Hypothesis testing without a fixed sample size.

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59 views

Method for detecting anomalies in timeseries?

I am exploring creating alerts for anomalies in a timeseries. Say that I have a graph like this: There are two anomalies here that I would wanted to be alerted on: First, on April 7th with there ...
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1answer
86 views

What's the algorithm for finding sequences used by TraMineR?

I'm working an analysis about finding frequent sequences in a event-state dataset using the R package TraMineR (and ...
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1answer
55 views

When does drawing additional samples not cause much benefit in estimating the population probability distribution?

Suppose I have a random variable X that either evaluates to A, B, or C when I realize it (each with its own fixed probability). Now let's say I have drawn 100 samples and the frequency distribution is ...
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0answers
59 views

One pass distributed clustering algorithm

I am working on clustering of data streams. For my purpose Sequential Leader Clustering (SLC) have given fair result, as i need not give number of clusters (like k in k means), which require some ...
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0answers
10 views

Can someone help me in understanding Sequential signed rank test?

Can someone help me in understanding Sequential signed rank test? how do we relate sequential test with signed ranking test and how do we decide H0 and H1 in SSRT?
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0answers
98 views

Sequential Inference And Evidence (Jaynes 2003): Is it valid? Is it used?

Exploring the work of ET Jaynes, Probability Theory (11th Printing 2013) has led to consideration of the technique he identifies as Sequential Inference (p. 96); where the evidence, in decibels, ...
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43 views

Modeling Sequential Discrete Choices

In my experiment, I have a finite set of discrete choices (or alternatives) $S$ in which I ask each participant to select a non-empty subset $s \subseteq S$ and rank the elements in $s$ in their ...
2
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1answer
93 views

Runs test for randomness for k elements

Say I have a sequence of length $n$ of $k$ different elements, s.t. $n > k, k > 2$. I want to show this sequence is random, based on the number of runs. I found this paper by AM Mood which ...
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19 views

Statistical similarity on sequences

What are the methods that can be used for evaluating the similarity of the sequences? Lets say that we have three sequences; I want to be able to say that "statistically" the sequence number 1 and the ...
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0answers
185 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 ...
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3answers
338 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 ...
5
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1answer
215 views

Speed up web a/b tests with sample size checkpoints

Before starting an a/b test with a control and one experimental route, I can calculate a required sample size based on conversion rate estimates for both routes. I can get a good estimate of the ...
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0answers
51 views

Performing a Wald's group sequential test in R (for complex hypothesis)

The settings: we have a sequence of numbers generated from a normal distribution with $\mu=1;\sigma^2 = 1 $. And with every new observation collected, we'd like to test for: $H_0:\mu_0=0$ ...
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1answer
108 views

Sequential testing of multiple probabilities (binomial variables)

Task: I have e.g. 1 control group and 7 experimental groups which are treated differently. All groups have a dependent binomial variable: 1 = success, 0 = no success. I want to conduct sequential ...
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1answer
55 views

Group sequential Design

Can anyone recommend a paper which provides a nice introduction or summary of group sequential design.
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0answers
64 views

Statistic describes the sharpness or dispersion of sequential data?

I want to find an existed statistic that can clearly describe the sharpness or dispersion of a peak-shape signal. To state this question more clearly, I plotted two different types (sharp and broad) ...
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1answer
176 views

bag of words in an online configuration, for classification / clustering

I have a set of image documents. I extract text keywords from this images using OCR to represent each image as a bag of words (a vector where each value is the number of occurrence of a word in the ...
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2answers
95 views

Frequentist performance of sequential testing based on predictive power

Suppose we perform a hypothesis test from a random sample $(x_i)_{i=1}^n$, assuming for instance $x_i \sim_{\text{iid}} {\cal N}(\theta, 1)$ and $H_0=\{\theta=0\}$ for simplicity. If the test fails to ...
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2answers
3k views

Repeated measures ANOVA for two different groups

I have conducted a clinical trial using two groups with two different treatment modalities. I have measured different physical and biochemical parameters (e.g pulse, systolic blood pressure, serum ...
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0answers
45 views

Sequence mining in univariate discrete data using R [duplicate]

Possible Duplicate: r sequence recognition for univariate data sequence mining arules I am looking for a method to detect sequences within univariate discrete data without specifying the ...
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0answers
207 views

Incremental learning methods in R

I am looking for some libraries in R that can do incremental learning (also called online or sequential learning). The use case of such learning in comparison to traditional batch methods would be to ...
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1answer
231 views

clustering with particle filters

Suppose we want to cluster a data stream of unknown number of clusters, and estimate them using particle filters. With particle filters, we need to know $P(x_t | x_{t-1})$ and $P(z_t | x_t)$ (where z ...
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3answers
5k views

Very simple particle filters algorithm (sequential monte carlo method) implementation

I'm interested in the simple algorithm for particles filter given here. It seems very simple but I have no idea on how to do it practically. Any idea on how to implement it (just to better understand ...
4
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1answer
145 views

How to efficiently expand a simple random sample after population growth?

I have a simple random sample (SRS) $S$ of size $n$ drawn from a population $D_1$ containing $N_1$ members. A new set $D_2$ with $N_2$ members is added to the population. I would like to create a ...
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1answer
76 views

Is there a sequential version of probabilistic latent semantic analysis?

Does someone know if it exists some way to do online learning with pLSA? The model training is really time consuming, so it is not feasible to rebuild it after every changes in the data.
2
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1answer
319 views

Sequential clustering with an unknown number of clusters

Is there any clustering algorithms that: does not assume the number of clusters to be known, and processes the data in only one pass by considering it as a continuously arriving data stream (and we ...
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2answers
243 views

Sequential experiment: controlled design and metrics

This is a generic question. Let me put forth an example scenario. Say, I had 2 techniques for allocating my daily budget within 4 stocks. Upon allocation, I get the data about the stock's performance ...
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0answers
120 views

Sequential Proportions Test

I have been trying to find some R code but haven't had any luck so far. I am able to perform a sequential t-test on some data that I was working on previously but now my data has a combination of real ...
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2answers
376 views

Why is this regret a good choice for a multi-armed bandit?

The regret in a multi-arm bandit model is given by $$\underset{j}{\max}\sum_{t=1}^{T}x_j(t) -G_{A}$$ where $$G_A=\sum_{t=1}^{T}x_{it}(t)$$ is the total reward achieved by the learner, based on an ...
6
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0answers
242 views

Adjusting the p-value for adaptive sequential analysis (for chi square test)?

I wish to know what statistical literature is relevant for the following problem, and maybe even an idea on how to solve it. Imagine the following problem: We have 4 possible treatments for some ...
8
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2answers
128 views

Identifying sequential patterns

I am working with sequence data which are long lists of malware win-api calls. I am trying to cast the problem of identifying 'malware behavior' into one of finding sequential patterns. I treat each ...
4
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1answer
252 views

AB Multi-variate testing - when can I eliminate worst performing variants?

I'm running AB tests on my website homepage, with 8 different variations. You can read about the purpose of the test here if you need to (not essential) - ...
3
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1answer
378 views

Explanation for the thresholds in the sequential probability ratio test

Recently I have learned about sequential analysis especially sequential probability ratio tests (after I have struggled a lot with cumulation of alpha - errrors). See also this question Sequential ...