Optimal Design - History

History

The prophet of scientific experimentation, Francis Bacon, foresaw that experimental designs should be improved. Researchers who improved experiments were praised in Bacon's utopian novel New Atlantis:

Then after divers meetings and consults of our whole number, to consider of the former labors and collections, we have three that take care out of them to direct new experiments, of a higher light, more penetrating into nature than the former. These we call lamps.

In 1815, an article on optimal designs for polynomial regression was published by Joseph Diaz Gergonne, according to Stigler.

Charles S. Peirce proposed an economic theory of scientific experimentation in 1876, which sought to maximize the precision of the estimates. Peirce's optimal allocation immediately improved the accuracy of gravitational experiments and was used for decades by Peirce and his colleagues. In his 1882 published lecture at Johns Hopkins University, Peirce introduced experimental design with these words:

Logic will not undertake to inform you what kind of experiments you ought to make in order best to determine the acceleration of gravity, or the value of the Ohm; but it will tell you how to proceed to form a plan of experimentation.

Unfortunately practice generally precedes theory, and it is the usual fate of mankind to get things done in some boggling way first, and find out afterward how they could have been done much more easily and perfectly.

Like Bacon, Peirce was aware that experimental methods should strive for substantial improvement (even optimality).

Kirstine Smith proposed optimal designs for polynomial models in 1918. (Kirstine Smith had been a student of the Danish statistician Thorvald N. Thiele and was working with Karl Pearson in London.)