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Sequential Analysis-Design Methods and Applications最新文献

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Optimal group sequential tests with groups of random size 随机分组的最优分组序列检验
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-08 DOI: 10.1080/07474946.2022.2070213
A. Novikov, X. I. Popoca-Jiménez
{"title":"Optimal group sequential tests with groups of random size","authors":"A. Novikov, X. I. Popoca-Jiménez","doi":"10.1080/07474946.2022.2070213","DOIUrl":"https://doi.org/10.1080/07474946.2022.2070213","url":null,"abstract":"Abstract We consider sequential hypothesis testing based on observations that 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 and their distributions are known and that the groups are formed independent of the observations. We are concerned with a problem of testing a simple hypothesis against a simple alternative. For any (group) sequential test, we take into account the following three characteristics: its type I and type II error probabilities and the average cost of observations. Under mild conditions, we characterize the structure of sequential tests minimizing the average cost of observations among all sequential tests whose type I and type II error probabilities do not exceed some prescribed levels.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"41 1","pages":"220 - 240"},"PeriodicalIF":0.8,"publicationDate":"2021-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45264470","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: 3
Binomial early stopping times 二项早停时间
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-02 DOI: 10.1080/07474946.2021.2010409
N. Mulgan
{"title":"Binomial early stopping times","authors":"N. Mulgan","doi":"10.1080/07474946.2021.2010409","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010409","url":null,"abstract":"Abstract Sequential analysis for the purposes of possibly stopping a trial early is important whenever a result must be obtained as quickly as possible for public health, economic, or other reasons. A dominant research stream since the middle of the 20th century has been the challenge of generalizing Wald’s sequential probability ratio test (SPRT) to include composite alternative hypotheses. This article offers an alternative for a binomial distribution by constructing a single-parameter family of triangular rejection regions for the null hypothesis using a generation function argument in the two-dimensional space of successes versus failures. The result is algebraically equivalent to one line of the SPRT with unit power and with the second value of the binomial parameter as the undetermined parameter. Rounding then discretizes the line to the grid of two-dimensional integers and classical results for arbitrary stopping conditions are used to give expressions for the estimator, of the binomial parameter and its variance The choice can be made by the practitioner in terms of their appetite for risk or more formally via a power analysis. An example is given of an ecological study where a quick binary decision was required and this desire had to be weighed against robustness of the results.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"501 - 517"},"PeriodicalIF":0.8,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41853745","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 key inequality for lower bound formulas for lattice event probabilities 晶格事件概率下界公式的一个关键不等式
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-02 DOI: 10.1080/07474946.2021.2010417
B. Levin, C. Leu
{"title":"A key inequality for lower bound formulas for lattice event probabilities","authors":"B. Levin, C. Leu","doi":"10.1080/07474946.2021.2010417","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010417","url":null,"abstract":"Abstract We introduce and discuss some key inequalities that underlie the lower bound formula for the probability of lattice events in the Levin-Robbins-Leu family of sequential subset selection procedures for binary outcomes. The present work combines the notion of lattice events—as previously discussed for the nonadaptive member of the family—with the positive cumulative sum property for the adaptive members—as previously discussed for the special lattice event of correct selection, thereby extending the key inequality to its broadest scope.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"554 - 574"},"PeriodicalIF":0.8,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48287873","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
An algorithm for probabilistic solution of parabolic PDEs 抛物型偏微分方程概率解的一种算法
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-02 DOI: 10.1080/07474946.2021.2010403
M. Haneche, K. Djaballah, K. Khaldi
{"title":"An algorithm for probabilistic solution of parabolic PDEs","authors":"M. Haneche, K. Djaballah, K. Khaldi","doi":"10.1080/07474946.2021.2010403","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010403","url":null,"abstract":"Abstract The aim of this work is to approximate the trajectory solution of parabolic partial differential equations (PDEs) by the probabilistic method. This method is based on the representation of Feynman-Kac and Monte Carlo methods. As an alternative to classical Monte Carlo, here we employ quasi–Monte Carlo methods and propose some solutions to the problem of using this alternative through a more efficient algorithm than the classics.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"441 - 465"},"PeriodicalIF":0.8,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42936358","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
On a class of purely sequential procedures with applications to estimation and ranking and selection problems 一类纯顺序过程及其在估计、排序和选择问题中的应用
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-02 DOI: 10.1080/07474946.2021.2010407
Neeraj Joshi, Sudeep R. Bapat
{"title":"On a class of purely sequential procedures with applications to estimation and ranking and selection problems","authors":"Neeraj Joshi, Sudeep R. Bapat","doi":"10.1080/07474946.2021.2010407","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010407","url":null,"abstract":"Abstract In this article, we develop a general class of purely sequential procedures and obtain the associated first- and second-order asymptotics for the expected sample size and regret. We establish that many estimation and ranking and selection problems can be handled with the help of the proposed class of sequential procedures. A brief simulation analysis is carried out in support of the accuracy of our proposed sequential methodology and a real data set from environment study is included to demonstrate the practical utility.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"482 - 500"},"PeriodicalIF":0.8,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48090325","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
Analytical calculations of various powers assuming normality 假设正态的各种幂的分析计算
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-02 DOI: 10.1080/07474946.2021.2010411
Ying-Ying Zhang, Tengzhong Rong, Man-Man Li
{"title":"Analytical calculations of various powers assuming normality","authors":"Ying-Ying Zhang, Tengzhong Rong, Man-Man Li","doi":"10.1080/07474946.2021.2010411","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010411","url":null,"abstract":"Abstract Assuming normality for the prior and the likelihood, we calculate the rejection region, the power or the conditional power, and the predictive power or the conditional predictive power of one-sided hypotheses with a nonzero threshold that corresponds to a noninferiority test for two-arm trials for five different scenarios, which are nonsequential trials with classical power and Bayesian power and sequential trials with hybrid predictions, Bayesian predictions, and classical predictions. The rejection regions and the powers of one-sided hypotheses with a zero threshold that corresponds to a superiority test for two-arm trials are also obtained. Then the calculations of the various powers are illustrated through two examples. The article can be regarded as a reference manual for researchers interested in power calculations of one-sided hypotheses with a nonzero or zero threshold for the five different scenarios assuming normality for the prior and the likelihood.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"518 - 541"},"PeriodicalIF":0.8,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46264216","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
On sequential confidence interval in a stationary Gaussian process 平稳高斯过程的序贯置信区间
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-10-02 DOI: 10.1080/07474946.2021.2010414
Pritam Sarkar, U. Bandyopadhyay
{"title":"On sequential confidence interval in a stationary Gaussian process","authors":"Pritam Sarkar, U. Bandyopadhyay","doi":"10.1080/07474946.2021.2010414","DOIUrl":"https://doi.org/10.1080/07474946.2021.2010414","url":null,"abstract":"Abstract In this article we concentrate on fixed accuracy intervals of the common variance when the data arise from a Gaussian process with order 1 autoregressive covariance structure. Our approach includes the maximum likelihood method and least squares method for estimating the parameters in this process. We provide necessary asymptotic results and carry out numerical evaluations.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"542 - 553"},"PeriodicalIF":0.8,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48963161","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 stratified splitting for efficient Monte Carlo integration 用于有效蒙特卡罗积分的序列分层分裂
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-07-03 DOI: 10.1080/07474946.2021.1940493
Radislav Vaisman
{"title":"Sequential stratified splitting for efficient Monte Carlo integration","authors":"Radislav Vaisman","doi":"10.1080/07474946.2021.1940493","DOIUrl":"https://doi.org/10.1080/07474946.2021.1940493","url":null,"abstract":"Abstract The efficient evaluation of high-dimensional integrals is important from both theoretical and practical points of view. In particular, multidimensional integration plays a central role in Bayesian inference, statistical physics, data science, and machine learning. However, due to the curse of dimensionality, deterministic numerical methods are inefficient in the high-dimensional setting. Consequentially, for many practical problems one must resort to approximate estimation techniques such as Monte Carlo methods. In this article, we introduce a novel sequential Monte Carlo algorithm called stratified splitting. The method provides unbiased estimates and can handle various integrand types including indicator functions, which are important for rare-event probability estimation problems. We provide rigorous analysis of the efficiency of the proposed method and present a numerical demonstration of the algorithmic performance when applied to practical application domains. Our numerical experiments suggest that the stratified splitting method is capable of delivering accurate results for a variety of integration problems while requiring reasonable computational effort.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"314 - 335"},"PeriodicalIF":0.8,"publicationDate":"2021-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45630883","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
Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown 在到达率未知的情况下，监测到达率逐渐变化的泊松过程
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-07-03 DOI: 10.1080/07474946.2021.1940504
Marlo Brown
{"title":"Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown","authors":"Marlo Brown","doi":"10.1080/07474946.2021.1940504","DOIUrl":"https://doi.org/10.1080/07474946.2021.1940504","url":null,"abstract":"Abstract We look at a Poisson process where the arrival rates change from λ 1 to λ 2. We will assume that the arrival rates both before and after the change are unknown. We also assume that this change does not happen abruptly but gradually over a period of time η where η is known. We calculate the probability that the change has started and completed. We also look at optimal stopping rules assuming that there is a cost for a false alarm and a cost per time unit to stop early.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"427 - 440"},"PeriodicalIF":0.8,"publicationDate":"2021-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49371825","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
Comparing finite sequences of discrete events with non-uniform time intervals 有限序列离散事件与非均匀时间间隔的比较
IF 0.8 4区 数学
Sequential Analysis-Design Methods and Applications Pub Date : 2021-07-03 DOI: 10.1080/07474946.2021.1940491
Alexander C. Murph, A. Flynt, Brian R. King
{"title":"Comparing finite sequences of discrete events with non-uniform time intervals","authors":"Alexander C. Murph, A. Flynt, Brian R. King","doi":"10.1080/07474946.2021.1940491","DOIUrl":"https://doi.org/10.1080/07474946.2021.1940491","url":null,"abstract":"Abstract Algorithms that quantify the similarity between two sequences of data date back to the mid 20th century. Sequence comparison continues to be active area of research in mathematics, statistics, and computer science, with applications to a wide number of fields including, biology, marketing, and linguistics. While many methods exist for comparing sequences of discrete events, this paper presents a novel method to compare such sequences while also utilizing information available from non-uniform time intervals between events. The Sequence Alignment with Non-Uniform Time Intervals (SAWNUTI) method, an extension of the Smith-Waterman and Needleman-Wunch algorithms, is described and evaluated using a simulation study and two real-world medical data sets (diabetes and eye tracking). Results illustrate the necessity of this method when time is important to consider in the comparison of sequences.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"291 - 313"},"PeriodicalIF":0.8,"publicationDate":"2021-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47345848","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
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