Tata Institute of Fundamental Research
Sequential Hypothesis Testing under Stochastic Deadlines
STCS Student Seminar
Speaker:
Sushant Vijayan
Date:
Friday, 28 Jan 2022, 17:15 to 18:15
Venue:
Via Zoom
(Scan to add to calendar)
Abstract:
Paper by: Peter Frazier and Angela Yu (NIPS 2007).
The paper presents a generalisation to the classic Wald-Wolfowitz result in the sequential hypothesis setting. They modify the problem to incorporate stochastic deadlines and incorporate a more general loss function. The paper solves the problem using dynamic programming techniques under a bayesian setting. I intend to talk a little bit about the Wald-Wolfowitz solution and then discuss the paper.
Zoom link:
https://zoom.us/j/93889521556?pwd=eEFJWVRtRHNpNlpZWmhNYTJGQTF6Zz09
| Speaker: | Sushant Vijayan |
| Date: | Friday, 28 Jan 2022, 17:15 to 18:15 |
| Venue: | Via Zoom |
(Scan to add to calendar)
Abstract:
Paper by: Peter Frazier and Angela Yu (NIPS 2007).
The paper presents a generalisation to the classic Wald-Wolfowitz result in the sequential hypothesis setting. They modify the problem to incorporate stochastic deadlines and incorporate a more general loss function. The paper solves the problem using dynamic programming techniques under a bayesian setting. I intend to talk a little bit about the Wald-Wolfowitz solution and then discuss the paper.
Zoom link:
https://zoom.us/j/93889521556?pwd=eEFJWVRtRHNpNlpZWmhNYTJGQTF6Zz09
The paper presents a generalisation to the classic Wald-Wolfowitz result in the sequential hypothesis setting. They modify the problem to incorporate stochastic deadlines and incorporate a more general loss function. The paper solves the problem using dynamic programming techniques under a bayesian setting. I intend to talk a little bit about the Wald-Wolfowitz solution and then discuss the paper.
Zoom link:
https://zoom.us/j/93889521556?pwd=eEFJWVRtRHNpNlpZWmhNYTJGQTF6Zz09