1. Optimal Experimental Design for Partially Observable Pure Birth Processes
- Author
-
Eshragh, Ali, Skerritt, Matthew P., Salvy, Bruno, and McCallum, Thomas
- Subjects
Mathematics - Statistics Theory ,Mathematics - Numerical Analysis - Abstract
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.
- Published
- 2024