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We study the Non-Homogeneous Sequential Hypothesis Testing (NHSHT), where a single active Decision-Maker (DM) selects actions with heterogeneous positive costs to identify the true hypothesis under an average error constraint \(\delta\),…

Information Theory · Computer Science 2025-10-01 George Vershinin , Asaf Cohen , Omer Gurewitz

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…

Information Theory · Computer Science 2014-10-09 Kobi Cohen , Qing Zhao

In the problem of active sequential hypothesis testing (ASHT), a learner seeks to identify the true hypothesis from among a known set of hypotheses. The learner is given a set of actions and knows the random distribution of the outcome of…

Machine Learning · Computer Science 2021-10-08 Kyra Gan , Su Jia , Andrew Li

An active inference problem of detecting anomalies among heterogeneous processes is considered. At each time, a subset of processes can be probed. The objective is to design a sequential probing strategy that dynamically determines which…

Information Theory · Computer Science 2018-08-29 Boshuang Huang , Kobi Cohen , Qing Zhao

Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the…

Information Theory · Computer Science 2013-12-19 Mohammad Naghshvar , Tara Javidi

The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…

Signal Processing · Electrical Eng. & Systems 2021-01-15 Fengfan Qin , Da Chen , Hui Feng , Qing Zhao , Tao Yang , Bo Hu

Reliability of sequential hypothesis testing can be greatly improved when the decision maker is given the freedom to adaptively take an action that determines the distribution of the current collected sample. Such advantage of sampling…

Information Theory · Computer Science 2025-07-11 Chia-Yu Hsu , I-Hsiang Wang

Active learning can reduce the number of samples needed to perform a hypothesis test and to estimate the parameters of a model. In this paper, we revisit the work of Chernoff that described an asymptotically optimal algorithm for performing…

Machine Learning · Statistics 2022-03-14 Subhojyoti Mukherjee , Ardhendu Tripathy , Robert Nowak

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.…

Information Theory · Computer Science 2019-01-23 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

We study the Active Simple Hypothesis Testing (ASHT) problem, a simpler variant of the Fixed Budget Best Arm Identification problem. In this work, we provide novel game theoretic formulation of the upper bounds of the ASHT problem. This…

Machine Learning · Computer Science 2025-04-29 Sushant Vijayan

We study "active" decision making over sensor networks where the sensors' sequential probing actions are actively chosen by continuously learning from past observations. We consider two network settings: with and without central…

Methodology · Statistics 2020-11-30 Anshuka Rangi , Massimo Franceschetti , Stefano Marano

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…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

Active learning is a learning strategy whereby the machine learning algorithm actively identifies and labels data points to optimize its learning. This strategy is particularly effective in domains where an abundance of unlabeled data…

Machine Learning · Computer Science 2024-03-05 Zan-Kai Chong , Hiroyuki Ohsaki , Bryan Ng

Sequential detection of independent anomalous processes among K processes is considered. At each time, only M processes can be observed, and the observations from each chosen process follow two different distributions, depending on whether…

Information Theory · Computer Science 2023-07-19 Kobi Cohen , Qing Zhao

A combination of deep reinforcement learning and supervised learning is proposed for the problem of active sequential hypothesis testing in completely unknown environments. We make no assumptions about the prior probability, the action and…

Artificial Intelligence · Computer Science 2023-06-07 George Stamatelis , Nicholas Kalouptsidis

We study the problem of identifying an anomalous subset of streams under correlated noise, motivated by monitoring and security in cyber-physical systems. This problem can be viewed as a form of combinatorial pure exploration, where each…

Machine Learning · Computer Science 2026-01-27 Zichuan Yang , Yiming Xing

For some hypothesis classes and input distributions, active agnostic learning needs exponentially fewer samples than passive learning; for other classes and distributions, it offers little to no improvement. The most popular algorithms for…

Machine Learning · Computer Science 2024-05-24 Eric Price , Yihan Zhou

Adaptive importance sampling (AIS) uses past samples to update the \textit{sampling policy} $q_t$ at each stage $t$. Each stage $t$ is formed with two steps : (i) to explore the space with $n_t$ points according to $q_t$ and (ii) to exploit…

Statistics Theory · Mathematics 2018-10-04 Bernard Delyon , François Portier

We study the problem of active nonparametric sequential two-sample testing over multiple heterogeneous data sources. In each time slot, a decision-maker adaptively selects one of $K$ data sources and receives a paired sample generated from…

Statistics Theory · Mathematics 2025-12-30 Chia-Yu Hsu , Shubhanshu Shekhar

The simulation of human neurons and neurotransmission mechanisms has been realized in deep neural networks based on the theoretical implementations of activation functions. However, recent studies have reported that the threshold potential…

Machine Learning · Computer Science 2023-05-11 Kyungsu Lee , Jaeseung Yang , Haeyun Lee , Jae Youn Hwang
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