ArticleBiometrika2019
Optimal designs for frequentist model averaging.
Article in Biometrika, 2019. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.
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1 citing paper in PubMed.
- Active Inferants: An Active Inference Framework for Ant Colony Behavior.Frontiers in behavioral neuroscience · 2021Article
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3 authors.
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Abstract
We consider the problem of designing experiments for estimating a target parameter in regression analysis when there is uncertainty about the parametric form of the regression function. A new optimality criterion is proposed that chooses the experimental design to minimize the asymptotic mean squared error of the frequentist model averaging estimate. 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 by up to 45%.
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