Finding Near-Optimal Bayesian Experimental Designs via Genetic Algorithms

Abstract

This article shows how a genetic algorithm can be used to find near-optimal Bayesia nexperimental designs for regression models. The design criterion considered is the expected Shannon information gain of the posterior distribution obtained from performing a given experiment compared with the prior distribution. Genetic algorithms are described and then applied to experimental design. The methodology is then illustrated with a wide range of examples: linear and nonlinear regression, single and multiple factors, and normal and Bernoulli distributed experimental data.