# Tagged Questions

The tag has no usage guidance.

29 views

### Optimal decision process to estimate Markov chain limiting distribution

Suppose there is a irreducible, reversible Markov chain with known states $1,\ldots,N$ and unknown transition matrix $T_{ij}$ and unknown limiting distribution $\pi_i$. I am able to repeatedly ...
55 views

### stopping rules for futility

I am planning a 2-arms trial that tests a response rate in patients to a drug. The response rate indicative of the drug working would be 10%, while 25% for the control group. 266 subjects are needed ...
30 views

### Applying Markov Decision Processes to the Selling House Problem with waiting times

I'd like to apply the Markov Decision Process theory to this problem. We have a house to sell. Each day an offer of $X_n$ comes for the house. Each offer costs an amount $c$ to observe. You may think ...
68 views

### Prove $Z_n = X_n1_{n \le T} + Y_n1_{n+1\ge T}$ is a martingale

Given a filtered probability space $(\Omega, \mathscr F, \{\mathscr F_n\}, \mathbb P)$, let $X = (X_n)_{n \in \mathbb N}$ and $Y = (Y_n)_{n \in \mathbb N}$ be $(\{\mathscr F_n\}, \mathbb P)-$...
42 views

67 views

### Optimal stopping rule for sequential subsampling?

I have a set of ranking models added sequential one at a time. Where each model generate ranks for the sample. Finally the expected rank is done by taking the average rank from all models. scenario I ...
163 views

### Secretary Problem (Optimal Stopping) When Interviews Are Costly

The Secretary problem is an optimal stopping problem. Imagine hiring one secretary out of $n$ applicants, who are interviewed in random order and either rejected or hired on the spot (as soon as one ...
169 views

144 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" ...