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4
votes
0answers
66 views

Optimal Stopping for Bernoulli One-Armed Bandit with a Fixed, Known Payout

I'm very new to bandit problems (apologies if I've formatted my question incorrectly), but I have to solve the optimal stopping of what I think is a very simple case. Suppose I have two arms $k = {1, ...
0
votes
0answers
19 views

How important is the quality of solutions to NP-hard problems arising in machine learning problems?

Machine learning and inference problems give rise to intractable problems. For instance the exact inference in Bayes nets is an NP-hard problem. At the same time there are polynomially tractable ...
4
votes
0answers
37 views

bias of an estimator when using stopping rules

Consider the setting where $X_1,X_2,...$ are i.i.d. real-valued random variables with $\mathbb{E}[X_i] = \theta$ and let the random variable $\tau$ be an associated stopping time. I'm wondering what ...
0
votes
0answers
55 views

Limiting Distribution of a Polya-Eggenberger Urn with Stopping Rule

I am trying to find literature on the limiting distribution of a Polya-Eggenberger Urn with a stopping rule contingent on the proportion of the two colors in the urn. To clarify, let's say that the ...
4
votes
0answers
62 views

How are optional stopping rules based on e.g. sample confidence (width of confidence interval) biased?

Inspired by this: http://pss.sagepub.com/content/22/11/1359 In the context of open-ended data collection where the necessary sample size cannot be properly estimated, for the purpose of a ...
5
votes
0answers
209 views

Understanding Sequential Probability Ratio Test (SPRT) Likelihood Ratio

I am a software developer looking to develop an alternative for the simple hypothesis testing scheme described here. In short, the test works as follows: Two URLs are compared for their ability to ...
11
votes
3answers
355 views

How could one develop a stopping rule in a power analysis of two independent proportions?

I am a software developer working on A/B testing systems. I don't have a solid stats background but have been picking up knowledge over the past few months. A typical test scenario involves comparing ...
1
vote
0answers
427 views

Determining Optimal Number of Cluster in Hierarchical Clustering in Consideration of Variance of Data

I'm applying a Hierarchical Agglomerative Clustering (HAC) for grouping my data and I need to determine the number of the cluster automatically. To determine the optimal number of cluster, I obtain ...
3
votes
1answer
105 views

Thoughts on model self-penalization amidst difficult parameter estimation

It is well accepted that one should account for model complexity when performing model comparisons, and the general procedure is to penalize more complex models more strongly. While this makes sense ...
0
votes
2answers
72 views

Difference between the Stopping Criteria [closed]

I would like to know the difference between below mentioned stopping criteria used in various gradient descent algorithm $\frac{Prev\_fun\_value - curr\_fun\_value}{Pre\_fun\_value} \le tol$ ...
4
votes
0answers
111 views

Stopping rule for chi-squared discretization algorithm

I developed an algorithm that uses the chi-squared test to perform supervised discretization of a continuous variable. I described it in the paper "ChiD-A Chi-Squared Discretization Algorithm" ...
2
votes
0answers
62 views

Optimal stopping under partially observable state

This problem is basically the classic asset selling problem but with imperfect state information. In the classical problem, we have an asset that we wish to sell, we receive offers w(0) to w(N-1). ...
3
votes
2answers
303 views

Optimal stopping from an unknown distribution

The Secretary problem has an algorithm for fixed N and immediate accept/reject (that is, reject reject ... accept one, stop). There are several variants; in mine, secretaries or samples come from a ...