Asymptotically Optimal Bayes Sequential Design of Experiments for Estimation

Sequential Optimal Design of Neurophysiology Experiments

Adaptively optimizing experiments has the potential to significantly reduce the number of trials needed to build parametric statistical models of neural systems. However, application of adaptive methods to neurophysiology has been limited by severe computational challenges. Since most neurons are high-dimensional systems, optimizing neurophysiology experiments requires computing high-dimensiona...

I , . I on Bayes Sequential Design of Experiments

Asymptotically Optimal Sequential Tests for Nonhomogeneous Processes

It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of \rejecting" SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes when probabilities of errors tend to zero. We consider the general case of observation process with discrete or...

Integrated Risk of Asymptotically Bayes Sequential Tests1 by 'gary Lorden

Asymptotically Pointwise Optimal Procedures in Sequential Analysis