This jar archive (InfoCollection.jar) contains a framework for doing information collection experiments. The important classes are: InfoCollection.Problem InfoCollection.Policy These contain base classes that will be inherited from in IndependentGaussian/. The Problem class contains general information about the problem to be solved which is assumed known to the experimenter, such as the number of alternatives, the prior distribution of the unknown values to be measured, and the variance of the noise. The Policy class contains the skeleton of a measurement policy, which will include the Bayesian updating as well as deciding which alternative to measure at each point in time. InfoCollection.IndependentGaussian.Problem InfoCollection.IndependentGaussian.Policy These implement InfoCollection.Problem and InfoCollection.Policy to be specific to the independent normal problem. InfoCollection.IndependentGaussian.Policy is still an abstract class. It implements the independent normal Bayesian updating, but leaves the task of deciding which alternative to measure to one of its concrete subclasses below. InfoCollection.IndependentGaussian.Boltzmann InfoCollection.IndependentGaussian.Exploit InfoCollection.IndependentGaussian.Gittins InfoCollection.IndependentGaussian.IntervalEstimation InfoCollection.IndependentGaussian.KnowledgeGradient1 InfoCollection.IndependentGaussian.KnowledgeGradient2 InfoCollection.IndependentGaussian.KnowledgeGradient3 InfoCollection.IndependentGaussian.MaxVarianceExplore InfoCollection.IndependentGaussian.UniformExplore These all implement the interface in InfoCollection.IndependentGaussian.Policy. In particular, KnowledgeGradient1 is a slow but simple implementation of the independent normal knowledge-gradient policy. KnowledgeGradient2 and KnowledgeGradient3 are more computationally complex but should run faster. All three should give the same decision. InfoCollection.Util InfoCollection.Gaussian These classes contain various generically useful functions. InfoCollection.Simulation/BasicSimulator BasicSimulator contains two methods for doing monte carlo simulations given an InfoCollection.Problem and an InfoCollection.Policy. These methods generate true values from the Problem's prior distribution, and then simulate measurements by adding noise. One method runs a single Monte Carlo simulation, and returns the value achieved. Another method runs many simulations and calculates the mean and standard error of the result, which it stores using the MeanVariance class below. InfoCollection.Simulation/MeanVariance A generic class for taking a stream of samples and pulling out the sample mean and sample standard deviation. An example may be found in the file example.java. When you compile and run it, make sure InfoCollection.jar is in your classpath.