Bayesian Experimental Design for Multiple Hypothesis Testing
面向多重假设检验的贝叶斯实验设计
The problem of designing an optimal experiment for the purpose of performing one or more hypothesis tests is considered. The Bayesian decision theoretic approach is used to arrive at several new optimality criteria for this purpose. For a single hypothesis test, the resulting optimal designs are the well-known φ-optimal designs that minimize the posterior variance of the parameter being tested. For multiple tests, an experimental design must perform well under several…