Minimax Efficient Random Experimental Design Strategies With Application to Model-Robust Design for Prediction
极小极大高效随机实验设计及其模型稳健预测应用
In game theory and statistical decision theory, a random (i.e., mixed) decision strategy often outperforms a deterministic strategy in minimax expected loss. As experimental design can be viewed as a game pitting the Statistician against Nature, the use of a random strategy to choose a design will often be beneficial. However, the topic of minimax-efficient random strategies for design selection is mostly unexplored, with consideration limited to Fisherian randomization of…