Design of Experiments via Information Theory

We discuss an idea for collecting data in a relatively efficient manner. Our point of view is Bayesian and information-theoretic: on any given trial, we want to adaptively choose the input in such a way that the mutual information between the (unknown) state of the system and the (stochastic) output is maximal, given any prior information (including data collected on any previous trials). We prove a theorem that quantifies the effectiveness of this strategy and give a few illustrative examples comparing the performance of this adaptive technique to that of the more usual nonadaptive experimental design. For example, we are able to explicitly calculate the asymptotic relative efficiency of the “staircase method” widely employed in psychophysics research, and to demonstrate the dependence of this efficiency on the form of the “psychometric function” underlying the output responses.

• Type: Conference
• Year: 2003
• Where: NIPS
• Authors: Liam Paninski
• Keywords: Asymptotic Relative Efficiency, Efficient Manner, Mutual Information, NIPS 2003, NIPS 2007