2018/07/13 by Kira Alhorn, Alhorn, Kira, Kirsten Schorning +3
Computer Science · Decision Sciences · Engineering · #Advanced Multi-Objective Optimization Algorithms #FOS: Computer and information sciences #Manufacturing Process and Optimization #Methodology (stat.ME) #Optimal Experimental Design Methods
paper · pdf · doi:10.48550/arxiv.1807.05234
openalex publication_date 2018/07/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider the problem of designing experiments for the estimation of a target in regression analysis if there is uncertainty about the parametric form of the regression function. A new optimality criterion is proposed, which minimizes the asymptotic mean squared error of the frequentist model averaging estimate by the choice of an experimental design. Necessary conditions for the optimal solution of a locally and Bayesian optimal design problem are established. The results are illustrated in several examples and it is demonstrated that Bayesian optimal designs can yield a reduction of the mean squared error of the model averaging estimator up to 45%.