Related papers: Active sequential hypothesis testing
Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
Consider a decision maker who is responsible to collect observations so as to enhance his information in a speedy manner about an underlying phenomena of interest. The policies under which the decision maker selects sensing actions can be…
Given a malfunctioning system, sequential diagnosis aims at identifying the root cause of the failure in terms of abnormally behaving system components. As initial system observations usually do not suffice to deterministically pin down…
We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…
The problem of joint detection and lossless source coding is considered. We derive asymptotically optimal decision rules for deciding whether or not a sequence of observations has emerged from a desired information source, and to compress…
The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…
We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…
A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking $K$ items by sequentially collecting pairwise noisy…
We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…
We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…
Two active hypothesis testing problems are formulated. In these problems, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if…
An active hypothesis testing problem is formulated. In this problem, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if needed.…
The problem of quickest detection of an anomalous process among M processes is considered. At each time, a subset of the processes can be observed, and the observations from each chosen process follow two different distributions, depending…
Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…
In many derivative-free optimization algorithms, a sufficient decrease condition decides whether to accept a trial step in each iteration. This condition typically requires that the potential objective function value decrease of the trial…
Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…
We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…