Universal scheme for optimal search and stop

DOI10.3150/15-BEJ795zbMATH Open1450.62095arXiv1412.4870MaRDI QIDQ527465FDOQ527465

Authors: Sirin Nitinawarat, Venugopal V. Veeravalli 

Publication date: 11 May 2017

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The problem of universal search and stop using an adaptive search policy is considered. When the target location is searched, the observation is distributed according to the target distribution, otherwise it is distributed according to the absence distribution. A universal sequential scheme for search and stop is proposed using only the knowledge of the absence distribution, and its asymptotic performance is analyzed. The universal test is shown to yield a vanishing error probability, and to achieve the optimal reliability when the target is present, universally for every target distribution. Consequently, it is established that the knowledge of the target distribution is only useful for improving the reliability for detecting a missing target. It is also shown that a multiplicative gain for the search reliability equal to the number of searched locations is achieved by allowing adaptivity in the search.

Full work available at URL: https://arxiv.org/abs/1412.4870

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zbMATH Keywords

sequential design of experimentssequential hypothesis testingsearch and stop

Mathematics Subject Classification ID

Sequential statistical design (62L05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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