Novikov, Andrey Group sequential hypothesis tests with variable group sizes: optimal design and performance evaluation. (English) Zbl 07887786 Commun. Stat., Theory Methods 53, No. 16, 5744-5760 (2024). MSC: 62L10 62L15 62F03 60G40 PDFBibTeX XMLCite \textit{A. Novikov}, Commun. Stat., Theory Methods 53, No. 16, 5744--5760 (2024; Zbl 07887786) Full Text: DOI arXiv
Brown, Marlo Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown. (English) Zbl 07879950 Sequential Anal. 43, No. 2, 233-247 (2024). MSC: 62L15 60G40 PDFBibTeX XMLCite \textit{M. Brown}, Sequential Anal. 43, No. 2, 233--247 (2024; Zbl 07879950) Full Text: DOI
Sengupta, Raghu Nandan; Bapat, Sudeep R.; Joshi, Neeraj Sequential estimation for the multiple linear regression models with balanced loss functions. (English) Zbl 07879949 Sequential Anal. 43, No. 2, 211-232 (2024). MSC: 62F10 62J05 62L12 62L15 62P25 PDFBibTeX XMLCite \textit{R. N. Sengupta} et al., Sequential Anal. 43, No. 2, 211--232 (2024; Zbl 07879949) Full Text: DOI
Mukhopadhyay, Nitis; Hu, Jun; Wang, Zhe Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations. (English) Zbl 07868246 Commun. Stat., Simulation Comput. 53, No. 3, 1330-1355 (2024). MSC: 62L12 62L05 62L15 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} et al., Commun. Stat., Simulation Comput. 53, No. 3, 1330--1355 (2024; Zbl 07868246) Full Text: DOI
Stankewitz, Bernhard Early stopping for \(L^2\)-boosting in high-dimensional linear models. (English) Zbl 1539.62216 Ann. Stat. 52, No. 2, 491-518 (2024). MSC: 62J05 62H12 62L15 62G20 62J07 PDFBibTeX XMLCite \textit{B. Stankewitz}, Ann. Stat. 52, No. 2, 491--518 (2024; Zbl 1539.62216) Full Text: DOI arXiv
Fainzilberg, L. S. Generative models in the problem of evaluating the efficiency of computer algorithms. (English. Ukrainian original) Zbl 07856660 Cybern. Syst. Anal. 60, No. 2, 320-330 (2024); translation from Kibern. Sist. Anal. 60, No. 2, 176-187 (2024). MSC: 68W99 62B15 62H30 62L15 92C50 PDFBibTeX XMLCite \textit{L. S. Fainzilberg}, Cybern. Syst. Anal. 60, No. 2, 320--330 (2024; Zbl 07856660); translation from Kibern. Sist. Anal. 60, No. 2, 176--187 (2024) Full Text: DOI
Moustakides, George V.; Liu, Xujun; Milenkovic, Olgica Optimal stopping methodology for the secretary problem with random queries. (English) Zbl 07845406 J. Appl. Probab. 61, No. 2, 578-602 (2024). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{G. V. Moustakides} et al., J. Appl. Probab. 61, No. 2, 578--602 (2024; Zbl 07845406) Full Text: DOI arXiv
Lin, Yi-Shen A note on one-sided solutions for optimal stopping problems driven by Lévy processes. (English) Zbl 1532.60082 Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024). MSC: 60G40 62L15 60J10 60J65 PDFBibTeX XMLCite \textit{Y.-S. Lin}, Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024; Zbl 1532.60082) Full Text: DOI
Joshi, Neeraj; Bapat, Sudeep R.; Sengupta, Raghu Nandan Estimation of fixed-accuracy confidence interval of the stress-strength reliability for inverse Pareto distribution using two-stage sampling technique. (English) Zbl 07798885 Sequential Anal. 43, No. 1, 79-102 (2024). MSC: 62F12 62L12 62L15 62P05 62P30 PDFBibTeX XMLCite \textit{N. Joshi} et al., Sequential Anal. 43, No. 1, 79--102 (2024; Zbl 07798885) Full Text: DOI
Pchelintsev, Evgenii A.; Pergamenchtchikov, Serguei M.; Tenzin, Roman O. Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis. (English) Zbl 07798884 Sequential Anal. 43, No. 1, 57-78 (2024). MSC: 62L10 62L15 60G40 60J05 60J20 PDFBibTeX XMLCite \textit{E. A. Pchelintsev} et al., Sequential Anal. 43, No. 1, 57--78 (2024; Zbl 07798884) Full Text: DOI
Gu, Haoran; Xia, Yunni; Xie, Hong; Shi, Xiaoyu; Shang, Mingsheng Robust and efficient algorithms for conversational contextual bandit. (English) Zbl 07791125 Inf. Sci. 657, Article ID 119993, 17 p. (2024). MSC: 68T35 60G40 62L15 90-XX PDFBibTeX XMLCite \textit{H. Gu} et al., Inf. Sci. 657, Article ID 119993, 17 p. (2024; Zbl 07791125) Full Text: DOI
Hoefer, Martin; Schewior, Kevin; Schmand, Daniel Stochastic probing with increasing precision. (English) Zbl 07786283 SIAM J. Discrete Math. 38, No. 1, 148-169 (2024). MSC: 68W25 68W40 68T05 62L15 PDFBibTeX XMLCite \textit{M. Hoefer} et al., SIAM J. Discrete Math. 38, No. 1, 148--169 (2024; Zbl 07786283) Full Text: DOI
Finch, Steven A Deceptively Simple Quadratic Recurrence. arXiv:2409.03510 Preprint, arXiv:2409.03510 [math.NT] (2024). MSC: 39A20 05C05 05C30 11B37 60G40 62L15 BibTeX Cite \textit{S. Finch}, ``A Deceptively Simple Quadratic Recurrence'', Preprint, arXiv:2409.03510 [math.NT] (2024) Full Text: arXiv OA License
Tartakovsky, Alexander G. Nearly Optimum Properties of Certain Multi-Decision Sequential Rules for General Non-i.i.d. Stochastic Models. arXiv:2405.00928 Preprint, arXiv:2405.00928 [math.ST] (2024). MSC: 62L10 62L15 BibTeX Cite \textit{A. G. Tartakovsky}, ``Nearly Optimum Properties of Certain Multi-Decision Sequential Rules for General Non-i.i.d. Stochastic Models'', Preprint, arXiv:2405.00928 [math.ST] (2024) Full Text: arXiv OA License
Alfonsi, Aurélien; Kebaier, Ahmed; Lelong, Jérôme A pure dual approach for hedging Bermudan options. arXiv:2404.18761 Preprint, arXiv:2404.18761 [q-fin.MF] (2024). MSC: 62L15 60G40 91G20 65C05 BibTeX Cite \textit{A. Alfonsi} et al., ``A pure dual approach for hedging Bermudan options'', Preprint, arXiv:2404.18761 [q-fin.MF] (2024) Full Text: arXiv OA License
Zhou, Zhengqing; Wang, Guanyang; Blanchet, Jose H.; Glynn, Peter W. Unbiased optimal stopping via the MUSE. (English) Zbl 07796464 Stochastic Processes Appl. 166, Article ID 104088, 25 p. (2023). MSC: 62C05 60G40 62L15 PDFBibTeX XMLCite \textit{Z. Zhou} et al., Stochastic Processes Appl. 166, Article ID 104088, 25 p. (2023; Zbl 07796464) Full Text: DOI arXiv
Hu, Jiuyun; Mei, Yajun; Holte, Sarah; Yan, Hao Adaptive resources allocation CUSUM for binomial count data monitoring with application to COVID-19 hotspot detection. (English) Zbl 07761989 J. Appl. Stat. 50, No. 14, 2889-2913 (2023). MSC: 62-XX 62P10 62L15 PDFBibTeX XMLCite \textit{J. Hu} et al., J. Appl. Stat. 50, No. 14, 2889--2913 (2023; Zbl 07761989) Full Text: DOI arXiv
Han, Dong; Tsung, Fugee; Xian, Jinguo An optimization method for change-point monitoring in finite samples sequence. (English) Zbl 07757626 Statistics 57, No. 5, 1251-1266 (2023). MSC: 62L10 62L15 PDFBibTeX XMLCite \textit{D. Han} et al., Statistics 57, No. 5, 1251--1266 (2023; Zbl 07757626) Full Text: DOI
Yoshioka, Hidekazu Optimal aquaculture planning while accounting for the size spectrum. (English) Zbl 1528.37079 SN Oper. Res. Forum 4, No. 3, Paper No. 61, 34 p. (2023). MSC: 37N40 37N25 49L20 62L15 90C39 92D40 PDFBibTeX XMLCite \textit{H. Yoshioka}, SN Oper. Res. Forum 4, No. 3, Paper No. 61, 34 p. (2023; Zbl 1528.37079) Full Text: DOI
Novikov, Andrey A numerical approach to sequential multi-hypothesis testing for Bernoulli model. (English) Zbl 07723908 Sequential Anal. 42, No. 3, 303-322 (2023). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov}, Sequential Anal. 42, No. 3, 303--322 (2023; Zbl 07723908) Full Text: DOI arXiv
Mahmoudi, Eisa; Nemati, Zahra; Khalifeh, Ashkan Two-stage estimation of the combination of location and scale parameter of the exponential distribution under the constraint of bounded risk per unit cost index. (English) Zbl 07723904 Sequential Anal. 42, No. 3, 211-227 (2023). MSC: 62L15 60G40 62F12 60K10 PDFBibTeX XMLCite \textit{E. Mahmoudi} et al., Sequential Anal. 42, No. 3, 211--227 (2023; Zbl 07723904) Full Text: DOI
Novikov, Andrey; Novikov, Andrei; Farkhshatov, Fahil Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families. (English) Zbl 07708164 Sequential Anal. 42, No. 2, 189-209 (2023). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov} et al., Sequential Anal. 42, No. 2, 189--209 (2023; Zbl 07708164) Full Text: DOI
Mana, Fatima Ezzahra; Guépié, Blaise Kévin; Nikiforov, Igor Sequential detection of an arbitrary transient change profile by the FMA test. (English) Zbl 07708159 Sequential Anal. 42, No. 2, 91-111 (2023). MSC: 62L10 62L15 60G40 62F05 62P30 PDFBibTeX XMLCite \textit{F. E. Mana} et al., Sequential Anal. 42, No. 2, 91--111 (2023; Zbl 07708159) Full Text: DOI
Sajjadipanah, Soudabe; Mirjalili, Sayyed Mahmoud; Mousavialiabadi, Sayyedeh Maryam Class of modified two-stage procedure in a autoregressive process. (English) Zbl 1524.62383 J. Math. Ext. 17, No. 3, Paper No. 3, 32 p. (2023). MSC: 62L12 62M10 62L10 62L15 PDFBibTeX XMLCite \textit{S. Sajjadipanah} et al., J. Math. Ext. 17, No. 3, Paper No. 3, 32 p. (2023; Zbl 1524.62383) Full Text: DOI
Sajjadipanah, S.; Mirjalili, S. M.; Zanboori, A. Two-stage and modified two-stage estimation in threshold first-order autoregressive process. (English) Zbl 1524.62382 J. Mahani Math. Res. Cent. 12, No. 2, 391-410 (2023). MSC: 62L12 62M10 62L10 62L15 PDFBibTeX XMLCite \textit{S. Sajjadipanah} et al., J. Mahani Math. Res. Cent. 12, No. 2, 391--410 (2023; Zbl 1524.62382) Full Text: DOI
Dayanik, Savas; Sezer, Semih O. Model misspecification in discrete time Bayesian online change detection. (English) Zbl 1514.62156 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 30, 27 p. (2023). MSC: 62L10 62L15 62C10 60G40 PDFBibTeX XMLCite \textit{S. Dayanik} and \textit{S. O. Sezer}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 30, 27 p. (2023; Zbl 1514.62156) Full Text: DOI
Stępień-Baran, Agnieszka Sequential estimation of quantiles from delayed observations. (English) Zbl 07701389 Commun. Stat., Theory Methods 52, No. 6, 1937-1945 (2023). MSC: 62L12 62L15 62F10 PDFBibTeX XMLCite \textit{A. Stępień-Baran}, Commun. Stat., Theory Methods 52, No. 6, 1937--1945 (2023; Zbl 07701389) Full Text: DOI OA License
Silva, Ivair R.; Bhattacharjee, Debanjan; Zhuang, Yan Fixed-length interval estimation of population sizes: sequential adaptive Monte Carlo mark-recapture-mark sampling. (English) Zbl 1524.62375 Comput. Appl. Math. 42, No. 4, Paper No. 181, 18 p. (2023). MSC: 62D05 65C05 62L05 62L15 62P10 PDFBibTeX XMLCite \textit{I. R. Silva} et al., Comput. Appl. Math. 42, No. 4, Paper No. 181, 18 p. (2023; Zbl 1524.62375) Full Text: DOI
Glover, Kristoffer With or without replacement? Sampling uncertainty in Shepp’s urn scheme. (English) Zbl 1516.60025 J. Appl. Probab. 60, No. 2, 661-675 (2023). MSC: 60G40 91G20 60J65 62L15 PDFBibTeX XMLCite \textit{K. Glover}, J. Appl. Probab. 60, No. 2, 661--675 (2023; Zbl 1516.60025) Full Text: DOI arXiv
Bayón, L.; Fortuny Ayuso, P.; Grau, J. M.; Oller-Marcén, A. M.; Ruiz, M. M. A new method for computing asymptotic results in optimal stopping problems. (English) Zbl 1499.60127 Bull. Malays. Math. Sci. Soc. (2) 46, No. 1, Paper No. 46, 37 p. (2023). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{L. Bayón} et al., Bull. Malays. Math. Sci. Soc. (2) 46, No. 1, Paper No. 46, 37 p. (2023; Zbl 1499.60127) Full Text: DOI arXiv
Buonaguidi, Bruno; Mira, Antonietta; Bucheli, Herbert; Vitanis, Viton Bayesian quickest detection of credit card fraud. (English) Zbl 1531.62048 Bayesian Anal. 17, No. 1, 261-290 (2022). MSC: 62P05 62F15 62H30 60G40 62L15 PDFBibTeX XMLCite \textit{B. Buonaguidi} et al., Bayesian Anal. 17, No. 1, 261--290 (2022; Zbl 1531.62048) Full Text: DOI Link
Rukavicka, Josef Secretary problem and two almost the same consecutive applicants. (English) Zbl 1524.60081 Math. Appl. (Warsaw) 50, No. 2, 165-181 (2022). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{J. Rukavicka}, Math. Appl. (Warsaw) 50, No. 2, 165--181 (2022; Zbl 1524.60081) Full Text: DOI arXiv
Novikov, Andrey; Farkhshatov, Fahil Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families. (English) Zbl 07634009 Sequential Anal. 41, No. 4, 417-434 (2022). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{F. Farkhshatov}, Sequential Anal. 41, No. 4, 417--434 (2022; Zbl 07634009) Full Text: DOI arXiv
Ekström, Erik; Karatzas, Ioannis A sequential estimation problem with control and discretionary stopping. (English) Zbl 1498.62161 Probab. Uncertain. Quant. Risk 7, No. 3, 151-168 (2022). MSC: 62L12 60G35 62L15 93E11 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{I. Karatzas}, Probab. Uncertain. Quant. Risk 7, No. 3, 151--168 (2022; Zbl 1498.62161) Full Text: DOI arXiv
Wang, Peiyao; Ning, Wei Sequential change-point detection for skew normal distribution. (English) Zbl 07596763 Sequential Anal. 41, No. 3, 387-415 (2022). MSC: 62F03 62L10 62L15 PDFBibTeX XMLCite \textit{P. Wang} and \textit{W. Ning}, Sequential Anal. 41, No. 3, 387--415 (2022; Zbl 07596763) Full Text: DOI
Brown, Marlo Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables. (English) Zbl 07596760 Sequential Anal. 41, No. 3, 310-324 (2022). MSC: 62L15 60G40 PDFBibTeX XMLCite \textit{M. Brown}, Sequential Anal. 41, No. 3, 310--324 (2022; Zbl 07596760) Full Text: DOI
Mahmoudi, Eisa; Nemati, Zahra; Khalifeh, Ashkan Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution. (English) Zbl 07596759 Sequential Anal. 41, No. 3, 285-309 (2022). MSC: 62L15 60G40 62F12 60K10 PDFBibTeX XMLCite \textit{E. Mahmoudi} et al., Sequential Anal. 41, No. 3, 285--309 (2022; Zbl 07596759) Full Text: DOI
Chen, Xi; Chen, Yunxiao; Li, Xiaoou Asymptotically optimal sequential design for rank aggregation. (English) Zbl 07592379 Math. Oper. Res. 47, No. 3, 2310-2332 (2022). MSC: 62L10 62L15 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Oper. Res. 47, No. 3, 2310--2332 (2022; Zbl 07592379) Full Text: DOI arXiv Link
Qiao, Lei; Han, Dong Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks. (English) Zbl 07585010 Commun. Stat., Theory Methods 51, No. 19, 6585-6600 (2022). MSC: 62L10 62L15 PDFBibTeX XMLCite \textit{L. Qiao} and \textit{D. Han}, Commun. Stat., Theory Methods 51, No. 19, 6585--6600 (2022; Zbl 07585010) Full Text: DOI arXiv
Källblad, Sigrid A dynamic programming approach to distribution-constrained optimal stopping. (English) Zbl 1503.60050 Ann. Appl. Probab. 32, No. 3, 1902-1928 (2022). MSC: 60G40 49L20 58E25 60G57 62L15 93E20 PDFBibTeX XMLCite \textit{S. Källblad}, Ann. Appl. Probab. 32, No. 3, 1902--1928 (2022; Zbl 1503.60050) Full Text: DOI
Buonaguidi, B. The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria. (English) Zbl 1498.60158 Stat. Probab. Lett. 189, Article ID 109548, 8 p. (2022). MSC: 60G40 60J60 62C10 62L15 PDFBibTeX XMLCite \textit{B. Buonaguidi}, Stat. Probab. Lett. 189, Article ID 109548, 8 p. (2022; Zbl 1498.60158) Full Text: DOI
Ekström, Erik; Wang, Yuqiong Multi-dimensional sequential testing and detection. (English) Zbl 1492.60102 Stochastics 94, No. 5, 789-806 (2022). MSC: 60G40 62L10 62L15 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{Y. Wang}, Stochastics 94, No. 5, 789--806 (2022; Zbl 1492.60102) Full Text: DOI arXiv OA License
Golchi, Shirin Estimating design operating characteristics in Bayesian adaptive clinical trials. (English. French summary) Zbl 1492.62170 Can. J. Stat. 50, No. 2, 417-436 (2022). MSC: 62P10 62C10 62F03 62F15 62G07 62L15 62M30 PDFBibTeX XMLCite \textit{S. Golchi}, Can. J. Stat. 50, No. 2, 417--436 (2022; Zbl 1492.62170) Full Text: DOI arXiv Link
Han, Dong; Tsung, Fugee; Xian, Jinguo; Yu, Miaomiao Optimal sequential tests for monitoring changes in the distribution of finite observation sequences. (English) Zbl 1524.62377 Stat. Sin. 32, No. 3, 1317-1342 (2022). MSC: 62L10 62L15 60G40 PDFBibTeX XMLCite \textit{D. Han} et al., Stat. Sin. 32, No. 3, 1317--1342 (2022; Zbl 1524.62377) Full Text: DOI arXiv
Novikov, A.; Popoca-Jiménez, X. I. Optimal group sequential tests with groups of random size. (English) Zbl 1493.62485 Sequential Anal. 41, No. 2, 220-240 (2022). MSC: 62L10 62L15 62F03 60G40 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{X. I. Popoca-Jiménez}, Sequential Anal. 41, No. 2, 220--240 (2022; Zbl 1493.62485) Full Text: DOI arXiv
Novikov, Andrey; Novikov, Andrei; Farkhshatov, Fahil A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population. (English) Zbl 1493.62484 Sequential Anal. 41, No. 2, 198-219 (2022). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov} et al., Sequential Anal. 41, No. 2, 198--219 (2022; Zbl 1493.62484) Full Text: DOI arXiv
Wu, Yanhong; Wu, Wei Biao Sequential common change detection, isolation, and estimation in multiple Poisson processes. (English) Zbl 1493.62487 Sequential Anal. 41, No. 2, 176-197 (2022). MSC: 62L10 62L15 62P10 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{W. B. Wu}, Sequential Anal. 41, No. 2, 176--197 (2022; Zbl 1493.62487) Full Text: DOI
Reinhard, Dominik; Fauß, Michael; Zoubir, Abdelhak M. Bayesian sequential joint detection and estimation under multiple hypotheses. (English) Zbl 1493.62486 Sequential Anal. 41, No. 2, 143-175 (2022). MSC: 62L10 62L12 62L15 90C05 93E10 PDFBibTeX XMLCite \textit{D. Reinhard} et al., Sequential Anal. 41, No. 2, 143--175 (2022; Zbl 1493.62486) Full Text: DOI arXiv
Feldman, Moran; Svensson, Ola; Zenklusen, Rico A framework for the secretary problem on the intersection of matroids. (English) Zbl 1497.68610 SIAM J. Comput. 51, No. 3, 766-819 (2022). MSC: 68W40 05B35 60G40 62L15 68W27 PDFBibTeX XMLCite \textit{M. Feldman} et al., SIAM J. Comput. 51, No. 3, 766--819 (2022; Zbl 1497.68610) Full Text: DOI
Bayraktar, Erhan; Ekström, Erik; Guo, Jia Disorder detection with costly observations. (English) Zbl 1493.62479 J. Appl. Probab. 59, No. 2, 338-349 (2022). MSC: 62L10 62F15 62L15 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., J. Appl. Probab. 59, No. 2, 338--349 (2022; Zbl 1493.62479) Full Text: DOI arXiv
Bahrani, Maryam; Beyhaghi, Hedyeh; Singla, Sahil; Weinberg, S. Matthew Formal barriers to simple algorithms for the matroid secretary problem. (English) Zbl 1533.68411 Feldman, Michal (ed.) et al., Web and internet economics. 17th international conference, WINE 2021, Potsdam, Germany, December 14–17, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13112, 280-298 (2022). MSC: 68W27 05B35 68R10 60G40 62L15 PDFBibTeX XMLCite \textit{M. Bahrani} et al., Lect. Notes Comput. Sci. 13112, 280--298 (2022; Zbl 1533.68411) Full Text: DOI arXiv
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDFBibTeX XMLCite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 1493.62483) Full Text: DOI
Cao, Shuchen; Zhang, Ruizhi; Zou, Shaofeng Adversarially robust sequential hypothesis testing. (English) Zbl 1493.62480 Sequential Anal. 41, No. 1, 81-103 (2022). MSC: 62L10 62L15 60G40 91A10 PDFBibTeX XMLCite \textit{S. Cao} et al., Sequential Anal. 41, No. 1, 81--103 (2022; Zbl 1493.62480) Full Text: DOI
Wu, Jun; Li, Pei; Zhang, Jia; Chen, Zehao; Bao, Jianrong SPRT-based cooperative spectrum sensing with performance requirements in cognitive unmanned aerial vehicle networks (CUAVNs). (English) Zbl 1493.62493 Sequential Anal. 41, No. 1, 53-67 (2022). MSC: 62L15 60G40 62F12 62F15 PDFBibTeX XMLCite \textit{J. Wu} et al., Sequential Anal. 41, No. 1, 53--67 (2022; Zbl 1493.62493) Full Text: DOI
Christensen, Sören; Sohr, Tobias General optimal stopping with linear cost. (English) Zbl 1495.60030 Sequential Anal. 41, No. 1, 35-52 (2022). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{T. Sohr}, Sequential Anal. 41, No. 1, 35--52 (2022; Zbl 1495.60030) Full Text: DOI arXiv
Zhang, Ruizhi; Mei, Yajun; Shi, Jianjun Robust change detection for large-scale data streams. (English) Zbl 1493.62494 Sequential Anal. 41, No. 1, 1-19 (2022). MSC: 62L15 60G40 PDFBibTeX XMLCite \textit{R. Zhang} et al., Sequential Anal. 41, No. 1, 1--19 (2022; Zbl 1493.62494) Full Text: DOI arXiv
Correa, José; Dütting, Paul; Fischer, Felix; Schewior, Kevin Prophet inequalities for independent and identically distributed random variables from an unknown distribution. (English) Zbl 1493.62492 Math. Oper. Res. 47, No. 2, 1287-1309 (2022). MSC: 62L15 60G40 68W27 91B26 PDFBibTeX XMLCite \textit{J. Correa} et al., Math. Oper. Res. 47, No. 2, 1287--1309 (2022; Zbl 1493.62492) Full Text: DOI Link
Johnson, P.; Pedersen, J. L.; Peskir, G.; Zucca, C. Detecting the presence of a random drift in Brownian motion. (English) Zbl 1494.60044 Stochastic Processes Appl. 150, 1068-1090 (2022). MSC: 60G40 62L10 62L15 60J65 PDFBibTeX XMLCite \textit{P. Johnson} et al., Stochastic Processes Appl. 150, 1068--1090 (2022; Zbl 1494.60044) Full Text: DOI
Dayanik, Savas; Yamazaki, Kazutoshi Detection and identification of changes of hidden Markov chains: asymptotic theory. (English) Zbl 1493.62481 Stat. Inference Stoch. Process. 25, No. 2, 261-301 (2022). MSC: 62L10 62L15 62C10 60G40 62M05 PDFBibTeX XMLCite \textit{S. Dayanik} and \textit{K. Yamazaki}, Stat. Inference Stoch. Process. 25, No. 2, 261--301 (2022; Zbl 1493.62481) Full Text: DOI OA License
Pergamenchtchikov, Serguei M.; Tartakovsky, Alexander G.; Spivak, Valentin S. Minimax and pointwise sequential changepoint detection and identification for general stochastic models. (English) Zbl 1520.62101 J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022). MSC: 62L10 62L15 60G40 62M02 60J05 62P10 PDFBibTeX XMLCite \textit{S. M. Pergamenchtchikov} et al., J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022; Zbl 1520.62101) Full Text: DOI arXiv
Goldenshluger, Alexander; Zeevi, Assaf Optimal stopping of a random sequence with unknown distribution. (English) Zbl 1497.60061 Math. Oper. Res. 47, No. 1, 29-49 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{A. Goldenshluger} and \textit{A. Zeevi}, Math. Oper. Res. 47, No. 1, 29--49 (2022; Zbl 1497.60061) Full Text: DOI
Flynn, Hamish; Reeb, David; Kandemir, Melih; Peters, Jan PAC-Bayesian lifelong learning for multi-armed bandits. (English) Zbl 1494.68214 Data Min. Knowl. Discov. 36, No. 2, 841-876 (2022). MSC: 68T05 62F15 62L10 62L15 PDFBibTeX XMLCite \textit{H. Flynn} et al., Data Min. Knowl. Discov. 36, No. 2, 841--876 (2022; Zbl 1494.68214) Full Text: DOI arXiv
Al Masry, Zeina; Rabehasaina, Landy; Verdier, Ghislain Change-level detection for Lévy subordinators. (English) Zbl 1483.62146 Stochastic Processes Appl. 147, 423-455 (2022). MSC: 62M10 62L10 62L15 60G51 60G40 PDFBibTeX XMLCite \textit{Z. Al Masry} et al., Stochastic Processes Appl. 147, 423--455 (2022; Zbl 1483.62146) Full Text: DOI HAL
Bandyopadhyay, Uttam; Sarkar, Suman; Biswas, Atanu Sequential confidence interval for comparing two Bernoulli distributions in a non-conventional set-up. (English) Zbl 1478.62319 Stat. Probab. Lett. 181, Article ID 109263, 7 p. (2022). MSC: 62P10 62F25 62L12 62L15 PDFBibTeX XMLCite \textit{U. Bandyopadhyay} et al., Stat. Probab. Lett. 181, Article ID 109263, 7 p. (2022; Zbl 1478.62319) Full Text: DOI
Lin, Yi-Shen Optimal rules for the sequential selection of uniform spacings. (English) Zbl 1490.60099 Stochastics 93, No. 4, 479-512 (2021). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{Y.-S. Lin}, Stochastics 93, No. 4, 479--512 (2021; Zbl 1490.60099) Full Text: DOI
Qiao, Lei; Han, Dong CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data. (English) Zbl 07497683 J. Stat. Comput. Simulation 91, No. 17, 3473-3491 (2021). MSC: 62L10 62L15 62-XX PDFBibTeX XMLCite \textit{L. Qiao} and \textit{D. Han}, J. Stat. Comput. Simulation 91, No. 17, 3473--3491 (2021; Zbl 07497683) Full Text: DOI
Ernst, Marlena; Szajowski, Krzysztof J. Average number of candidates surveyed by the headhunter in the recruitment. (English) Zbl 1499.60128 Math. Appl. (Warsaw) 49, No. 1, 31-53 (2021). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{M. Ernst} and \textit{K. J. Szajowski}, Math. Appl. (Warsaw) 49, No. 1, 31--53 (2021; Zbl 1499.60128) Full Text: DOI
Vanderbei, Robert J. The postdoc variant of the secretary problem. (English) Zbl 1499.60133 Math. Appl. (Warsaw) 49, No. 1, 3-13 (2021). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{R. J. Vanderbei}, Math. Appl. (Warsaw) 49, No. 1, 3--13 (2021; Zbl 1499.60133) Full Text: DOI Link
Sajjadipanah, Soudabe; Mahmoudi, Eisa; Zamani, Mohammadsadegh Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure. (English) Zbl 1493.62491 Sequential Anal. 40, No. 4, 466-481 (2021). MSC: 62L12 62M10 62L10 62L15 PDFBibTeX XMLCite \textit{S. Sajjadipanah} et al., Sequential Anal. 40, No. 4, 466--481 (2021; Zbl 1493.62491) Full Text: DOI
Buonaguidi, Bruno On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay. (English) Zbl 1496.60035 Electron. Commun. Probab. 26, Paper No. 73, 12 p. (2021). Reviewer: Pavel Gapeev (London) MSC: 60G40 60J60 62C10 62L15 PDFBibTeX XMLCite \textit{B. Buonaguidi}, Electron. Commun. Probab. 26, Paper No. 73, 12 p. (2021; Zbl 1496.60035) Full Text: DOI
Alvarez E., Luis H. R.; Christensen, Sören A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty. (English) Zbl 1480.60232 Adv. Appl. Probab. 53, No. 2, 400-424 (2021). MSC: 60J60 60G40 62L15 91G80 PDFBibTeX XMLCite \textit{L. H. R. Alvarez E.} and \textit{S. Christensen}, Adv. Appl. Probab. 53, No. 2, 400--424 (2021; Zbl 1480.60232) Full Text: DOI arXiv Link
Honda, Toshio; Lin, Chien-Tong Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models. (English) Zbl 1477.62185 Jpn. J. Stat. Data Sci. 4, No. 1, 151-179 (2021). MSC: 62J07 62G08 62J12 62H12 62L15 62-08 PDFBibTeX XMLCite \textit{T. Honda} and \textit{C.-T. Lin}, Jpn. J. Stat. Data Sci. 4, No. 1, 151--179 (2021; Zbl 1477.62185) Full Text: DOI Link
Kazerouni, Abbas; Wein, Lawrence M. Best arm identification in generalized linear bandits. (English) Zbl 1525.62035 Oper. Res. Lett. 49, No. 3, 365-371 (2021). MSC: 62L10 62L15 90C15 90C90 PDFBibTeX XMLCite \textit{A. Kazerouni} and \textit{L. M. Wein}, Oper. Res. Lett. 49, No. 3, 365--371 (2021; Zbl 1525.62035) Full Text: DOI arXiv OA License
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown. (English) Zbl 1479.62065 Sequential Anal. 40, No. 3, 427-440 (2021). MSC: 62L15 60G40 60G55 62F15 PDFBibTeX XMLCite \textit{M. Brown}, Sequential Anal. 40, No. 3, 427--440 (2021; Zbl 1479.62065) Full Text: DOI
Qiao, Lei; Han, Dong CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences. (English) Zbl 1477.62218 Statistics 55, No. 3, 489-513 (2021). MSC: 62L10 62L15 62G10 62K05 62H22 PDFBibTeX XMLCite \textit{L. Qiao} and \textit{D. Han}, Statistics 55, No. 3, 489--513 (2021; Zbl 1477.62218) Full Text: DOI
Lapeyre, Bernard; Lelong, Jérôme Neural network regression for Bermudan option pricing. (English) Zbl 1476.62205 Monte Carlo Methods Appl. 27, No. 3, 227-247 (2021). MSC: 62L20 62L15 62M45 62P05 60G40 68T07 91G60 65Y05 PDFBibTeX XMLCite \textit{B. Lapeyre} and \textit{J. Lelong}, Monte Carlo Methods Appl. 27, No. 3, 227--247 (2021; Zbl 1476.62205) Full Text: DOI arXiv HAL
Ghalme, Ganesh; Dhamal, Swapnil; Jain, Shweta; Gujar, Sujit; Narahari, Y. Ballooning multi-armed bandits. (English) Zbl 1519.68217 Artif. Intell. 296, Article ID 103485, 22 p. (2021). MSC: 68T05 62L10 62L15 PDFBibTeX XMLCite \textit{G. Ghalme} et al., Artif. Intell. 296, Article ID 103485, 22 p. (2021; Zbl 1519.68217) Full Text: DOI arXiv
Zhigljavsky, Anatoly; Noonan, Jack First passage times for Slepian process with linear and piecewise linear barriers. (English) Zbl 1475.62226 Extremes 24, No. 3, 565-589 (2021). MSC: 62L15 62L10 62G10 62M10 60J65 37M10 PDFBibTeX XMLCite \textit{A. Zhigljavsky} and \textit{J. Noonan}, Extremes 24, No. 3, 565--589 (2021; Zbl 1475.62226) Full Text: DOI OA License
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff Optimal stopping of stochastic transport minimizing submartingale costs. (English) Zbl 1473.49051 Trans. Am. Math. Soc. 374, No. 10, 6963-6989 (2021). MSC: 49Q22 49J55 60G40 90B06 49N15 62L15 PDFBibTeX XMLCite \textit{N. Ghoussoub} et al., Trans. Am. Math. Soc. 374, No. 10, 6963--6989 (2021; Zbl 1473.49051) Full Text: DOI arXiv
Deshmukh, Aditya; Veeravalli, Venugopal V.; Bhashyam, Srikrishna Sequential controlled sensing for composite multihypothesis testing. (English) Zbl 1473.62074 Sequential Anal. 40, No. 2, 259-289 (2021). MSC: 62F05 62L05 62L10 62L15 62P10 PDFBibTeX XMLCite \textit{A. Deshmukh} et al., Sequential Anal. 40, No. 2, 259--289 (2021; Zbl 1473.62074) Full Text: DOI arXiv
Banerjee, Taposh; Gurram, Prudhvi; Whipps, Gene T. A Bayesian theory of change detection in statistically periodic random processes. (English) Zbl 1473.62296 IEEE Trans. Inf. Theory 67, No. 4, 2562-2580 (2021). MSC: 62M07 62M15 62F15 62L15 PDFBibTeX XMLCite \textit{T. Banerjee} et al., IEEE Trans. Inf. Theory 67, No. 4, 2562--2580 (2021; Zbl 1473.62296) Full Text: DOI arXiv
Dumitrescu, Roxana; Reisinger, Christoph; Zhang, Yufei Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps. (English) Zbl 1514.65102 Appl. Math. Optim. 83, No. 3, 1387-1429 (2021). MSC: 65M06 65M12 65Y05 62L15 60J74 93E20 93B52 91G80 35A23 35A15 35D40 PDFBibTeX XMLCite \textit{R. Dumitrescu} et al., Appl. Math. Optim. 83, No. 3, 1387--1429 (2021; Zbl 1514.65102) Full Text: DOI arXiv OA License
Soto, José A.; Turkieltaub, Abner; Verdugo, Victor Strong algorithms for the ordinal matroid secretary problem. (English) Zbl 1522.68765 Math. Oper. Res. 46, No. 2, 642-673 (2021). MSC: 68W27 05B35 60G40 62L15 PDFBibTeX XMLCite \textit{J. A. Soto} et al., Math. Oper. Res. 46, No. 2, 642--673 (2021; Zbl 1522.68765) Full Text: DOI arXiv
Celisse, Alain; Wahl, Martin Analyzing the discrepancy principle for kernelized spectral filter learning algorithms. (English) Zbl 1539.68252 J. Mach. Learn. Res. 22, Paper No. 76, 59 p. (2021). MSC: 68T05 62G08 62L15 PDFBibTeX XMLCite \textit{A. Celisse} and \textit{M. Wahl}, J. Mach. Learn. Res. 22, Paper No. 76, 59 p. (2021; Zbl 1539.68252) Full Text: arXiv Link
Bengs, Viktor; Busa-Fekete, Róbert; El Mesaoudi-Paul, Adil; Hüllermeier, Eyke Preference-based online learning with dueling bandits: a survey. (English) Zbl 1539.68248 J. Mach. Learn. Res. 22, Paper No. 7, 108 p. (2021). MSC: 68T05 62L15 68W27 68-02 PDFBibTeX XMLCite \textit{V. Bengs} et al., J. Mach. Learn. Res. 22, Paper No. 7, 108 p. (2021; Zbl 1539.68248) Full Text: arXiv Link
Geneson, Jesse A note on the price of bandit feedback for mistake-bounded online learning. (English) Zbl 1504.68085 Theor. Comput. Sci. 874, 42-45 (2021). MSC: 68Q32 62H30 62L15 68T05 68W27 PDFBibTeX XMLCite \textit{J. Geneson}, Theor. Comput. Sci. 874, 42--45 (2021; Zbl 1504.68085) Full Text: DOI arXiv
Muravlev, Alexey; Urusov, Mikhail; Zhitlukhin, Mikhail Sequential tracking of an unobservable two-state Markov process under Brownian noise. (English) Zbl 1464.62361 Sequential Anal. 40, No. 1, 1-16 (2021). MSC: 62L10 62L15 62G10 60G40 60J65 PDFBibTeX XMLCite \textit{A. Muravlev} et al., Sequential Anal. 40, No. 1, 1--16 (2021; Zbl 1464.62361) Full Text: DOI arXiv
Li, Xiaoou; Chen, Yunxiao; Chen, Xi; Liu, Jingchen; Ying, Zhiliang Optimal stopping and worker selection in crowdsourcing: an adaptive sequential probability ratio test framework. (English) Zbl 1465.62176 Stat. Sin. 31, No. 1, 519-546 (2021). MSC: 62P20 62L10 62L15 62C10 60G40 PDFBibTeX XMLCite \textit{X. Li} et al., Stat. Sin. 31, No. 1, 519--546 (2021; Zbl 1465.62176) Full Text: arXiv
Demers, Simon Expected duration of the no-information minimum rank problem. (English) Zbl 1455.60065 Stat. Probab. Lett. 168, Article ID 108950, 5 p. (2021). MSC: 60G40 60G70 62L15 PDFBibTeX XMLCite \textit{S. Demers}, Stat. Probab. Lett. 168, Article ID 108950, 5 p. (2021; Zbl 1455.60065) Full Text: DOI
Yu, G.; Jacobson, S. H.; Kiyavash, N. Asymptotic analysis for multi-objective sequential stochastic assignment problems. (English) Zbl 1493.62488 Stochastics 92, No. 2, 223-264 (2020). MSC: 62L10 62L15 90B80 90C15 90C29 PDFBibTeX XMLCite \textit{G. Yu} et al., Stochastics 92, No. 2, 223--264 (2020; Zbl 1493.62488) Full Text: DOI
Makasu, Cloud Bounds for expected payoff on two stocks. (English) Zbl 1499.60131 Math. Appl. (Warsaw) 48, No. 1, 49-57 (2020). MSC: 60G40 62L15 91G20 PDFBibTeX XMLCite \textit{C. Makasu}, Math. Appl. (Warsaw) 48, No. 1, 49--57 (2020; Zbl 1499.60131) Full Text: DOI
Kim, Kyungmann; Tsiatis, Anastasios A. Independent increments in group sequential tests: a review (invited article). (English) Zbl 1472.62153 SORT 44, No. 2, 223-264 (2020). MSC: 62P10 62H10 62L10 62L15 PDFBibTeX XMLCite \textit{K. Kim} and \textit{A. A. Tsiatis}, SORT 44, No. 2, 223--264 (2020; Zbl 1472.62153) Full Text: DOI
Muravlev, Alexey; Zhitlukhin, Mikhail A Bayesian sequential test for the drift of a fractional Brownian motion. (English) Zbl 1470.62125 Adv. Appl. Probab. 52, No. 4, 1308-1324 (2020). MSC: 62L10 62L15 60G22 60G40 PDFBibTeX XMLCite \textit{A. Muravlev} and \textit{M. Zhitlukhin}, Adv. Appl. Probab. 52, No. 4, 1308--1324 (2020; Zbl 1470.62125) Full Text: DOI arXiv
Ribas, J. M. Grau A note on last-success-problem. (English) Zbl 1470.60114 Theory Probab. Math. Stat. 103, 155-165 (2020). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{J. M. G. Ribas}, Theory Probab. Math. Stat. 103, 155--165 (2020; Zbl 1470.60114) Full Text: DOI arXiv
Zhang, Yong-Chao; Zhang, Na A viscosity solution method for optimal stopping problems with regime switching. (English) Zbl 1468.60052 Acta Appl. Math. 170, 677-689 (2020). MSC: 60G40 62L15 60H30 PDFBibTeX XMLCite \textit{Y.-C. Zhang} and \textit{N. Zhang}, Acta Appl. Math. 170, 677--689 (2020; Zbl 1468.60052) Full Text: DOI
Krapivsky, P. L.; Redner, S. Where should you park your car? The \(\frac{1}{2}\) rule. (English) Zbl 1459.76014 J. Stat. Mech. Theory Exp. 2020, No. 7, Article ID 073404, 14 p. (2020). MSC: 76A30 60G40 62L15 90B50 PDFBibTeX XMLCite \textit{P. L. Krapivsky} and \textit{S. Redner}, J. Stat. Mech. Theory Exp. 2020, No. 7, Article ID 073404, 14 p. (2020; Zbl 1459.76014) Full Text: DOI arXiv
Nath, Samrat; Wu, Jingxian Quickest change point detection with multiple postchange models. (English) Zbl 1461.62144 Sequential Anal. 39, No. 4, 543-562 (2020). MSC: 62L15 62L10 62G10 60G40 PDFBibTeX XMLCite \textit{S. Nath} and \textit{J. Wu}, Sequential Anal. 39, No. 4, 543--562 (2020; Zbl 1461.62144) Full Text: DOI
Mukhopadhyay, Nitis; Zhang, Chen EDA on the asymptotic normality of the standardized sequential stopping times. II: Distribution-free models. (English) Zbl 1461.62143 Sequential Anal. 39, No. 3, 367-398 (2020). MSC: 62L15 62L12 62E17 62G10 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} and \textit{C. Zhang}, Sequential Anal. 39, No. 3, 367--398 (2020; Zbl 1461.62143) Full Text: DOI
Cai, Liang Quickest detection of an accumulated state-dependent change point. (English) Zbl 1472.62128 Sequential Anal. 39, No. 2, 230-240 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62L15 62G10 PDFBibTeX XMLCite \textit{L. Cai}, Sequential Anal. 39, No. 2, 230--240 (2020; Zbl 1472.62128) Full Text: DOI
Novikov, Andrey; Palacios-Soto, Juan Luis Sequential hypothesis tests under random horizon. (English) Zbl 1466.62379 Sequential Anal. 39, No. 2, 133-166 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62L10 62L15 62C10 62M07 62M10 60G40 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{J. L. Palacios-Soto}, Sequential Anal. 39, No. 2, 133--166 (2020; Zbl 1466.62379) Full Text: DOI