in a subclass of the scale-parameter exponential family, we consider the sequential pointestimation of a function of the scale parameter under the loss function given as the sum of the weightedsquared error loss and a linear cost. for a fully sequential sampling scheme, second order expansions areobtained for the expected sample size as well as for the regret of the procedure. the former resear...

the problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance. we discuss a bayesian approach in the context of statistical process control: at an unknown time $tau$, the process behavior changes and the distribution of the data changes from p0 to p1. two cases are considered: (i) p0 and p1 are fu...

Several applications in online learning involve sequential sampling/polling of an underlying population. A classical task this space is cardinality estimation, where the goal to estimate size a set by sampling elements from (see, for example, [2,4,7]). The key idea here use 'collisions,' i.e., instances same element sampled more than once, set. Another recent application community exploration, ...