Library / Mathematical Modeling DPF
Jump to passage
In this reading

Link to current text

Published source confirmed at last check

Source changed 2026-10-03 11:52:20 UTC · snapshot created 2026-10-03 11:53:41 UTC · last check 2026-10-03 14:10:16 UTC

MMP.16:4 - Solution

State the disagreement that matters. Derive the records each alternative can produce under feasible observation choices. Construct a comparison of those records that improves the receiving answer, and compare the attainable benefit with the work involved. Obtain the selected observation only when that comparison supports it; otherwise use the present result or change the question or access.

MMP.16:4.1 - Locate the consequential disagreement

Write the answer that would differ. It may be a threshold response, a predicted event, an intervention consequence or which conjecture to develop next. For a numerical target, write it as q(h,theta), where h selects a model and theta contains its remaining unknowns. Different theta within one model can matter as much as different model labels.

Recover what the present observations and assumptions leave possible. MMP.11 constructs the family of models; MMP.12 exposes a recovery ambiguity; MMP.13 supplies probabilistic conclusions when used. Group equivalent parameterizations by the behavior relevant to this question.

Ask which remaining disagreements change the intended answer or a worthwhile later inquiry. If all retained alternatives already support the same sufficient answer, return it.

MMP.16:4.2 - Construct the law of the obtainable records

Let d denote a feasible design: the selected inputs or cases, preparation, observing times and recording procedure. For each alternative derive either:

  • a set R(h,theta,d) of possible records under its bounded uncertainties; or
  • a probability law P(Y | h,theta,d) for the records Y.

The record includes what the procedure would actually retain. Compose the modeled response with the selection, measurement, censoring, rounding or aggregation operation. If an intervention changes the subject, derive its response under that intervention; an observational association alone supplies no such law.

Keep unknowns shared across readings shared. An unknown calibration offset cannot take one arbitrary value for the first reading and an unrelated value for the next if the same offset governs both. A repeated observation can reduce independent noise while leaving that common ambiguity intact.

A probabilistic comparison integrates unknowns only under a supplied probability law. Otherwise retain them as conditional possibilities or compare performance across their admitted range. Choosing a convenient nuisance value separately for each model can make a design look more discriminating than it is.

For an adaptive design, later observation choices are functions of records already available. Derive their joint law with that dependence. A sequence of fixed-design calculations does not by itself describe an outcome-dependent stopping or sampling rule.

MMP.16:4.3 - Find what a design can distinguish

First seek a simple consequential contrast. For a set-valued model, take the union of R(h,theta,d) over the remaining possible theta. Disjoint unions for two alternatives give a separating observation under those assumptions. If the unions overlap, identify records that would settle the needed distinction and records that would leave it open.

Equal sets alone do not establish equal statistical information: probability laws can weight the same possible records differently. In a probabilistic model, compare the full record laws or a statistic whose retained information suffices for the requested result. Distinct means are one possible contrast, not a universal criterion.

An impossibility conclusion needs its scope. Two alternatives that give the same record law under every currently feasible design, yet different required answers, demonstrate a distinction unavailable through those designs. More repetitions under the same uninformative access do not resolve it. Changing the observation type, access or target may do so. Failure of a numerical search to find a good design establishes only that search result.

A narrower target can remain obtainable. Suppose all feasible records leave the individual parameters unresolved, but every compatible parameter pair gives the same total response. Return the total when it answers the work question. Recovering each parameter is then unnecessary.

MMP.16:4.4 - Construct the design criterion from the receiving use

For a required distinction with controlled statistical error, construct a rule T(Y) that returns the answer or an unresolved result. For example, let two specified hypotheses have record densities p0(y;d) and p1(y;d) relative to the same measure. For a chosen threshold c, the rule selects H1 on the region A={y: p1(y;d)>c*p0(y;d)} and H0 otherwise. Calculate P0(A), the chance of selecting H1 under H0, and P1(A-complement), the opposite error. Compare designs and thresholds that meet the required error bound. For a composite hypothesis, the claimed protection across its parameter range requires controlling the error across that range, rather than only at a fitted value.

Other decision rules can retain an unresolved answer when that is useful. Their comparison likewise follows from their record laws and the error consequences the use requires.

When probability, actions and losses are appropriate, let pi be the current joint law of the unknowns, a an available action, and L(a,h,theta) its loss. For a finite set of action choices and an observation that changes information alone, compare:

R0 = min_a E_pi[L(a,h,theta)]

R(d) = E_Y[min_a E[L(a,h,theta) | Y,d]]

value of sample information = R0 - R(d).

The inner choice uses the observed record; the outer expectation averages records that are still unknown when the design is chosen. In this formulation the recipient can ignore the record and retain the old action, so R(d) cannot exceed R0 under the same model. Subtracting the full cost of obtaining and using the information can still make the proposal unattractive. :5.2 carries out the calculation.

If the experiment itself changes the state, available actions or their consequences, include those effects in the decision model. The simple information-only comparison above is then insufficient. MMP.8.SD constructs the continuing state, information and consequence model.

An information criterion is another branch. For a selected unknown Q, expected information gain is the mutual information I(Q;Y | d) under the supplied joint law. Choosing Q as the model label, all parameters or a wanted prediction defines different design problems. Use this criterion when resolving that uncertainty serves the stated inquiry. It does not measure every practical consequence of the observation.

The comparison need not be a probability calculation. A guaranteed separation, an ordinal improvement, or a change in attainable answers can suffice. Use the existing FPF choice and portfolio methods when several gains and burdens remain incomparable. This pattern supplies the modeled observation consequences, not a new general system for valuing research.

MMP.16:4.5 - Construct and compare attainable designs

Use the contrast to generate alternatives: observe where responses differ, resolve an omitted component, vary an input independently, measure at a different scale or time, or change how the record is made. Derive the resulting record laws before optimizing a convenient proxy.

For a small set of designs, calculate the selected criterion directly. For a large set, use the applicable search or numerical method from Computational Thinking. Count the cost of evaluating a design as part of the work. If approximate criteria cannot reliably order close candidates, return that uncertainty, retain several designs, or refine the calculation where a changed ranking matters.

Compare against using current information. C.11.DUA governs the attainable contribution, delay, displaced work and any disputed evidence demand. When an information-only design has a bound on its possible benefit below its cost, that bound can end the comparison without computing its criterion more accurately.

For a sequence of observations, decide whether the immediate comparison represents the intended horizon. An apparently uninformative first step may enable a later separating observation. Construct that continuation with MMP.8.SD when it changes the choice; do not require a full sequential optimization for a sufficient one-step design.

MMP.16:4.6 - Use the result and reopen the implicated assumption

Return enough for the observation to be performed and interpreted: the selected conditions, records to retain, comparison rule, and the consequence of an unresolved or conflicting result. A design calculation remains a prediction about possible records; it is not an observation already obtained.

After observing, use the inference and comparison that match the actual procedure. If access, stopping or recording changed, revise the affected law before interpreting the result. For example, replacing a numerical readout by a threshold alarm changes the available distinction.

Model discrimination compares the alternatives supplied. If every alternative fails to explain an important record, MMP.14 returns to the relevant subject or observation assumption. Selecting the least poor alternative can support a limited approximation, but its winning score alone does not establish adequacy.

Where the intended use covers different conditions from the selected observations, carry that difference into the receiving prediction. Recent work on active learning under model misspecification shows why concentrating observations for parameter information can worsen prediction elsewhere. Compare alternative observation regions or model families when this vulnerability can change the design or receiving prediction.