Learning functions and approximate Bayesian computation design: ABCD
Interventions aimed at high-need families have difficulty demonstrating short-term impact on child behaviour. A general approach to Bayesian learning revisits some classical results, which study which functionals on a prior distribution are expected to increase, in a preposterior sense. The results are applied to information functionals of the Shannon type and to a class of functionals based on expected distance. A close connection is made between the latter and a metric embedding theory due to Schoenberg and others. For the Shannon type, there is a connection to majorization theory for distributions. A computational method is described to solve generalized optimal experimental design problems arising from the learning framework based on a version of the well-known approximate Bayesian computation (ABC) method for carrying out the Bayesian analysis based on Monte Carlo simulation. Some simple examples are given.
| Item Type | Article |
|---|---|
| Copyright holders | © 2014 Authors, licensee MDPI, Basel, Switzerland © CC BY 3.0 |
| Keywords | approximate Bayesian computation, learning, majorization, optimum experimental design, Shannon information |
| Departments | LSE |
| DOI | 10.3390/e16084353 |
| Date Deposited | 05 Sep 2014 08:56 |
| URI | https://researchonline.lse.ac.uk/id/eprint/59283 |
