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Found 8 papers, 1 papers with code
Large Deviation Analysis of Score-based Hypothesis Testing
We analyze the performance of this score-based hypothesis testing procedure and derive upper bounds on the probabilities of its Type I and II errors.
Reinforcement Learning with an Abrupt Model Change
The proposed algorithm exploits a fundamental reward-detection trade-off present in these problems and uses a quickest change detection algorithm to detect the model change.
Modeling and Quickest Detection of a Rapidly Approaching Object
This change in distribution could be due to an event or a sudden arrival of an enemy object.
Quickest Change Detection for Unnormalized Statistical Models
This paper develops a new variant of the classical Cumulative Sum (CUSUM) algorithm for the quickest change detection.
Cross-subject Decoding of Eye Movement Goals from Local Field Potentials
We propose an efficient data-driven estimation approach for linear transfer functions that uses the first and second order moments of the class-conditional distributions.
Minimax-optimal decoding of movement goals from local field potentials using complex spectral features
We consider the problem of predicting eye movement goals from local field potentials (LFP) recorded through a multielectrode array in the macaque prefrontal cortex.
Kiefer Wolfowitz Algorithm is Asymptotically Optimal for a Class of Non-Stationary Bandit Problems
We consider the problem of designing an allocation rule or an "online learning algorithm" for a class of bandit problems in which the set of control actions available at each time $s$ is a convex, compact subset of $\mathbb{R}^d$.
Quickest Change Detection
The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering.
Statistics Theory Information Theory Information Theory Optimization and Control Probability Applications Statistics Theory
