Asymptotically optimal sequential hypothesis testing

MaRDI QIDQ5930874zbMATH OpenFDO

Authors M. B. Malyutov, I. I. Tsitovich

Publication date 4 October 2001

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

controlled sequential strategiesindifference zonelikelihood ratiosmixed controlstwo-stage strategies

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10)

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• Asymptotic Optimality of the Sequential d-Guaranty Test
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• Controlled sensing for sequential multihypothesis testing with controlled Markovian observations and non-uniform control cost
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• Optimal Distribution-Free Sample-Based Testing of Subsequence-Freeness with One-Sided Error
• Log-efficient search for significant inputs of linear model
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