Computationally Efficient Experimental Design with Generalized Posteriors
Abstract
The hybrid approach to experimental design aims to control frequentist operating characteristics of Bayesian decision procedures. These operating characteristics are assessed by simulating sampling distributions of posterior summaries under assumed data-generation processes that also define posterior distributions. Model misspecification can distort effect estimation and compromise control over operating characteristics. Generalized posterior distributions are defined using generalized likelihoods that characterize data generation under fewer assumptions, enhancing the robustness of Bayesian analysis and study design. However, widely applicable and computationally efficient design methodology with generalized posteriors is lacking. We propose an efficient method to determine suitable sample sizes and decision criteria associated with generalized posteriors under the hybrid approach. Using theoretical results to model posterior summaries as linear functions of the sample size, we efficiently assess operating characteristics throughout the sample size space given simulations conducted at only two sample sizes. While the benefits of the proposed methodology are illustrated by redesigning an adaptive clinical trial with time-to-event outcomes, we overview our framework's broader applicability to experiments involving Bayesian analogues to M-estimation.
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BibTeX
@misc{hagar2026computationally,
title = {{Computationally Efficient Experimental Design with Generalized Posteriors}},
author = {Luke Hagar and James M. McGree},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2605.00379},
eprint = {2605.00379},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.00379},
note = {CC BY-NC-ND 4.0},
}
RIS
TY - UNPB
TI - Computationally Efficient Experimental Design with Generalized Posteriors
AU - Luke Hagar
AU - James M. McGree
PY - 2026
DA - 2026/09/01
PB - arXiv
DO - 10.48550/arxiv.2605.00379
UR - https://arxiv.org/abs/2605.00379
AB - The hybrid approach to experimental design aims to control frequentist operating characteristics of Bayesian decision procedures. These operating characteristics are assessed by simulating sampling distributions of posterior summaries under assumed data-generation processes that also define posterior distributions. Model misspecification can distort effect estimation and compromise control over operating characteristics. Generalized posterior distributions are defined using generalized likelihoods that characterize data generation under fewer assumptions, enhancing the robustness of Bayesian analysis and study design. However, widely applicable and computationally efficient design methodology with generalized posteriors is lacking. We propose an efficient method to determine suitable sample sizes and decision criteria associated with generalized posteriors under the hybrid approach. Using theoretical results to model posterior summaries as linear functions of the sample size, we efficiently assess operating characteristics throughout the sample size space given simulations conducted at only two sample sizes. While the benefits of the proposed methodology are illustrated by redesigning an adaptive clinical trial with time-to-event outcomes, we overview our framework's broader applicability to experiments involving Bayesian analogues to M-estimation.
ER -