Analyzing dynamic decisionmaking models using ChapmanKolmogorov equations. Decisionmaking in dynamic environments typically requires adaptive evidence accumulation that weights new evidence more heavily than old observations. Recent experimental studies of dynamic decision tasks require subjects to make decisions for which the correct choice switches stochastically throughout a single trial. In such cases, an ideal observeru0027s belief is described by an evolution equation that is doubly stochastic, reflecting stochasticity in the both observations and environmental changes. In these contexts, we show that the probability density of the belief can be represented using differential ChapmanKolmogorov equations, allowing efficient computation of ensemble statistics. This allows us to reliably compare normative models to nearnormative approximations using, as model performance metrics, decision response accuracy and KullbackLeibler divergence of the belief distributions. Such belief distributions could be obtained empirically from subjects by asking them to report their decision confidence. We also study how response accuracy is affected by additional internal noise, showing optimality requires longer integration timescales as more noise is added. Lastly, we demonstrate that our method can be applied to tasks in which evidence arrives in a discrete, pulsatile fashion, rather than continuously.

Generalizing Information to the Evolution of Rational Belief Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcomexe2x80x99s plausibility. Information measures based on Shannonxe2x80x99s concept of entropy include realization information, Kullbackxe2x80x93Leibler divergence, Lindleyxe2x80x99s information in experiment, cross entropy, and mutual information. We derive a general theory of information from first principles that accounts for evolving belief and recovers all of these measures. Rather than simply gauging uncertainty, information is understood in this theory to measure change in belief. We may then regard entropy as the information we expect to gain upon realization of a discrete latent random variable. This theory of information is compatible with the Bayesian paradigm in which rational belief is updated as evidence becomes available. Furthermore, this theory admits novel measures of information with welldefined properties, which we explored in both analysis and experiment. This view of information illuminates the study of machine learning by allowing us to quantify information captured by a predictive model and distinguish it from residual information contained in training data. We gain related insights regarding feature selection, anomaly detection, and novel Bayesian approaches.