相关论文: Optimal sequential testing of two simple hypothese…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…
Let $X_1,X_2,..., X_n,...$ be a stochastic process with independent values whose distribution $P_\theta$ depends on an unknown parameter $\theta$, $\theta\in\Theta$, where $\Theta$ is an open subset of the real line. The problem of testing…
Let $X_1,X_2,...$ be a discrete-time stochastic process with a distribution $P_\theta$, $\theta\in\Theta$, where $\Theta$ is an open subset of the real line. We consider the problem of testing a simple hypothesis $H_0:$ $\theta=\theta_0$…
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…
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…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…
We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…
This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…
We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution…
The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…
The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, the optimal exponent for the maximal error…
The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…
In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…
We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…
We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…
We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…