Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 22 for “"stopping rules"”.
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Limit Theorems for Processes and Stopping Rules in Adaptive Sequential Estimation
This thesis deals with the asymptotic behavior of stopping rules ${\rm T\sb{A}}$ and ${\rm T\sb{d}}$ proposed by Martinsek (Ann. Statist., 12 (1984):533-550). The asymptotic normality of these stopping rules, when A tends to infinity and d tends to zero respectively, is proved. In the course of …
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TAAF Stopping Rules for Maximizing the Utility of One-Shot Systems
… the field after deployment of the lot. Two TAAF stopping rules are presented. Simulation is used to model TAAF execution under different reliability growth conditions. Four discrete reliability growth models (DRGM's) are used to generate "real world" reliability growth and to estimate reliability …
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Comparison of four stopping rules in computerized adaptive testing and examination of their application to on-the-fly multistage testing
… decision can be made. Therefore, the stopping rule is a critical element in variable-length adaptive testing. In this study, the efficiency of four stopping rules was compared in variable-length CAT designs (vl-CAT): ability confidence interval (ACI), sequential probability ratio test …
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Two Approaches to Non-Zero-Sum Stochastic Differential Games of Control and Stopping
… streams of the games. Existence of equilibrium stopping rules is proved under some assumptions. The martingale part provides an equivalent martingale characterization of Nash equilibrium strategies of the games. When using equilibrium stopping rules, Isaacs' condition is necessary and sufficient …
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General superposition strategies and asset allocation
Investors commonly use stopping rules to help them get in and out of their investment positions. Despite their widespread use and support from behavioral finance, there has been little discussion of their impact on portfolio performance in classic portfolio choice theory. In this thesis, I remedy …
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Some topics in sequential density estimation
… of bounding the MIAE. In this work we propose stopping rules and two-stage procedures for bounding the $L\sb1$ distance. We show that these procedures are asymptotically optimal in a certain sense as w $\to$ 0.
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Sequential confidence bands for densities
… stronger convergence property of the stopping rule. These together yield the desired results. We also present some simulation results and applications of the basic method to stopping rules of interest. Similar result is also obtained for censored data case.
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Statistical Gems in AI: Toward Reliable and Efficient Intelligence
… Finally, we propose statistical early stopping rules that enhance generative efficiency while maintaining accuracy. Together, these studies uncover key “statistical gems” that bridge AI technology with trustworthy and efficient real-world deployment.
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Development of stopping rule methods for the MLEM and OSEM algorithms used in PET image reconstruction
The aim of this Thesis is the development of stopping rule methods for the MLEM and OSEM algorithms used in image reconstruction positron emission tomography (PET). The development of the stopping rules is based on the study of the properties of both algorithms. Analyzing their mathematical …
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Sampling Using Controlled Quantum Walks
… algorithm, which uses random walks with stopping rules. Efficient sampling is an important computational task used in simulations based on stochastic processes. This is the first quantum algorithm that achieves a quadratic speed-up for sampling from general probability distributions over …
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Sequential mastery detection and Bayesian learning promotion under cognitive diagnosis models
… for learning for use in item selection, and stopping rules are developed for detection of learning that control for the rate of false discovery. Simulation studies showed that the delays of mastery detection can be minimized and the mastery acquisition can be hastened with statistical methods …
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Optimal Stopping Problems with A Random Time Horizon
The theory of optimal stopping provides a powerful set of tools for the study of American contingent claim pricing problem in mathematical finance. We give a self-contained overview of the theory, including the complete proofs of existence and uniqueness theorems for the optimal stopping time in …
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Matroid prophet inequalities and Bayesian mechanism design
… theorems about pure online algoritms or optimal stopping rules, these results also have applications to mechanism design. Our results imply improved bounds on the ability of sequential posted-price mechanisms to approximate optimal mechanisms in both single-parameter and multi-parameter Bayesian …
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A robustness type optimality criterion for experimental design
… The purpose of Part III is to introduce a new stopping rule procedure for the method of steepest ascent used in response surface experiments. The new procedure is designed to provide an increase in the efficiency of the existing stopping rules. It is based on a sequential hypothesis testing …
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Bayesian Adaptive Designs for Early Phase Clinical Trials
… for the 3+3 design. We convert the dose decision rules of the 3+3 design into a series of events. A transparent yet efficient Bayesian probability model is applied to calculate the event happening probabilities in the presence of delayed outcomes, which incorporates the informative pending …
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Promoting flexible idea generation in audit planning: the effects of counterfactual mindset and example provision
… I examine several information gathering stopping rules that may be descriptive of how auditors make evidence sufficiency judgments (Browne and Pitts 2004). I perform interviews with practicing audit professionals to investigate the difficulties auditors face when determining the nature …
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Essays on real options and strategic behaviour.
… and asymmetric information into optimal stopping decisions under uncertainty. vVe derive optimal stopping rules when each agent's payoff is affected by the actions of other agents and these latter are of unknown type. 'Strategic Sequential Investments: an Application to Preemptive …
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Comparison of two drugs by multiple stage sampling using Bayesian decision theory
… stage before the last possible stage is reached. Stopping rules for the stage-by- stage and the approximate procedures are then derived.
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Efficient Media Access Control and Distributed Channel-aware Scheduling for Wireless Ad-Hoc Networks
… during the channel probing phase. We use optimal stopping theory to formulate this problem, but at carefully chosen time instances at which effective decisions are made. The problem can then be solved by a new stopping rule problem where the observations are independent between different time …
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Effective, Efficient Retrieval in a Network of Digital Information Objects
Although different authors mean different thing by the term "digital libraries," one common thread is that they include or are built around collections of digital objects. Digital libraries also provide services to large communities, one of which is almost always search. Digital library …
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