Optimal sequential multiple hypothesis tests
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Abstract: This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is characterized.
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Cites work
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Cited in
(31)- A numerical approach to sequential multi-hypothesis testing for Bernoulli model
- Minimax optimal sequential hypothesis tests for Markov processes
- Sequential controlled sensing for composite multihypothesis testing
- Sequential multiple hypothesis testing in presence of control variables
- Optimal group sequential multihypothesis tests for exponential families of distributions
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- Step-up and step-down methods for testing multiple hypotheses in sequential experiments
- scientific article; zbMATH DE number 5183476 (Why is no real title available?)
- A sequential elimination procedure for choosing the best population(s) based on multiple testing
- Recent developments towards optimality in multiple hypothesis testing
- Characterization of optimality in classes of ``truncatable stopping rules
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