2 citations · 2 across the 3 of their papers we have counts for
4 papers
A Sequential Testing Problem with Signal Control
Steven Campbell, Georgy Gaitsgori, Richard Groenewald
We study a controlled version of the Bayesian sequential testing problem for the drift of a Wiener process, in which the observer exercises discretion over the signal intensity. Th…
Grab It Before It's Gone: Testing Uncertain Rewards under a Stochastic Deadline
Steven Campbell, Georgy Gaitsgori, Richard Groenewald +1
We study a sequential estimation problem for an unknown reward in the presence of a random horizon. The reward takes one of two predetermined values that can be inferred from the d…
A Dynkin Game with Independent Processes and Incomplete Information
Georgy Gaitsgori, Richard Groenewald
We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent…
FuncNN: An R Package to Fit Deep Neural Networks Using Generalized Input Spaces
Barinder Thind, Sidi Wu, Richard Groenewald +1
Neural networks have excelled at regression and classification problems when the input space consists of scalar variables. As a result of this proficiency, several popular packages…