abstract

This paper reviews the literature on Bayesian experimental design, both for linear and nonlinear models. A unified view of the topic is presented by putting experimental design in a decision theoretic framework. This framework justifies many optimality criteria, and opens new possibilities. Various design criteria become part of a single, coherent approach.

Click here to download the complete PostScript technical report.