You want some sort of adaptive or sequential design (right?), so the optimal design not being terribly helpful is not surprising: they're more intended for fixed up-front designing of experiments.
So after looking at the problem I'm actually working on, I realize an adaptive/sequential design isn't really what I'm after.
What I really want is a fractional factorial model that takes a prior (and minimizes regret between information learned and cumulative score). It seems like the goal of multi-armed bandit is to do exactly that, but I only want to do it once, assuming a fixed prior which doesn't update over time.
Do you think your monte-carlo Bayesian experimental design is the best way to do this, or can I utilize some of the insights from Thompson sampling to make this process a bit less computationally expensive (which is important for my particular use case)?
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It would be interesting to make Null experiment, which will consist only of two control groups, so we will know what is the medium difference between two equal groups. It would also interesting to add two control groups in each experiment, as we will see how strong is the effect.
For example if we have difference between main and control in 10 per cent, it could looks like strong result. But if we have second control group, and it has 7 per cent difference from first control group, our result is not so strong after all.
I think that it is clear that can't do it just splitting existing control group in two parts, as such action could be done in many different ways and researcher could choose most favorable, and also because there could be some interactions inside control group, and also because smaler statistic power.
You can. Cross-validation, the bootstrap, permutation tests - these rely on that sort of procedure. They generate an empirical distribution of differences between groups or effect sizes which replace the assumption of being two normal distributions etc. It would be better to do those with both the experimental and control data, though.