Bayesian Experimental Design: A Review
Kathryn Chaloner and Isabella Verdinelli
Non Bayesian experimental design for linear models has been
reviewed by Steinberg and Hunter (1984) and in the recent
book by Pukelsheim (1993); Ford, Kitsos and Titterington (1989)
reviewed non Bayesian design for nonlinear models. Bayesian
design for both linear and nonlinear models is reviewed here.
We argue that the design problem is best considered as a
decision problem and that it is best solved by maximizing
the expected utility of the experiment. This paper considers
only in a marginal way, when appropriate, the theory of non
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