Bayesian Sequential Composite Hypothesis Testing in Discrete Time
From MaRDI portal
Publication:5079516
DOI10.1051/ps/2022005zbMath1493.62482arXiv2108.10866OpenAlexW3195300530MaRDI QIDQ5079516
Publication date: 27 May 2022
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.10866
Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly optimal sequential tests of composite hypotheses
- Sufficient statistics and exponential families
- Sequential estimation in Bernoulli trials
- Bayesian sequential estimation
- Volatility misspecification, option pricing and superreplication via coupling
- Volatility time and properties of option prices
- Sequential testing problems for Poisson processes.
- Multisource Bayesian sequential binary hypothesis testing problem
- Bayesian sequential least-squares estimation for the drift of a Wiener process
- On the asymptotic shape of Bayesian sequential tests of \(\theta \leq 0\) versus \(\theta > 0\) for exponential families
- Bayesian sequential testing of the drift of a Brownian motion
- A Bayesian sequential testing problem of three hypotheses for Brownian motion
- The Wiener Sequential Testing Problem with Finite Horizon
- Multi-dimensional sequential testing and detection
- Sufficiency Statistics in the Case of Independent Random Variables
- Sequential sampling: two decision problems with linear losses for binomial and normal random variables
- Asymptotic Shapes of Bayes Sequential Testing Regions
- Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)
- Bayes Solutions of Sequential Decision Problems
- An Essentially Complete Class of Decision Functions for Certain Standard Sequential Problems
