Sequential Analysis-Design Methods and Applications最新文献_第3页

Sequential nonparametric estimation of controlled multivariate regression 受控多元回归的序列非参数估计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-10-02 DOI: 10.1080/07474946.2022.2129690

S. Efromovich

引用次数: 0

Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution 双参数指数分布均值序列估计的单位成本指数有界风险约束

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-09-13 DOI: 10.1080/07474946.2022.2074453

E. Mahmoudi, Zahra Nemati, Ashkan Khalifeh

引用次数: 1

An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis 具有渐近二阶性质的最优纯序列策略:在统计推断和数据分析中的应用

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-09-13 DOI: 10.1080/07474946.2022.2096900

Srawan Kumar Bishnoi, N. Mukhopadhyay

引用次数: 0

Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables 监测受一系列伯努利随机变量的成功率逐渐变化影响的伯努利过程

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-09-13 DOI: 10.1080/07474946.2022.2092137

Marlo Brown

引用次数: 0

Patient-specific dose finding in seamless phase I/II clinical trials 无缝I/II期临床试验中的患者特异性剂量发现

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-09-13 DOI: 10.1080/07474946.2022.2105361

M. Alam, Shantonu Islam Shanto

引用次数: 0

Sequential change-point detection for skew normal distribution 偏态正态分布的序列变化点检测

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-09-13 DOI: 10.1080/07474946.2022.2108546

Peiyao Wang, Wei Ning

引用次数: 0

Online score statistics for detecting clustered change in network point processes 用于检测网络积分过程中的聚集性变化的在线分数统计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-06-16 DOI: 10.1080/07474946.2022.2164307

Rui Zhang, Haoyun Wang, Yao Xie

{"title":"Online score statistics for detecting clustered change in network point processes","authors":"Rui Zhang, Haoyun Wang, Yao Xie","doi":"10.1080/07474946.2022.2164307","DOIUrl":"https://doi.org/10.1080/07474946.2022.2164307","url":null,"abstract":"Abstract We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another with different parameters. Specifically, we are interested in detecting a change point that causes a shift of the underlying data distribution that follows a multivariate Hawkes process with exponential decay temporal kernel, whereby the Hawkes process is considered to account for spatiotemporal correlation between observations. The proposed detection procedure is based on scan score statistics. We derive the asymptotic distribution of the statistic, which enables the self-normalizing property and facilitates the approximation of the instantaneous false alarm probability and the average run length. When detecting a change in the Hawkes process with nonvanishing self-excitation, the procedure does not require estimating the postchange network parameter while assuming the temporal decay parameter, which enjoys computational efficiency. We further present an efficient procedure to accurately determine the false discovery rate via importance sampling, as validated by numerical examples. Using simulated and real stock exchange data, we show the effectiveness of the proposed method in detecting change while enjoying computational efficiency.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"42 1","pages":"70 - 89"},"PeriodicalIF":0.8,"publicationDate":"2022-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45191763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data 正态均值最小风险固定宽度置信区间（MRFWCI）估计问题的一个新公式及其示例和模拟：在空气质量数据中的应用

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-04-03 DOI: 10.1080/07474946.2022.2070214

N. Mukhopadhyay, Swathi Venkatesan

{"title":"A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data","authors":"N. Mukhopadhyay, Swathi Venkatesan","doi":"10.1080/07474946.2022.2070214","DOIUrl":"https://doi.org/10.1080/07474946.2022.2070214","url":null,"abstract":"Abstract Research on classical fixed-width confidence interval (FWCI) estimation problems for a normal mean when the variance remains unknown have steadily moved along under a zero-one loss function. On the other hand, minimum risk point estimation (MRPE) problems have grown largely under a squared error loss function plus sampling cost. However, the FWCI problems customarily do not take into account any sampling cost in their formulations. This fundamental difference between the two treatments has led the literature on the FWCI and MRPE problems to grow in multiple directions in their own separate ways from one another. In this article, we introduce a new formulation combining both MRPE and FWCI methodologies with desired asymptotic first-order (Theorems 2.1–2.2) and asymptotic second-order characteristics (Theorem 2.3) under a single unified structure, allowing us to develop a genuine minimum risk fixed-width confidence interval (MRFWCI) estimation strategy. Fruitful ideas are proposed by incorporating illustrations from purely sequential and other multistage MRFWCI problems with an explicit presence of a cost function incurred due to sampling. We supplement the general theory and methodology by means of illustrations and analyses from simulated data along with applications to air quality data.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"241 - 274"},"PeriodicalIF":0.8,"publicationDate":"2022-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49286165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Sequential common change detection, isolation, and estimation in multiple poisson processes 顺序公共变化检测，隔离，和估计在多个泊松过程

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-04-03 DOI: 10.1080/07474946.2022.2043054

Yanhong Wu, W. Wu

{"title":"Sequential common change detection, isolation, and estimation in multiple poisson processes","authors":"Yanhong Wu, W. Wu","doi":"10.1080/07474946.2022.2043054","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043054","url":null,"abstract":"Abstract In this article, motivated by detecting the occurrence of an epidemic when the arrival rates of patients increase in a portion of M panels or detecting the deterioration of a system composed of M independent components that causes an increase in failure rates in a portion of components, we consider the detection of a common change when M independent Poisson processes are monitored simultaneously where only a portion of the processes have rate increases after the change time. M individual cumulative sum (CUSUM) processes and Shiryaev-Roberts (S-R) processes are calculated recursively in parallel at each pooled arrival time. A systematic procedure is proposed by using the sum of M S-R processes as the detection process for a common change. After the detection, the M individual CUSUM processes are used to isolate the changed panels with false discovery rate (FDR) control and then the medians of the change time estimates from each individual CUSUM process or S-R process based on the isolated panels are used to estimate the common change time. The model can be generalized to different prechange rates, jittered change time, and unknown postchange rates.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"176 - 197"},"PeriodicalIF":0.8,"publicationDate":"2022-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43729064","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families 离散指数族抽样时Kiefer-Weiss问题的设计与性能评价

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-03-26 DOI: 10.1080/07474946.2022.2109673

A. Novikov, Fahil Farkhshatov

{"title":"Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families","authors":"A. Novikov, Fahil Farkhshatov","doi":"10.1080/07474946.2022.2109673","DOIUrl":"https://doi.org/10.1080/07474946.2022.2109673","url":null,"abstract":"Abstract In this article, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in the Kiefer-Weiss problems. For the case of observations following a discrete exponential family, we provide algorithms for optimal design in the modified Kiefer-Weiss problem and obtain formulas for evaluating their performance, calculating operating characteristic function, average sample number, and some related characteristics. These formulas cover, as a particular case, sequential probability ratio tests (SPRTs) and their truncated versions, as well as optimal finite-horizon sequential tests. On the basis of the developed algorithms we propose a method of construction of optimal tests and their performance evaluation for the original Kiefer-Weiss problem. All algorithms are implemented as functions in the R programming language and can be downloaded from https://github.com/tosinabase/Kiefer-Weiss, where the code for the binomial, Poisson, and negative binomial distributions is readily available. Finally, we make numerical comparisons of the Kiefer-Weiss solution with the SPRT and the fixed-sample-size test having the same levels of the error probabilities.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"417 - 434"},"PeriodicalIF":0.8,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44850892","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4