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Showing 1 to 8 of 8 for “"stopping times."”.
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Monitoring Parameter Change in Autocorrelated Logistic Regression
… Monte Carlo experiments to evaluate the average stopping times, probability of false alarm, and power of the proposed procedure; (b) to illustrate the usefulness of the method by using an IBM stock transactions data as well as data on rainfall.
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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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Performance evaluation and optimization of stochastic systems via importance sampling
… Kiefer-Wolfowitz algorithms, we show that the stopping times for these algorithms can be significantly reduced. Moreover, the computational savings over the traditional implementation of these algorithms are unbounded when optimizing systems whose performance criteria are diminishing …
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A study on attitudes towards postgraduate education in the UK
… Thus, a model characterising optimal stopping times for both individuals is derived. This will allow for more government consideration of the social and economic constraints that influence transitions within higher education and may direct future research on understanding student …
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Dynamic anomaly detection in sensor networks
In the problem of quickest change detection, a sequence of random variables is observed sequentially by a decision maker. At some unknown time instant, the emergence of an anomaly leads to a change in the distribution of the observations. The goal in quickest change detection is to detect this …
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The Convex Integration Paradigm in Stochastic Fluid Dynamics
… values, defined up to an arbitrarily large stopping time. The selection of different energy profiles result in non-uniqueness of solutions. If the underlying energies are additionally chosen to be equal over a small time interval close to time zero, the corresponding solutions will coincide …
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Safe Stopping Distances and Times in Industrial Robotics
… study presents a procedure for the estimation of stopping behavior of industrial robots with a trained neural network. This trained network is presented as a single channel in a redundant architecture for safety control applications, where its potential for future integration with an analytical …
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SEQUENTIAL METHODS FOR NON-PARAMETRIC HYPOTHESIS TESTING
… case. We also derive bounds on the average stopping times of the algorithm. Importantly, we study the trade-off between the stopping time and the error probabilities of the algorithm and propose a method to choose the algorithm parameters. Finally, via numerical simulations, we compare the …