Bayesian Optimum Design Criterion for Multi Models Discrimination

Abstract

. The problem of obtaining the optimum design, which is able to discriminate between several rival models has been considered in this paper. We give an optimality-criterion, using a Bayesian approach. This is an exten-sion of the Bayesian KL-optimality to more than two models. A modification is made to deal with nested models. The proposed Bayesian optimality criterion is a weighted average, where the weights are corresponding probabilities of models to let them be true. We consider these probabilities coming from a Poisson distribution.