Events Calendar

Active Sequential Hypothesis Testing

Speaker: Tara Javidi, University of California, San Diego

Talk Title: Active Sequential Hypothesis Testing

Abstract: Active sequential hypothesis testing problem arises in a broad
spectrum of applications in cognition, communications, design of
experiments, and sensor management. In all of these applications, a decision
maker is responsible to take actions dynamically so as to enhance
information about an underlying phenomena of interest in a speedy manner
while accounting for the cost of communication, sensing, or data collection.
In particular, due to the sequential nature of the problem, the decision
maker relies on his current information state to constantly (re-)evaluate
the trade-off between the precision and the cost of various actions.

In this work, we first discuss active sequential hypothesis testing as a
partially observable Markov decision problem. In particular, we provide a
brief survey of the design of experiment literature and the dynamic
programming interpretation of information utility introduced by De Groot.
Using Blackwell ordering, we, then, connect this stochastic control
theoretic notion of information utility to the concept of stochastic
degradation and uncertainty reduction in information theory.

Finally, we discuss the dynamics and expected drift of log-likelihood,
entropy, and probability of error as well as their connection to
Kullback-Leibler divergence and mutual information in order to approximate
the optimal value function (i.e. the solutions to the DP). We then utilize
these value function approximations (lower bounds) to provide simple
sequential test strategies (heuristic) whose performance is numerically
compared to the optimal policies. In addition, we recover the asymptotic
optimality of a class of test strategies which includes Burnashev's coding
scheme in the context of variable-length block coding over memoryless
channels with feedback.

This is joint work with Ofer Shayevitz and Mohammad Naghshvar.


Biography: Tara Javidi studied electrical engineering at Sharif University
of Technology, Tehran, Iran from 1992 to 1996. She received the MS degrees
in electrical engineering (systems), and in applied mathematics
(stochastics) from the University of Michigan, Ann Arbor, in 1998 and 1999,
respectively. She received her Ph.D. in electrical engineering and computer
science from the University of Michigan, Ann Arbor, in 2002.

From 2002 to 2004, she was an assistant professor at the Electrical
Engineering Department, University of Washington, Seattle. She joined
University of California, San Diego, in 2005, where she is currently an
associate professor of electrical and computer engineering.

Tara Javidi was a Barbour Scholar during 1999-2000 academic year and
received an NSF CAREER Award in 2004. Her research interests are in
communication networks, stochastic resource allocation, stochastic control
theory, and wireless communications.


Host: Prof. Urbashi Mitra, ubli@usc.edu, x0-4667

Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248

Audiences: Everyone Is Invited

Contact: Gerrielyn Ramos