Optimal generalized truncated sequential Monte Carlo test

DOI10.1016/J.JMVA.2013.06.003MaRDI QIDQ2350658zbMATH OpenOpenAlexFDO

Authors Ivair Silva, Renato Martins Assunção

Publication date 25 June 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.06.003

zbMATH Keywords

\(p\)-value densityexecution timepower lossresampling risk

Mathematics Subject Classification ID

Sequential statistical design (62L05) Optimal stopping in statistics (62L15) Monte Carlo methods (65C05)

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Cited in

(12)

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• Confidence intervals through sequential Monte Carlo
• On the expected runtime of multiple testing algorithms with bounded error
• A simple method for implementing Monte Carlo tests
• Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
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• Frequentist-Bayesian Monte Carlo testing
• Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
• Sequential Monte Carlo testing by betting
• Composite sequential Monte Carlo test for post-market vaccine safety surveillance
• Adaptive sequential multiple hypotheses testing for concomitant vaccine safety surveillance
• Bounding the resampling risk for sequential Monte Carlo implementation of hypothesis tests

Describes a project that uses

Uses Software

• simctest

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