Asymptotic optimality of myopic information-based strategies for Bayesian adaptive estimation

DOI10.3150/14-BEJ670zbMath1388.62239arXiv1506.05483WikidataQ110236375 ScholiaQ110236375MaRDI QIDQ5963513

Janne V. Kujala

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05483

zbMATH Keywords

decision theoryD-optimalityasymptotic optimalityactive learningactive data selectionBayesian adaptive estimationcost of observationdifferential entropysequential estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Psychophysics and psychophysiology; perception (91E30) Applications of statistics to psychology (62P15)

Related Items (1)

Information theory for ranking and selection

Cites Work

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• On a Measure of the Information Provided by an Experiment
• Asymptotic Statistics
• Probability Inequalities for Sums of Bounded Random Variables
• Elements of Information Theory
• On a Strong Law of Large Numbers for Martingales

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