Questions tagged [sequential-analysis]
Hypothesis testing without a fixed sample size.
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1answer
25 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
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1answer
41 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 ...
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0answers
13 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 ...
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0answers
14 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
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0answers
107 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
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1answer
39 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
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1answer
85 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
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1answer
24 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 ...
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0answers
13 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 :
...
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0answers
26 views
Calculating alpha values from group sequential boundaries
I'm using the Lan-DeMets alpha spending function method for determining when I should stop a trial. I found this R package for calculating the boundaries:
https://cran.r-project.org/web/packages/...
4
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1answer
245 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 ...
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0answers
24 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
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1answer
43 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
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0answers
43 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
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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 ...
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1answer
160 views
Reverse the shuffling phase
It is very convenient to have sklearn library to split and shuffle the data with
...
4
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1answer
91 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. ...
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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
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0answers
58 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
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1answer
33 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
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1answer
245 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
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0answers
24 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
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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
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1answer
394 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
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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 ...
1
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0answers
277 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.
...
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0answers
48 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
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0answers
45 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
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1answer
557 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
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1answer
152 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
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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
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1answer
537 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
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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
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0answers
192 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 ...
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2answers
112 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
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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.
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1answer
63 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
77 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
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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
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1answer
134 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
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1answer
35 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
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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
187 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
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3answers
516 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
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0answers
56 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
232 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
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0answers
48 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) ...
13
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0answers
890 views
Bayesian Q-learning
Suppose that, for every state $s$, there is a set of actions $\mathcal{A}(s)$ that can be chosen in that state.
Let $Q(s, a)$ denote the expected utility of choosing action $a \in \mathcal{A}(s)$ in ...
0
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0answers
24 views
Is there a statistical correction that works if the number of experiments depends on the result of the experiments?
Suppose that I am running an experiment that gives us some confidence $c$ about a hypothesis.
If I intend to run the experiment $n$ times, I understand there are some ways of choosing a $c'$ so that ...
0
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0answers
87 views
changepoint detection and its analysis
I applied changepoint detection provided by ecp package against a given time series. The time series plot marked with identified change points is shown as follows. ...
