Title
Sequential Hypothesis Testing under Stochastic Deadlines
Abstract
Most models of decision-making in neuroscience assume an infinite horizon, which yields an optimal solution that integrates evidence up to a fixed decision threshold; however, under most experimental as well as naturalistic behavioral settings, the decision has to be made before some finite deadl ine, which is often experienced as a stochastic quantity, either due to variabl e external constraints or internal timing uncertainty. In this work, we formulate thi s problem as sequential hypothesis testing under a stochastic horizon. We use dynamic programming tools to show that, for a large class of deadline distributions, th e Bayes-optimal solution requires integrating evidence up to a threshold that declin es monotonically over time. We use numerical simulations to illustrate the optimal policy in the special cases of a fixed deadline and one that is drawn from a gamma dist ribution.
Year
Venue
Keywords
2007
NIPS
numerical simulation,sequential hypothesis testing
Field
DocType
Citations 
Dynamic programming,Monotonic function,Mathematical optimization,Computer science,Horizon,Infinite horizon,Gamma distribution,Sequential analysis
Conference
13
PageRank 
References 
Authors
1.31
1
2
Name
Order
Citations
PageRank
Peter Frazier1614.99
Angela Yu2132.32