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The Probabilistic Bisection Algorithm by Horstein, original paper is "Sequential transmission using noiseless feedback," IEEE Trans. Inform. Theory, 9(3):136–143. https://ieeexplore.ieee.org/document/1057832

Here's a nice presentation on an analysis of the method, references start on slide 47

https://people.orie.cornell.edu/pfrazier/Presentations/2014....

Paraphrasing the theorem from Jedynak, Frazier, Sznitman (2011):

Suppose [flake probability] is constant, known, and bounded away from 1/2, and we use the entropy loss function. ... The policy that chooses [next test point] at the median of [current posterior distribution] is optimal.

And some python code that implements a version of the analysis

https://github.com/choderalab/thresholds/blob/master/thresho...



Thanks!




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