On Greedy Adaptive Measurements

Details On Greedy Adaptive Measurements On Greedy Adaptive Measurements

2012-02-17

arxiv.org/abs/1202.3913v2

Computer Science

Information Theory

Scientific paper

The purpose of this article is to examine the greedy adaptive measurement policy in the context of a linear Guassian measurement model with an optimization criterion based on information gain. In the special case of sequential scalar measurements, we provide sufficient conditions under which the greedy policy actually is optimal in the sense of maximizing the net information gain. In the general setting, we also discuss cases where the greedy policy is not optimal.

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