Adaptive designs for optimal observed Fisher information. (15th June 2020)

• Record Type: Journal Article
• Authors: Lane, Adam
• Is Part Of: Journal of the Royal Statistical Society. Volume 82:Number 4(2020)
• Page Start: 1029
• Page End: 1058
• Publication Date: 2020-06-15
• Subjects: Adaptive design -- Conditional inference -- Curvature -- Fisher information -- Optimal design; Statistics -- Periodicals; Great Britain -- Statistics -- Periodicals; 519.2
• DOI: 10.1111/rssb.12378
• Languages: English
• ISSNs: 1369-7412

Abstract

Summary: 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.