Optimal Bayesian design for model discrimination via classification


Type
Article
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Authors
Hainy, Markus 
Price, David 
Drovandi, Christopher 
Abstract

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated data sets. This issue is compounded further when the likelihood functions for the rival models are computationally expensive. A new approach using supervised classification methods is developed to perform Bayesian optimal model discrimination design. This approach requires considerably fewer simulations from the candidate models than previous approaches using approximate Bayesian computation. Further, it is easy to assess the performance of the optimal design through the misclassification error rate. The approach is particularly useful in the presence of models with intractable likelihoods but can also provide computational advantages when the likelihoods are manageable.

Description
Keywords
Journal Title
Statistics and Computing
Conference Name
Journal ISSN
0960-3174
Volume Title
Publisher
Springer
Sponsorship
Biotechnology and Biological Sciences Research Council (BB/M020193/1)
Biotechnology and Biological Sciences Research Council grant BB/M020193/1