Related papers: Sequential hypothesis testing for continuously-mon…
We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null hypothesis of a constant mean versus the alternative of a…
Measuring the temperature of a quantum system is an essential task in almost all aspects of quantum technologies. Theoretically, an optimal strategy for thermometry requires measuring energy which demands full accessibility over the entire…
In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…
We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…
This work investigates the sequential hypothesis testing problem with online sensor selection and sensor usage constraints. That is, in a sensor network, the fusion center sequentially acquires samples by selecting one "most informative"…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
State discrimination is a useful test problem with which to clarify the power and limitations of different classes of measurement. We consider the problem of discriminating between given states of a bi-partite quantum system via sequential…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…
In a quantum system that is bounded by past and future conditions, weak continuous monitoring forward-evolving and backward-evolving quantum states are usually carried out separately. Therefore, measured signals at a given time t cannot be…
The problem of estimating a parameter of a quantum system through a series of measurements performed sequentially on a quantum probe is analyzed in the general setting where the underlying statistics is explicitly non-i.i.d. We present a…
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…
Quantum hypothesis testing plays a pivotal role in quantum technologies, making decisions or drawing conclusions about quantum systems based on observed data. Recently, quantum control techniques have been successfully applied to quantum…
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (2011) provide a powerful solution to this problem by the…
When a quantum system is monitored in continuous time, the result of the measurement is a stochastic process. When the output process is stationary, at least in the long run, the spectrum of the process can be introduced and its properties…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…
Searches for statistically significant correlations between arrival directions of ultra-high energy cosmic rays and classes of astrophysical objects are common in astroparticle physics. We present a method to test potential correlation…
It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…
The possibility of determining the state of a quantum system after a continuous measurement of position is discussed in the framework of quantum trajectory theory. Initial lack of knowledge of the system and external noises are accounted…