Given a random time, we give some characterizations of the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some families of martingales with remarkable properties. DOI: https://doi.org/10.1016/j.spa.2006.06.005 Posted at the Zurich Open Repository and Arch...

Boosting is used to determine the order in which classifiers are aggregated in a bagging ensemble. Early stopping in the aggregation of the classifiers in the ordered bagging ensemble allows the identification of subensembles that require less memory for storage, have a faster classification speed and can perform better than the original bagging ensemble. Furthermore, ensemble pruning does not ...

Recent results from the H1 experiment [1] has confirmed the existence of a substantial baryon asymmetry of the proton sea at small x with magnitude predicted in [2]. This is a strong support for the idea [3] that baryon number can be transferred by gluons through a large rapidity interval without attenuation. In this paper we calculate the dependence of baryon asymmetry on associated multiplici...

We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after the change is available. The initial problem of disorder detection is transformed to optimal stopping of observed sequence. Formula for optimal decision functions is derived.

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company’s interest to detect the change time as soon as possible in order to re-evaluate a new fair value for premiums to keep its profit level the same. This is equivalent to a ...