The optimal-stopping tag has no wiki summary.
2
votes
0answers
44 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 ...
4
votes
0answers
82 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
163 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
88 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
69 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
84 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
54 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
246 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 ...
