Hypothesis testing without a fixed sample size.
0
votes
0answers
23 views
How to quantify a sequential hypothesis testing problem to conclude a certain experiment is better over the other, in a bayesian framework?
I am a newbie.
I have the following setup of a hypothetical experiment.
I have N places in a big building (think a huge palace) where I have kept 'N' different types of bird-food for birds.
Birds ...
2
votes
0answers
38 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
80 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
votes
1answer
84 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 ...
2
votes
0answers
32 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: $H_0:\mu_0=0$ ...
1
vote
0answers
44 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 ...
0
votes
1answer
38 views
Group sequential Design
Can anyone recommend a paper which provides a nice introduction or summary of group sequential design.
0
votes
0answers
33 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) ...
0
votes
1answer
88 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 ...
4
votes
2answers
71 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 ...
2
votes
2answers
1k 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 ...
1
vote
0answers
39 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 ...
2
votes
0answers
116 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 ...
1
vote
1answer
171 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 ...
-2
votes
3answers
2k 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
votes
1answer
123 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 ...
1
vote
1answer
64 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
votes
1answer
219 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 ...
1
vote
1answer
176 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 ...
0
votes
0answers
95 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 ...
3
votes
2answers
322 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 ...
5
votes
0answers
145 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 ...
5
votes
1answer
98 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
votes
1answer
206 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
votes
1answer
256 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 ...
