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Sequential Analysis-Design Methods and Applications最新文献

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Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure 一阶自回归过程的两阶段过程及其与纯顺序过程的比较
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-06 DOI: 10.1080/07474946.2021.2010404
Soudabe Sajjadipanah, E. Mahmoudi, Mohammadsadegh Zamani
{"title":"Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure","authors":"Soudabe Sajjadipanah, E. Mahmoudi, Mohammadsadegh Zamani","doi":"10.1080/07474946.2021.2010404","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010404","url":null,"abstract":"A two-stage procedure in a first-order autoregressive model ðARð1ÞÞ is considered that investigates the point and the interval estimation of parameters based on the least squares estimator. The two-stage procedure is shown to be as effective as the best fixed-sample-size procedure. In this regard, the significant properties of the procedure, such as asymptotic risk efficiency, asymptotic efficiency, and asymptotic consistency, are established. A Monte Carlo simulation study is conducted to compare the performance of the two-stage procedure and the purely sequential procedure. Finally, real-time series data are considered to illustrate the applicability of the two-stage procedure. ARTICLE HISTORY Received 6 May 2020 Revised 14 June 2021 Accepted 5 September 2021","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2022-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48141187","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
SPRT-based cooperative spectrum sensing with performance requirements in cognitive unmanned aerial vehicle networks (CUAVNs) 认知无人机网络中基于SPRT的协同频谱传感及其性能要求
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043048
Jun Wu, Pei Li, Jia Zhang, Zehao Chen, J. Bao
{"title":"SPRT-based cooperative spectrum sensing with performance requirements in cognitive unmanned aerial vehicle networks (CUAVNs)","authors":"Jun Wu, Pei Li, Jia Zhang, Zehao Chen, J. Bao","doi":"10.1080/07474946.2022.2043048","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043048","url":null,"abstract":"Abstract In view of the spectrum scarcity of unmanned aerial vehicles’ (UAVs) communication systems, cooperative spectrum sensing (CSS) is used to identify the available spectrum for cognitive UAV networks (CUAVNs). Due to the flexible locations of flying UAVs, we first design an intraframe cooperation way to replace the traditional interframe cooperation to achieve CSS in this article. Considering certain performance requirements in CUAVNs, we perform an in-depth analysis of the relationship among performance indices of sequential probability ratio test (SPRT)-based CSS and approximate the actual detection performance and the stopping time by ignoring the excess over the boundaries and the random walk. Finally, numerical results corroborate the effectiveness and correctness of our theoretical analysis, and comparison results represent the superiority of our proposal.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"53 - 67"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48700099","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: 1
General optimal stopping with linear cost 具有线性代价的一般最优停车
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043047
S. Christensen, Tobias Sohr
{"title":"General optimal stopping with linear cost","authors":"S. Christensen, Tobias Sohr","doi":"10.1080/07474946.2022.2043047","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043047","url":null,"abstract":"Abstract This article treats both discrete time and continuous time stopping problems for general Markov processes on the real line with general linear costs as they naturally arise in many problems in sequential decision making. Using an auxiliary function of maximum representation type, conditions are given to guarantee the optimal stopping time to be of threshold type. The optimal threshold is then characterized as the root of that function. For random walks, our results condense in the fact that all combinations of concave increasing payoff functions and convex cost functions lead to a one-sided solution. For Lévy processes, an explicit way to obtain the auxiliary function and the threshold is given by use of the ladder height processes. Lastly, the connection from discrete and continuous problems and possible approximation of the latter via the former is discussed and the results are applied to sequential tests of power one.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"35 - 52"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42333116","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
Economical design of multiple deferred (dependent) state repetitive group sampling plan based on truncated life test under exponentiated half-logistic distribution 指数半逻辑分布下基于截尾寿命检验的多延迟（依赖）状态重复群抽样方案的经济性设计
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043046
G. Kannan, P. Jeyadurga, S. Balamurali
{"title":"Economical design of multiple deferred (dependent) state repetitive group sampling plan based on truncated life test under exponentiated half-logistic distribution","authors":"G. Kannan, P. Jeyadurga, S. Balamurali","doi":"10.1080/07474946.2022.2043046","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043046","url":null,"abstract":"Abstract The design of a multiple deferred (dependent) state repetitive group sampling plan for exponentiated half-logistic distributed percentile life assurance under time-truncated life test is considered in this article. In this research, tables are provided to choose the design parameters of the proposed plan determined for different percentile ratios using the method of two points on the operating characteristic curve with known shape parameter values. We describe the sampling procedure of the proposed multiple deferred (dependent) state repetitive group sampling plan with real-time data and discuss the effect of misspecification of the shape parameter on lot acceptance probabilities. Based on an economical design of the proposed plan, an optimal plan is determined that satisfies both producer and consumer risks with minimum cost. In addition, the performance of the proposed plan is analyzed and compared with other existing sampling plans under an exponentiated half-logistic lifetime distribution. Finally, conclusions are provided.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"20 - 34"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44130875","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: 1
Adversarially robust sequential hypothesis testing 对抗性稳健序列假设检验
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043050
Shuchen Cao, Ruizhi Zhang, Shaofeng Zou
{"title":"Adversarially robust sequential hypothesis testing","authors":"Shuchen Cao, Ruizhi Zhang, Shaofeng Zou","doi":"10.1080/07474946.2022.2043050","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043050","url":null,"abstract":"Abstract The problem of sequential hypothesis testing is studied, where samples are taken sequentially, and the goal is to distinguish between the null hypothesis where the samples are generated according to a distribution p and the alternative hypothesis where the samples are generated according to a distribution q. The defender (decision maker) aims to distinguish the two hypotheses using as few samples as possible subject to false alarm constraints. The problem is studied under the adversarial setting, where the data generating distributions under the two hypotheses are manipulated by an adversary, whose goal is to deteriorate the performance of the defender—for example, increasing the probability of error and expected sample sizes—with minimal cost. Specifically, under the null hypothesis, the adversary picks a distribution with cost and under the alternative hypothesis, the adversary picks a distribution with cost This problem is formulated as a non-zero-sum game between the defender and the adversary. A pair of strategies (the adversary’s strategy and the defender’s strategy) is proposed and proved to be a Nash equilibrium pair for the non-zero-sum game between the adversary and the defender asymptotically. The defender’s strategy is a sequential probability ratio test and thus is computationally efficient for practical implementation.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"81 - 103"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45225532","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 sequential decoding procedure for pooled quantitative measure 集合定量测量的顺序解码程序
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043049
Yunning Zhong, Ping Xu, Siming Zhong, Juan Ding
{"title":"A sequential decoding procedure for pooled quantitative measure","authors":"Yunning Zhong, Ping Xu, Siming Zhong, Juan Ding","doi":"10.1080/07474946.2022.2043049","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043049","url":null,"abstract":"Abstract Group testing (pooling) is a commonly used method while screening for rare diseases, especially for large-scale screening. In recent years there has been growing interest in direct analysis of quantitative measures to take advantage of full information. In this study, we develop a pooling procedure for identification of infected specimens and the measurement is quantitative. Exclusive simulations are conducted to investigate the performance of our procedure, “Qpool,” under a variety of scenarios. We also demonstrate its application in routine monitoring of Listeria monocytogenes.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"68 - 80"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41568496","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
Three-stage minimum risk point estimation with termination defined via Gini’s mean difference 通过基尼均值差定义终止的三阶段最小风险点估计
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043051
Jun Hu, Dinh Dong Pham
{"title":"Three-stage minimum risk point estimation with termination defined via Gini’s mean difference","authors":"Jun Hu, Dinh Dong Pham","doi":"10.1080/07474946.2022.2043051","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043051","url":null,"abstract":"Abstract In this article, we revisit the classic inference problem of minimum risk point estimation for an unknown normal mean when the variance also remains unknown. We propose an alternative three-stage sampling procedure with termination defined via Gini’s mean difference rather than the traditional sample standard deviation. A number of asymptotic properties are investigated both theoretically and empirically. An extensive set of simulations is conducted to demonstrate the remarkable performance of the new procedure. For practical purposes, we also include illustrations using real data sets on the number of days marigold seeds need to flower.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"104 - 118"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47025933","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
Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty 非参数后变不确定性随机模型的渐近最优鲁棒信息快速检测
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043052
V. Girardin, V. Konev, S. Pergamenchtchikov
{"title":"Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty","authors":"V. Girardin, V. Konev, S. Pergamenchtchikov","doi":"10.1080/07474946.2022.2043052","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043052","url":null,"abstract":"Abstract By making use of Kullback-Leibler information, we develop a new approach for the quickest detection problem for general statistical models with dependent observations and unknown postchange distributions; the postchange distribution depends on either unknown informative parameters or unknown nonparametric infinite-dimensional nuisance functions. For such models, we introduce a robust risk as the supremum of the mean detection delay over the class of postchange distributions. On the basis of the window-limited cumulative sum rules developed by Lai in 1988, we propose new detection procedures, making use of the noise density that minimizes the Kullback-Leibler divergence. Then for the constructed detection procedures, we provide sufficient conditions on the considered statistical models that ensure minimax optimality properties with respect to the robust risk. We apply the developed methods to the quick detection problems for both scalar and multivariate autoregressive processes with unknown postchange parameters and unknown noise distributions.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"119 - 141"},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46827078","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
Two-stage and sequential unbiased estimation of N in binomial trials, when the probability of success p is unknown 当成功概率p未知时，二项式试验中N的两阶段连续无偏估计
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-12-31 DOI: 10.1080/07474946.2022.2082473
Y. Malinovsky, S. Zacks
{"title":"Two-stage and sequential unbiased estimation of N in binomial trials, when the probability of success p is unknown","authors":"Y. Malinovsky, S. Zacks","doi":"10.1080/07474946.2022.2082473","DOIUrl":"https://doi.org/10.1080/07474946.2022.2082473","url":null,"abstract":"Abstract We propose two-stage and sequential procedures to estimate the unknown parameter N of a binomial distribution with unknown parameter p, when we reinforce data with an independent sample of a negative binomial experiment having the same p.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"275 - 284"},"PeriodicalIF":0.8,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47323310","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: 1
A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population 从伯努利种群中抽样的Kiefer-Weiss问题的计算方法
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-10 DOI: 10.1080/07474946.2022.2070212
A. Novikov, Andrei Novikov, Fahil Farkhshatov
{"title":"A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population","authors":"A. Novikov, Andrei Novikov, Fahil Farkhshatov","doi":"10.1080/07474946.2022.2070212","DOIUrl":"https://doi.org/10.1080/07474946.2022.2070212","url":null,"abstract":"Abstract We present a computational approach to the solution of the Kiefer-Weiss problem. Algorithms for construction of the optimal sampling plans and evaluation of their performance are proposed. In the particular case of Bernoulli observations, the proposed algorithms are implemented in the form of R program code. Using the developed computer program, we numerically compare the optimal tests with the respective sequential probability ratio test (SPRT) and the fixed sample size test for a wide range of hypothesized values and type I and type II errors. The results are compared with those of D. Freeman and L. Weiss (Journal of the American Statistical Association, 59, 1964). The R source code for the algorithms of construction of optimal sampling plans and evaluation of their characteristics is available at https://github.com/tosinabase/Kiefer-Weiss.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"198 - 219"},"PeriodicalIF":0.8,"publicationDate":"2021-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42289505","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: 5
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