I. Introduction
Consider a noisy 20 questions game between a player and an oracle. The objective of the player is to estimate the value of a continuous target variable . The player asks binary queries to the oracle who knows the value of , and receives a noisy version of the oracle’s correct answers transmitted through a binary symmetric channel with flipping probability , denoted BSC(). The central question addressed here is: What is the optimal sequence of queries to estimate the value of with a minimum estimation error at a fixed number of querying? This general setup of noisy 20 questions game and the optimal query design problem is of broad interest, arising in various areas, including active learning [3], [4], optimal sensing [5] and experimental design [6], [7], with diverse applications. For example, a target localization problem in a sensor network [8] can be modeled as a noisy 20 questions game where a player (agency) aims to locate a target by receiving query responses from sensors probing the region of interest.