We are concerned with the problem of sequential prediction using a givenhypothesis class of continuously-manyprediction strategies. An eectiveperformance measure is the minimax re...
A general test statistic for detecting change-points in multidimensional stochastic processes with unknown parameters is proposed. The test statistic is specialized to the case of...
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multi-stage hypothesis testing procedure with the original Seque...
A visual search is required when applying a recognition process on a scene containing multiple objects. In such cases, we would like to avoid an exhaustive sequential search. This...
Numerical analysis based on uniformisation and statistical techniques based on sampling and simulation are two distinct approaches for transient analysis of stochastic systems. We ...