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A geometric approach to optimal experimental design

Abstract:

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.

Publication status:
Accepted
Peer review status:
Peer reviewed

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Publication website:
https://openreview.net/forum?id=u0aepMHQ5p

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author


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Funder identifier:
https://ror.org/001aqnf71
Grant:
EP/Y037200/1


Publisher:
Society for Artificial Intelligence and Statistics
Acceptance date:
2026-04-01
Event title:
29th International Conference on Artificial Intelligence and Statistics (AISTATS 2026)
Event location:
Tangier, Morocco
Event website:
https://virtual.aistats.org/Conferences/2026
Event start date:
2026-05-02
Event end date:
2026-05-05


Language:
English
Pubs id:
2406613
Local pid:
pubs:2406613
Deposit date:
2026-04-15
ARK identifier:

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