Testing Optimality of Sequential Decision-Making

Autor:	Dörpinghaus, Meik, Neri, Izaak, Roldán, Édgar, Meyr, Heinrich, Jülicher, Frank
Rok vydání:	2018
Předmět:	Computer Science - Information Theory Condensed Matter - Statistical Mechanics Computer Science - Neural and Evolutionary Computing Physics - Biological Physics
Druh dokumentu:	Working Paper
Popis:	This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The proposed method requires samples of the decision times, the decision outcomes, and the true hypotheses, but does not require knowledge on the statistics of the observations or the properties of the decision-making system. The method is based on fluctuation relations for decision time distributions which are proved for sequential probability ratio tests. These relations follow from the martingale property of probability ratios and hold under fairly general conditions. We illustrate these tests with numerical experiments and discuss potential applications. Comment: 42 pages, 7 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1801.01574 Zobrazit plný text záznamu View this record from Arxiv