Questions tagged [sequential-analysis]

Hypothesis testing without a fixed sample size.

Filter by
Sorted by
Tagged with
8
votes
1answer
84 views

How to distinguish between two biased coins

I have two very biased coins: The first coin (C1) lands on heads 95% of the time. The second coin (C2) lands on heads only 1% of the time. One of the coins has been selected and I want to determine ...
3
votes
1answer
48 views

Term for when hypothesis testing is conducted repeatedly until an interesting result is found?

What is the term for when, through accident or intent, many hypothesis tests are conducted until an 'interesting' result is found? That is, the experiment (or variations on it) are repeated until a ...
1
vote
0answers
28 views

In R, why do the p-values from anova() change when you add more predictors?

When conducting linear regression in R, I am trying to understand how certain p-values are calculated and what they represent. So far this is my understanding: The p-values from summary() correspond ...
5
votes
1answer
98 views

Equivalence of Contextual Bandit formulations

I find two different type of Contextual Bandit problem formulations in the literature: Definition 1: (https://hunch.net/~jl/projects/interactive/sidebandits/bandit.pdf) In a contextual bandits problem,...
0
votes
1answer
54 views

Is sequential probability ratio test bayesian or frequentist or both?

Is sequential probability ratio test bayesian or frequentist or both? Is there a way to implement a bayes decision rule with "sprt"?
2
votes
1answer
47 views

How long will it take to detect that the parameters in a normal distribution have changed, given online sampling?

Let's say, for instance, you have normally distributed data that is coming in one at a time. At some unknown instance, the distribution parameters (mean and variance) change. Assuming that there is ...
0
votes
0answers
15 views

Markov model for multiple cases

I was wondering if the markovchain r package can handle multiple cases with unequal length of sequences. If so, how to perform that in r? If not, any other markov packages in r can do that? Many ...
1
vote
0answers
18 views

Early stopping in wilcoxon signed rank test?

I have decided to acquire N joint samples of variables X and Y (for example, N=200), and test whether their means are different using the signed-rank test. I will repeat this procedure many times, ...
1
vote
0answers
198 views

O'Brien Fleming Interim Analysis Interpretation with PROC SEQDESIGN

Quick question about the output of PROC SEQDESIGN. I was playing around with the O'Brien Fleming method trying to understand how we can interpret the results spit out by SAS for a mock study with ...
2
votes
1answer
48 views

How to recursively filter sequential predictions of binary classifier?

Problem My goal is to estimate binary state using entire observation history. Observations are coming sequentially with fixed interval (~1 sec). I have xgboost model which predicts the state given a ...
1
vote
1answer
86 views

To improve the posterior belief receiving a time-series from a fixed data source

Let data $\mathbf{X}\in \mathbb{R}^d$ come from one of the $K$ possible sources $\mathsf{S}\in \{1,2,...,K\}$. The true $\mathsf{S}$ is unknown but it is fixed. The main task is to infer the true ...
0
votes
1answer
25 views

extension of sequential probability ratio tests to particle filters?

I've been wondering if there are extensions of the sequential probability ratio test to account for particle filters. I ask because, in my research, I'm working with distributions that cannot be ...
0
votes
1answer
30 views

Binary Sequence Prediction Model with Time dependant features

I got a very long sequence of binary items (0 or 1). Each item is associated to a timestamp. For example : ...
5
votes
1answer
300 views

What are disadvantages of “Sequential analysis”

Sequential analysis involves performing sequential interim analysis till results are significant or till a maximum number of interim analyses is reached. Sequential analysis sounds appealing ...
1
vote
0answers
26 views

Average Sample Number using Page's CUSUM procedure?

I am trying reproduce the Table 1 results from the page 12 using the equation given the page 13.To access the journal article please click https://arxiv.org/pdf/math/0605322.pdf. The corresponding ...
2
votes
1answer
58 views

Does an interim sample size re-estimation increase type 1 error if based on the overall event rate?

Suppose that a sample size is to be calculated for a trial: a presumed effect size summarizes the effect of intervention (relative risk RR $\exp(\theta_1)$), and background gives the rate of events in ...
2
votes
0answers
45 views

Mixed-effects modelling in a sequential analysis design

I'm planning a study and am considering going with a sequential analysis design (as described here: https://psyarxiv.com/9yegd/download?format=pdf). This design allows one to take multiple looks at ...
0
votes
0answers
25 views

How to methodologically show that a given 'time-series/sequential' data is not really sequential?

I have an apparent time-series/sequencial (supervised: multi-class classification problem) dataset with each data-point time-stamped. However, some domain intuition tells me that the data is static ...
-1
votes
1answer
231 views

Reverse the shuffling phase

It is very convenient to have sklearn library to split and shuffle the data with ...
4
votes
1answer
95 views

Can the Bayesian but not the frequentist “just add more observations”?

Since the frequentist's p-values are uniformly distributed under the null hypothesis, it is a highly problematic practice to add more and more data to your sample until you find a significant result. ...
1
vote
0answers
13 views

Sequential mining technique for categorical events?

I'm facing a problem where I have a short (2-8) sequence of discrete events, of variable length, and a final state. Ex.: cold, warm, warm -> soft clothing. I would like to determine what are the main ...
2
votes
0answers
60 views

Predicting elections with a random sample

If I have a population of exactly 100.000 voters, and I know they all voted in either candidate A, B, C, D or E. (e.g where the results of a random sample of 100 voters are A = 40%, B = 30%, C = 10%, ...
1
vote
1answer
34 views

Applying Sequential Probability Ratio Test (SPRT) on a Vector Signal?

I am trying to apply SPRT on a vector signal (of residual) for detecting faults occurring in the sensors' measurement of an aircraft. The vector signal contains measurements from five different ...
5
votes
1answer
252 views

Stopping rules in group sequential designs

I have read that in group sequential designs, having a maximum of $k$ stops, for the $j$-th stop $j < k$ there are 4 bounds chosen $a_j,b_j, c_j, d_j$ such that the three decisions are considered. ...
1
vote
0answers
26 views

power calculation for two stage binomial type model

This is a power-type calculation for a Bernoulli/binomial question in two stages. Suppose you are planning an experiment which starts with a test for an event on $N$ experimental units. The event ...
12
votes
5answers
1k views

Determining sample size before starting an experiment or run the experiment indefinitely?

I studied statistics years ago and have forgotten it all so these may seem like general conceptual questions than anything specific but here is my issue. I work for an e-commerce website as a UX ...
2
votes
1answer
569 views

How many samples do I need to estimate a gaussian distribution?

Background: I'm comparing the performance of two algorithms. The data is noisy so the results tend to form a nice normal distribution. I'd like to estimate the mean with a high confidence: up to 1% ...
3
votes
0answers
25 views

Advice for conducting the same experiment several times?

I'm very new to Bayesian statistics, but I've found myself in a situation where they might be able to help. I'll be running the same experiment repeatedly and analyzing the data every few months. The ...
2
votes
0answers
304 views

Understanding interim analysis and alpha spending functions

I have to perform an A/B test with interim analysis and found some literature about methods designed to preserve the global Type I error rate by adjusting the $\alpha$ level for each peeking. ...
1
vote
0answers
51 views

Convergence of a sequence in finite number of steps

Here is the setup of my problem. It is a sequential problem and there are two possible actions A and B. Now, when either action $A$ or $B$ is taken at the $j$th time point, we observe some outcome say ...
2
votes
0answers
47 views

Optimal denoising of a few features for latent variable modeling

I am fitting latent variable models to noisy, high-dimensional data. The dimension is 15,000 to 20,000; there are 2,000 observations. There is a certain latent structure that I observe -- essentially, ...
0
votes
1answer
622 views

Bayesian updating with discrete priors + possibly unknown classes

I'm following along with some lecture notes on Bayesian updating with discrete priors. They give an example problem to illustrate some of these concepts, which I briefly restate here: Someone tells ...
1
vote
1answer
192 views

sample size calculation for one-sample log rank test with interims (ie group sequential)

I wonder if there is any advice for performing a sample size calculation for survival data using the one-sample log rank test with interims (ie group sequential) - ie with O'Brien-Fleming or some ...
0
votes
1answer
36 views

Finding expected value with $3$ unknown variables

Question: There are n marbles in a bag, player $1$ picks out $x$ marbles where $x \leq n$, marks them, and puts them back. Player $2$ picks out $y$ marbles where $y \leq n$. What is the expected ...
2
votes
1answer
591 views

Complexities of interpreting A/B testing power & significance calculations

Apologies up front for not being a statistician. I've been searching high and low and I cannot find a sufficiently detailed explanation how to interpret differences in A/B testing power and ...
2
votes
0answers
27 views

Just how bad is it to determine when to stop data collection based on the resulting CI?

Say I want to be $95\%$ sure of the mean $\bar X$, with a CI of size $2$ ($1$ in each direction). The following is bad practice: collect data until $1.96\frac{s}{\sqrt{n}}=1$. What is the extent ...
2
votes
0answers
201 views

Building RNNs on mixed sequential and non-sequential data

I have a data set that is a bunch of windows, for each window I want to perform regression. The windows themselves have four sequential features that span back about 24 time steps. Additionally each ...
-1
votes
2answers
127 views

substring clustering with noise

I have sequence which is a repetition of a few strings. I have identified the start and end markers of these strings in the sequence and now, I want to cluster similar strings together. The problem is ...
0
votes
0answers
17 views

Derive sequencing probabilities from univariate data

Given a variable measured sequentially e.g. -6,-3,0,2,-3,1,-5,7,-47.. etc, what are some methods to derive some reliable sequencing probabilities? e.g. if i-2>0 and i-1 >0 then i>0 etc.
0
votes
1answer
65 views

How to compute expected value?

Hi I am trying to compute this: It's a denominator of ANS function in sequential statistics.The result is: I set "sigma1"=1 and "mi" is considered as a constant.Do you have any idea how to get the ...
1
vote
1answer
82 views

Determining the number of days to reach significance

Apologies for what I think will be a simple question - it has been some years since I've take statistics. I run a business and we are attempting to determine the number of days required to reach a ...
2
votes
0answers
2k views

How to use LSTM/GRU/RNN for sequence classification with Tensorflow/keras? [closed]

I want to use LSTMs and RNNs for sequence classification problem. I have features extracted from video segment of 10 sec @ 30 fps i.e. total of 300 frames. For each frame I have a feature ...
0
votes
1answer
137 views

How can I make a mean sequential estimation?

I am an agronomist trying to estimate the average weight of fruit in a orchard. My first option is to grab 1000 fruit and get their weight mean. But as you can see, if i can get this with less fruits, ...
0
votes
1answer
36 views

Group sequential method subjecting to non-normality

In the context of group sequential methods(GSM) for a clinical trial with two treatment arms, it is usually assumed that data follows normal distribution $N(\mu,\sigma^2)$. Then GSM such as Pocock's ...
1
vote
0answers
28 views

maximum cumulative decision limit

It is well-known that it is problematic to stop an A/B test before we obtain a required number of samples. This website "A/B Testing Rigorously (without losing your job)" explains how to stop safely ...
1
vote
1answer
189 views

How can I solve the sequence prediction problem?

Let's say I'm given a stream of characters, one at a time. Some example strings of characters that could occur might be "01234" or "hello how are". They might even be encodings of waveforms as ...
9
votes
3answers
548 views

High autocorrelation when taking the L-th order of difference of a sequence of independent random numbers

To explain this question in more detail, I'll first elaborate my approach: I simulated a sequence of independent random numbers $X = \{x_1,...,x_N\}$. I then take $L$ times the difference; i.e. I ...
1
vote
0answers
57 views

Terminology for sequential estimation with randomized stopping time

Consider a sequence of i.i.d Bernoulli RV's $\{X_i\}_{i \in \mathbb N}$ with parameter $p$. Based on this sequence we build a sequential estimator of $p$ (using inverse binomial sampling for example). ...
7
votes
1answer
262 views

Testing for Benford Law in real time

Suppose I have data of a certain quantity $X$, given by $x_1,...,x_n$. Now, I take the first digit $d_i$ of each quantity $x_i$, and I want to study the relationship between the empirical distribution ...
2
votes
0answers
49 views

What type of analysis for sequential data can I use to identify patterns in collaborative activities

I have a data set, which is collected every 5 second for a total of one hour using a special type of wearable device. Each data point is the amount of verbal participation ratio (measured as percent) ...