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43
Optimal SPRT and CUSUM Procedures using Compressed Limit Gauges
"... Methodology is presented for the design of single and double compressed limit Sequential Probability Ratio Tests (SPRT) and Cumulative Sum (CUSUM) control charts to detect onesided mean shifts in a symmetric probability distribution. We also show how to evaluate the average run length propertie ..."
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Cited by 2 (2 self)
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Methodology is presented for the design of single and double compressed limit Sequential Probability Ratio Tests (SPRT) and Cumulative Sum (CUSUM) control charts to detect onesided mean shifts in a symmetric probability distribution. We also show how to evaluate the average run length
SPRT Calibration Uncertainties and Internal Quality Control at a Commercial SPRT Calibration Facility
"... ABSTRACT The Hart Scientific Division of the Fluke Corporation operates two accredited SPRT calibration facilities, one at the Hart Scientific factory in Utah, USA, and the other at a service facility in Norwich, UK. The US facility is accredited through NVLAP and the UK facility is accredited thro ..."
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through UKAS. Both provide SPRT calibrations using similar equipment and procedures, and at similar levels of uncertainty. These uncertainties are among the lowest available commercially. To achieve and maintain low uncertainties, it is required that the calibration procedures be thorough and optimized
WaldBoost  Learning for Time Constrained Sequential Detection
 Proc. of the Conference on Computer Vision and Pattern Recognition
, 2005
"... In many computer vision classification problems, both the error and time characterizes the quality of a decision. We show that such problems can be formalized in the framework of sequential decisionmaking. If the false positive and false negative error rates are given, the optimal strategy in terms ..."
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Cited by 106 (2 self)
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in terms of the shortest average time to decision (number of measurements used) is the Wald’s sequential probability ratio test (SPRT). We built on the optimal SPRT test and enlarge its capabilities to problems with dependent measurements. We show how to overcome the requirements of SPRT – (i) a priori
SPRT for SPIT: Using the Sequential Probability Ratio Test for Spam in VoIP Prevention
"... Abstract. This paper presents the first formal framework for identifying and filtering SPIT calls (SPam in Internet Telephony) in an outbound scenario with provable optimal performance. In so doing, our work deviates from related earlier work where this problem is only addressed by adhoc solution ..."
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Abstract. This paper presents the first formal framework for identifying and filtering SPIT calls (SPam in Internet Telephony) in an outbound scenario with provable optimal performance. In so doing, our work deviates from related earlier work where this problem is only addressed by ad
A Generalized Sequential Sign Detector for Binary Hypothesis Testing
, 1998
"... It is known that for fixed error probabilities sequential signal detection based on the sequential probability ratio test (SPRT) is optimum in terms of the average number of signal samples for detection. But, often suboptimal detectors like the sequential sign detector are preferred over the optima ..."
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Cited by 5 (4 self)
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It is known that for fixed error probabilities sequential signal detection based on the sequential probability ratio test (SPRT) is optimum in terms of the average number of signal samples for detection. But, often suboptimal detectors like the sequential sign detector are preferred over
Temporal Difference Learning Applied to Sequential Detection
"... Abstract—This paper proposes a novel neuralnetwork method for sequential detection. We first examine the optimal parametric sequential probability ratio test (SPRT) and make a simple equivalent transformation of the SPRT that makes it suitable for neuralnetwork architectures. We then discuss how n ..."
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Abstract—This paper proposes a novel neuralnetwork method for sequential detection. We first examine the optimal parametric sequential probability ratio test (SPRT) and make a simple equivalent transformation of the SPRT that makes it suitable for neuralnetwork architectures. We then discuss how
unknown title
, 2009
"... In many computer vision classification problems, both the error rates and the evaluation time characterises the quality of a decision. Yet most of the learning algorithms do not optimise the evaluation time explicitly. We show that such learning problems can be formalised in the framework of sequent ..."
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of sequential decisionmaking. The proposed formalisation has been already studied (without learning) by Wald in the 1940’s, who proved that the optimal sequential strategy in terms of the shortest average time to decision (number of measurements used) is the sequential probability ratio test (SPRT). We built
A Vibration Model Residual Based Sequential Probability Ratio Test Framework for Structural Health Monitoring
, 2014
"... The goal of this study is the introduction and experimental assessment of a Sequential Probability Ratio Test (SPRT) framework for vibration based Structural Health Monitoring (SHM). This framework is based on a combination of binary and multihypothesis versions of the statistically optimal SPRT and ..."
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The goal of this study is the introduction and experimental assessment of a Sequential Probability Ratio Test (SPRT) framework for vibration based Structural Health Monitoring (SHM). This framework is based on a combination of binary and multihypothesis versions of the statistically optimal SPRT
Some aspects of optimal active detector design
"... The paper deals with active change detection problem in linear stochastic discrete time systems. In contrast to standard change detection problem [1], the aim is to design an active detector, which generates an auxiliary input signal exciting the observed system and provides decisions about changes ..."
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of the observed system. The stochastic multiple linear models and the sequential probability ratio test (SPRT) are considered in [3, 4]. Firstly, only two models are considered and the SPRT is used to detect a change. The auxiliary input signal is designed to optimize a selected property of the SPRT, namely
Asymptotically Optimal Sequential Tests For Nonhomogeneous Processes
 Sequential Analysis
, 1998
"... It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of "rejecting" SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes when ..."
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Cited by 13 (8 self)
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It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of "rejecting" SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes
Results 1  10
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43