Learning Bayesian Statistics
How to Design Better Experiments with Expected Information Gain
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Today's clip is from Episode 156 featuring Adam Foster. In this conversation, Adam explains Expected Information Gain (EIG) -the scoring function at the heart of optimal Bayesian experimental design.
The core idea: when designing an experiment, you need a way to compare possible designs and pick the best one. EIG is that score - it tells you how much information you expect to gain about your…