A Geometric Approach to Optimal Experimental Design

Fuente: arXiv
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Bibliographic Details
Main Authors: Kerrigan, Gavin, Naesseth, Christian A., Rainforth, Tom
Format: Preprint
Published: 2025
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author Kerrigan, Gavin
Naesseth, Christian A.
Rainforth, Tom
author_facet Kerrigan, Gavin
Naesseth, Christian A.
Rainforth, Tom
contents We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties. To address these limitations, we propose the mutual transport dependence (MTD), a measure of statistical dependence grounded in optimal transport theory which provides a geometric objective for optimizing designs. Unlike conventional approaches, the MTD can be tailored to specific downstream estimation problems by choosing appropriate geometries on the underlying spaces. We demonstrate that our framework produces high-quality designs while offering a flexible alternative to standard information-theoretic techniques.
format Preprint
id arxiv_https___arxiv_org_abs_2510_14848
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Geometric Approach to Optimal Experimental Design
Kerrigan, Gavin
Naesseth, Christian A.
Rainforth, Tom
Machine Learning
We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties. To address these limitations, we propose the mutual transport dependence (MTD), a measure of statistical dependence grounded in optimal transport theory which provides a geometric objective for optimizing designs. Unlike conventional approaches, the MTD can be tailored to specific downstream estimation problems by choosing appropriate geometries on the underlying spaces. We demonstrate that our framework produces high-quality designs while offering a flexible alternative to standard information-theoretic techniques.
title A Geometric Approach to Optimal Experimental Design
topic Machine Learning
url https://arxiv.org/abs/2510.14848