Active sequential hypothesis testing

Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the sequential nature of the problem, the decision maker relies on his current information state to adaptively select the most ``informative'' sensing action among the available ones. In this paper, using results in dynamic programming, lower bounds for the optimal total cost are established. The lower bounds characterize the fundamental limits on the maximum achievable information acquisition rate and the optimal reliability. Moreover, upper bounds are obtained via an analysis of two heuristic policies for dynamic selection of actions. It is shown that the first proposed heuristic achieves asymptotic optimality, where the notion of asymptotic optimality, due to Chernoff, implies that the relative difference between the total cost achieved by the proposed policy and the optimal total cost approaches zero as the penalty of wrong declaration (hence the number of collected samples) increases. The second heuristic is shown to achieve asymptotic optimality only in a limited setting such as the problem of a noisy dynamic search. However, by considering the dependency on the number of hypotheses, under a technical condition, this second heuristic is shown to achieve a nonzero information acquisition rate, establishing a lower bound for the maximum achievable rate and error exponent. In the case of a noisy dynamic search with size-independent noise, the obtained nonzero rate and error exponent are shown to be maximum.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1144 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Asymptotically Optimal Anomaly Detection via Sequential Testing

Sequential detection of independent anomalous processes among K processes is considered. At each time, only M processes can be observed, and the observations from each chosen process follow two different distributions, depending on whether the process is normal or abnormal. Each anomalous process incurs a cost per unit time until its anomaly is identified and fixed. Switching across processes and state declarations are allowed at all times, while decisions are based on all past observations and actions. The objective is a sequential search strategy that minimizes the total expected cost incurred by all the processes during the detection process under reliability constraints. Low-complexity algorithms are established to achieve asymptotically optimal performance as the error constraints approach zero. Simulation results demonstrate strong performance in the finite regime.Comment: 28 pages, 5 figures, part of this work will be presented at the 52nd Annual Allerton Conference on Communication, Control, and Computing, 201

Search and Pursuit-Evasion in Mobile Robotics, A survey

This paper surveys recent results in pursuitevasion and autonomous search relevant to applications in mobile robotics. We provide a taxonomy of search problems that highlights the differences resulting from varying assumptions on the searchers, targets, and the environment. We then list a number of fundamental results in the areas of pursuit-evasion and probabilistic search, and we discuss field implementations on mobile robotic systems. In addition, we highlight current open problems in the area and explore avenues for future work

Quickest anomaly detection: A case of active hypothesis testing

Abstract — The problem of quickest detection of an anomalous process among M processes is considered. At each time, a subset of the processes can be observed, and the observations follow two different distributions, depending on whether the process is normal or abnormal. The objective is a sequential search strategy that minimizes the expected detection time subject to an error probability constraint. This problem can be considered as a special case of active hypothesis testing first considered by Chernoff in 1959, where a randomized test was proposed and shown to be asymptotically optimal. For the special case considered in this paper, we show that a simple deterministic test achieves asymptotic optimality and offers better performance in the finite regime. Index Terms—Sequential detection, hypothesis testing, dy-namic search. I

Discrete search with multiple sensors

A stationary object is hidden in location i , i =1,2,..., K , with probability p i . There are M sensors available and each location can be searched by at most one sensor at each instant of time. Each search of a location takes one unit of time and is conducted independently of previous searches, so that a search of location i finds the object, if it is in that location, with probability α i . After each search of a location a sensor may either continue to search the same location or switch without any delay to another location. We determine optimal search strategies that maximize the total probability of successful search in N units of time, discuss an implementation of an optimal search strategy, and specify conditions under which the solution can be obtained by a forward induction argument. Finally, we discuss the relationship to multi-armed bandits with multiple plays.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/45842/1/186_2004_Article_360.pd

Using Multiattribute Utility Copulas in Support of UAV Search and Destroy Operations

The multiattribute utility copula is an emerging form of utility function used by decision analysts to study decisions with dependent attributes. Failure to properly address attribute dependence may cause errors in selecting the optimal policy. This research examines two scenarios of interest to the modern warfighter. The first scenario employs a utility copula to determine the type, quantity, and altitude of UAVs to be sent to strike a stationary target. The second scenario employs a utility copula to examine the impact of attribute dependence on the optimal routing of UAVs in a contested operational environment when performing a search and destroy mission against a Markovian target. Routing decisions involve a tradeoff between risk of UAV exposure to the enemy and the ability to strike the target. This research informs decision makers and analysts with respect to the tactics, techniques, and procedures employed in UAV search and destroy missions. An ever increasing UAV operations tempo suggests such research becoming increasingly relevant to the warfighter