2019 IEEE International Symposium on Information Theory (ISIT) 2019
DOI: 10.1109/isit.2019.8849436
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Active Hypothesis Testing: Beyond Chernoff-Stein

Abstract: 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 objective is to minimize the probability of making an incorrect inference (misclassification probability) while ensuring that the true hypothesis is declared conclusively with moderately high probability. For this problem, lower and upper bounds on the optimal misclassif… Show more

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Cited by 11 publications
(5 citation statements)
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“…One way to study this problem is to introduce a 'discount factor' that exponentially suppresses rewards that are reached after many measurement rounds. One can then obtain upper and lower bounds on the minimal discounted measurement infidelity [28]. A potential line of future work is to extend these results to the case of non-trivial transition matrices.…”
Section: Discussionmentioning
confidence: 95%
“…One way to study this problem is to introduce a 'discount factor' that exponentially suppresses rewards that are reached after many measurement rounds. One can then obtain upper and lower bounds on the minimal discounted measurement infidelity [28]. A potential line of future work is to extend these results to the case of non-trivial transition matrices.…”
Section: Discussionmentioning
confidence: 95%
“…Alternatively, the decision-maker may choose from a subset of actions to control the information extracted from the observation data and enhance the decision-making fidelity [143], [144]. This approach, which is called active hypothesis testing, was first introduced by Chernoff [145] for the sequential case.…”
Section: A Abnormality Detection Problem Formulationmentioning
confidence: 99%
“…The mutual information belongs to the class of information utility functions [41]- [43]. Information utilities have been successfully employed in applications such as active sequential hypothesis testing [41], [42] and codes for communication channels with feedback [43]. In general, information utility functions employ a suitable measure of uncertainty and model the reduction of uncertainty at each stage.…”
Section: Rewards Beliefs and Equilibriamentioning
confidence: 99%
“…In general, information utility functions employ a suitable measure of uncertainty and model the reduction of uncertainty at each stage. Besides the reduction in entropy employed in this work, several other related uncertainty measures have been used such as the extrinsic Jensen-Shannon divergence [41], the average confidence level [42] and the expected reduction in the KL distance [43].…”
Section: Rewards Beliefs and Equilibriamentioning
confidence: 99%