English
Related papers

Related papers: On-Line Selection of Alternating Subsequences from…

200 papers

Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…

Statistical Finance · Quantitative Finance 2026-04-08 Masahiro Kato , Kei Nakagawa

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…

Statistics Theory · Mathematics 2020-10-23 F. Richard Guo , Thomas S. Richardson

Recovering and distinguishing between the strict-preference, indifference and/or indecisiveness parts of a decision maker's preferences is a challenging task but also important for testing theory and conducting welfare analysis. This paper…

Theoretical Economics · Economics 2025-09-15 Georgios Gerasimou

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…

Machine Learning · Statistics 2017-09-07 Daniel Ting , Eric Brochu

The purpose of this paper is to study a statistic that is used to compare the similarity between two strings, which is first introduced by Michael Steele in 1982. It was proposed as an alternative to the length of the longest common…

Probability · Mathematics 2023-06-22 Ümit Işlak , Alperen Y. Özdemir

To make decisions organisms often accumulate information across multiple timescales. However, most experimental and modeling studies of decision-making focus on sequences of independent trials. On the other hand, natural environments are…

Neurons and Cognition · Quantitative Biology 2018-06-12 Khanh P Nguyen , Kresimir Josic , Zachary P Kilpatrick

An approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness…

Chaotic Dynamics · Physics 2009-11-13 Kai Wang , Wenjiang Pei , Haishan Xia , Yiu-ming Cheung

The problem of joint detection and lossless source coding is considered. We derive asymptotically optimal decision rules for deciding whether or not a sequence of observations has emerged from a desired information source, and to compress…

Information Theory · Computer Science 2016-11-17 Neri Merhav

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

Optimization software enables the solution of problems with millions of variables and associated parameters. These parameters are, however, often uncertain and represented with an analytical description of the parameter's distribution or…

Optimization and Control · Mathematics 2025-01-17 John R. Birge

Motivated by applications to resource-limited and safety-critical domains, we study selective classification in the online learning model, wherein a predictor may abstain from classifying an instance. For example, this may model an adaptive…

Machine Learning · Computer Science 2021-10-28 Aditya Gangrade , Anil Kag , Ashok Cutkosky , Venkatesh Saligrama

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequences of i.i.d. random variables. At first, these are obtained…

Probability · Mathematics 2016-11-28 Ruoting Gong , Christian Houdré , Jüri Lember

A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…

Statistics Theory · Mathematics 2017-12-21 Ben Berckmoes , Geert Molenberghs

Users prefer diverse recommendations over homogeneous ones. However, most previous work on Sequential Recommenders does not consider diversity, and strives for maximum accuracy, resulting in homogeneous recommendations. In this paper, we…

Information Retrieval · Computer Science 2020-08-04 Anton Steenvoorden , Emanuele Di Gloria , Wanyu Chen , Pengjie Ren , Maarten de Rijke

We discuss voting scenarios in which the set of voters (agents) and the set of alternatives are the same; that is, voters select a single representative from among themselves. Such a scenario happens, for instance, when a committee selects…

Computer Science and Game Theory · Computer Science 2019-07-23 Yakov Babichenko , Oren Dean , Moshe Tennenholtz

Given a sequence composed of a limit number of characters, we try to "read" it as a "text". This involves to segment the sequence into "words". The difficulty is to distinguish good segmentation from enormous number of random ones.Aiming at…

Biological Physics · Physics 2009-11-06 Bin Wang

From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…

Statistics Theory · Mathematics 2021-10-12 Mohamedou Ould Haye , Anne Philippe , Caroline Robet

We study asymptotic behavior of one-step $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent $M$-estimators. These…

Statistics Theory · Mathematics 2016-04-12 Yu. Yu. Linke