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  An information theoretic analysis of sequential decision-making

Dörpinghaus, M., Roldán, É., Neri, I., Meyr, H., & Jülicher, F. (2017). An information theoretic analysis of sequential decision-making. In G. Kramer (Ed.), 2017 IEEE International Symposium on Information Theory (ISIT): 25-30 June 2017 (pp. 3050-3054). Piscataway, N.J.: IEEE.

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Genre: Konferenzbeitrag

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 Urheber:
Dörpinghaus, Meik, Autor
Roldán, Édgar, Autor
Neri, Izaak1, Autor           
Meyr, Heinrich, Autor
Jülicher, Frank, Autor
Kramer, Gerhard, Herausgeber
Affiliations:
1Max Planck Institute for Molecular Cell Biology and Genetics, ou_2340692              

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Schlagwörter: -
 Zusammenfassung: We provide a novel analysis of Wald's sequential probability ratio test based on information theoretic measures for symmetric thresholds, symmetric noise, and equally likely hypotheses. This test is optimal in the sense that it yields the minimum mean decision time. To analyze the decision-making process we consider information densities, which represent the stochastic information content of the observations yielding a stochastic termination time of the test. Based on this, we show that the conditional probability to decide for hypothesis H1 (or the counter-hypothesis H0) given that the test terminates at time instant k is independent of time k. An analogous property has been found for a continuous-time first passage problem with two absorbing boundaries in the contexts of non-equilibrium statistical physics and communication theory. Moreover, we study the evolution of the mutual information between the binary variable to be tested and the output of the Wald test. Notably, we show that the decision time of the Wald test contains no information on which hypothesis is true beyond the decision outcome

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 Datum: 2017-08-09
 Publikationsstatus: Erschienen
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 Art der Begutachtung: -
 Identifikatoren: DOI: 10.1109/ISIT.2017.8007090
Anderer: cbg-7073
 Art des Abschluß: -

Veranstaltung

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Titel: 2017 IEEE International Symposium on Information Theory, ISIT 2017 : 25-30 June 2017
Veranstaltungsort: Aachen; Germany
Start-/Enddatum: 0017-06-27 - 0017-07-02

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Titel: 2017 IEEE International Symposium on Information Theory (ISIT) : 25-30 June 2017
Genre der Quelle: Konferenzband
 Urheber:
Kramer, Gerhard, Herausgeber
Affiliations:
-
Ort, Verlag, Ausgabe: Piscataway, N.J. : IEEE
Seiten: - Band / Heft: 2017 IEEE International Symposium on Information Theory (ISIT) : 25-30 June 2017 Artikelnummer: - Start- / Endseite: 3050 - 3054 Identifikator: ISBN: 978-1-5090-4097-1