# Dynamically Aggregating Diverse Information

arXiv: https://arxiv.org/abs/1910.07015 · HTML: https://mlsanity.com/paper/1910.07015/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Oct 2019.

## Built on by (most cited first, 5 of 5)

- [Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap](https://mlsanity.com/paper/2201.04469/) (2022)
- [Best Arm Identification with Contextual Information under a Small Gap](https://mlsanity.com/paper/2209.07330/) (2022)
- [Pricing Access to Dynamic Information Services](https://mlsanity.com/paper/2510.09859/) (2025)
- [All Substitution Is Local](https://mlsanity.com/paper/2604.01443/) (2026)
- [When Do Intrinsic Rewards Lead to Exploration?](https://mlsanity.com/paper/2610.02159/) (2026)

## Abstract (arXiv)

An agent has access to multiple information sources, each of which provides information about a different attribute of an unknown state. Information is acquired continuously -- where the agent chooses both which sources to sample from, and also how to allocate attention across them -- until an endogenously chosen time, at which point a decision is taken. We provide an exact characterization of the optimal information acquisition strategy under weak conditions on the agent's prior belief about the different attributes. We then apply this characterization to derive new results regarding: (1) endogenous information acquisition for binary choice, (2) strategic information provision by biased news sources, and (3) the dynamic consequences of attention manipulation.