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Bibliographic Details
Main Authors: Eshragh, Ali, Skerritt, Matthew P., Salvy, Bruno, McCallum, Thomas
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.09772
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author Eshragh, Ali
Skerritt, Matthew P.
Salvy, Bruno
McCallum, Thomas
author_facet Eshragh, Ali
Skerritt, Matthew P.
Salvy, Bruno
McCallum, Thomas
contents We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving $n$ observations. Partially observable implies that at each of the $n$ observation time points for counting the number of individuals present in the pure birth process, each individual is observed independently with a fixed probability $p$, modeling detection difficulties or constraints on resources. We apply concepts and techniques from generating functions, using a combination of symbolic and numeric computation, to establish a recursion for evaluating and optimizing the Fisher information. Our numerical results reveal the efficacy of this new method. An implementation of the algorithm is available publicly.
format Preprint
id arxiv_https___arxiv_org_abs_2402_09772
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Optimal Experimental Design for Partially Observable Pure Birth Processes
Eshragh, Ali
Skerritt, Matthew P.
Salvy, Bruno
McCallum, Thomas
Statistics Theory
Numerical Analysis
We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving $n$ observations. Partially observable implies that at each of the $n$ observation time points for counting the number of individuals present in the pure birth process, each individual is observed independently with a fixed probability $p$, modeling detection difficulties or constraints on resources. We apply concepts and techniques from generating functions, using a combination of symbolic and numeric computation, to establish a recursion for evaluating and optimizing the Fisher information. Our numerical results reveal the efficacy of this new method. An implementation of the algorithm is available publicly.
title Optimal Experimental Design for Partially Observable Pure Birth Processes
topic Statistics Theory
Numerical Analysis
url https://arxiv.org/abs/2402.09772