Sequential Hypothesis Testing under Stochastic Deadlines

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Sequential Hypothesis Testing under Stochastic Deadlines
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 deadline, which is often experienced as a stochastic quantity, either due to variable external constraints or internal timing uncertainty. In this work, we formulate this problem as sequential hypothesis testing under a stochastic horizon. We use dynamic programming tools to show that, for a large class of deadline distributions, the Bayes-optimal solution requires integrating evidence up to a threshold that declines 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 distribution.
Peter Frazier, Angela Yu
Added 30 Oct 2010
Updated 30 Oct 2010
Type Conference
Year 2007
Where NIPS
Authors Peter Frazier, Angela Yu
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