Optimal information usage in binary sequential hypothesis testing

M. Doerpinghaus,I. Neri,E. Roldan, F. Juelicher

THEORY OF PROBABILITY AND ITS APPLICATIONS(2023)

引用 0|浏览1
暂无评分
摘要
An interesting question is whether an information theoretic interpretation can be given of optimal algorithms in sequential hypothesis testing. We prove that for the binary sequen-tial probability ratio test of a continuous observation process, the mutual information between the observation process up to the decision time and the actual hypothesis conditioned on the decision variable is equal to zero. This result can be interpreted as an optimal usage of the information on the hypothesis available in the observations by the sequential probability ratio test. As a consequence, the mutual information between the random decision time of the sequential probability ratio test and the actual hypothesis conditioned on the decision variable is also equal to zero.
更多
查看译文
关键词
sequential hypothesis testing, sequential probability ratio test, mutual information
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要