Cited by 1,509Optimal Experimental Design MethodsStatistical Methods and Bayesian InferenceProbability and Statistical Research

On a measure of the information provided by an experiment

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Lindley, D. V.·1956·The Annals of Mathematical Statistics

Abstract

A measure is introduced of the information provided by an experiment. The measure is derived from the work of Shannon [10] and involves the knowledge prior to performing the experiment, expressed through a prior probability distribution over the parameter space. The measure is used to compare some pairs of experiments without reference to prior distributions; this method of comparison is contrasted with the methods discussed by Blackwell. Finally, the measure is applied to provide a solution to some problems of experimental design, where the object of experimentation is not to reach decisions but rather to gain knowledge about the world.

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  • This intrinsic value maximisation underwrites Bayesian experimental design, active learning, intrinsic motivation, and artificial curiosity.

    “This underwrites Bayesian experimental design [134] and active learning in statistics [135], intrinsic motivation and artificial curiosity in machine learning and robotics [136, 137, 138, 139, 140].”

    From The free energy principle made simpler but not too simple (2023) · cites this paper as [134]

  • Figure 7 shows that expected free energy contains terms that arise in various formulations of optimal behaviour, ranging from optimal Bayesian design to control as inference.

    “Figure 7 shows that the expected free energy contains terms that arise in various formulations of optimal behaviour; ranging from optimal Bayesian design [134] through to control as inference [132, 127].”

    From The free energy principle made simpler but not too simple (2023) · cites this paper as [134]

  • On a Bayesian reading, expected information gain is exactly the same quantity that underwrites the principles of optimal Bayesian design.

    “On a Bayesian reading, the expected information gain is exactly the same quantity that underwrites the principles of optimal Bayesian design [134, 76, 163].”

    From The free energy principle made simpler but not too simple (2023) · cites this paper as [134]

  • High entropy corresponds to high uncertainty.

    “High entropy corresponds to high uncertainty23–25—so semantic entropy is one way to estimate semantic uncertainties.”
  • In order to reduce parameters' uncertainties one should choose an experiment that maximizes the mutual information between the parameter and the output.

    “Therefore, in order to reduce parameters' uncertainties one should choose an experiment that maximizes the mutual information between and .”

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Research works printed but not linked: 11

  1. [1][1] G. A. BARNARD, "Simplified decision functions," Biometrika, Vol. 41 (1954), pp. 241251. -
  2. [2][2] DAvıd BLAckwELL, "Comparison of experiments," Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, 1951, pp. 93–102. -
  3. [3][3] DAviD BLAckwELL, "Equivalent comparisons of experiments," Ann. Math. Stat., Vol. 24 (1953), pp. 265–272. -
  4. [4][4] DAViD BLAcCKwELL AND M. A. GIRsHICK, Theory of Games and Statistical Decisions, John Wiley and Sons, New York, 1954. -
  5. [5][5] G. H. HARDY, J. E. LITTLEwooD, AND G. PóLYA, Inequalities, Cambridge University Press, 1952. -
  6. [6][6] S. KuLLBAck, "An application of information theory to multivariate analysis,"Ann. Math. Stat., Vol. 23 (1952), pp. 88–102. -
  7. [7][7] S. KuLLBAck, "Certain inequalities in information theory and the Cramér-Rao inequality," Ann. Math. Stat., Vol. 25 (1954), pp. 745–751. -
  8. [8][8] S. KuLLBACK AND R. A. LEIBLER, "Information and sufficiency," Ann. Math. Stat., Vol. 22 (1951), pp. 79–86. -
  9. [10][10] C. E. SHANNoN, "A mathematical theory of communication," Bell System Technical Journal, Vol. 27 (1948), pp. 379–423, 623–656. -
  10. [12][12] P. M. WoodwArd, "Theory of Radar Information" Proceedings of a Symposium on Information Theory, Ministry of Supply (London) (1950), pp. 108–113. -
  11. [15][15] R. A. FisíER, 'Statistical methods and scientific induction."J. Roy. Stat. Soc. (B), Vol. 17 (1955), pp. 69–78.

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Authors
Lindley, D. V.
Corresponding author
Lindley, D. V.
Venue
The Annals of Mathematical Statistics
Published
1956-12
Volume
27
Issue
4
Pages
986-1005
ISSN
0003-4851 (ISSN-L)
OpenAlex
W2076580309
Cited by
1,509
References
3
Citations by year
2026: 65 · 2025: 66 · 2024: 68 · 2023: 71 · 2022: 62 · 2021: 77 · 2020: 70 · 2019: 74 · 2018: 62 · 2017: 56 · 2016: 33 · 2015: 45 · 2014: 41 · 2013: 43 · 2012: 46
FWCI
4.90
Type
journal article
Language
en
Open access
Locations
  • The Annals of Mathematical Statistics (publishedVersion)
  • Project Euclid (Cornell University) (submittedVersion)
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Optimal Experimental Design Methods
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
Keywords
information measures, experimental design, prior distributions, experimental comparison, Shannon information, parameter space, knowledge improvement

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