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Durham University

Research & business

Research lectures, seminars and events

The events listed in this area are research seminars, workshops and lectures hosted by Durham University departments and research institutes. If you are not a member of the University, but  wish to enquire about attending one of the events please contact the organiser or host department.


 

Statistics Seminars: Bayesian design of experiments under an alternative model

Presented by Antony Overstall, University of Southampton
26 April 2021 13:00 in CM107

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a loss function over the space of all designs. The loss represents the aim of the experiment and the expectation is with respect to the joint distribution of all unknown quantities implied by the statistical model that will be fitted on observation of the responses. An extended framework is proposed whereby the expectation of the loss is taken with respect to a joint distribution induced by an alternative statistical model. The framework can be employed to promote robustness, ensure computational feasibility or to allow realistic prior specification. To aid in exploring the framework, an asymptotic approximation to the resulting expected loss is developed. Implications of the choice of loss function are also considered. The framework is demonstrated on a linear regression versus full-treatment model scenario, and on estimating parameters of a non-linear model under differing model discrepancies.

Contact konstantinos.perrakis@durham.ac.uk for more information