7 papers
Non-asymptotic bounds for quasi-MLE, misspecified models, and dependence under group sequential sampling
Julian Aronowitz, Jay Bartroff
We derive asymptotic multivariate normal limits and explicit non-asymptotic normal approximation bounds for group sequential quasi-maximum likelihood estimators under possible mode…
Shortest fixed-width confidence intervals for a bounded parameter: The Push algorithm
Jay Bartroff, Asmit Chakraborty
We present a method for computing optimal fixed-width confidence intervals for a single, bounded parameter, extending a method for the binomial due to Asparaouhov and Lorden, who c…
Weighted Asymptotically Optimal Sequential Testing
Soumyabrata Bose, Jay Bartroff
This paper develops a framework for incorporating prior information into sequential multiple testing procedures while maintaining asymptotic optimality. We define a weighted log-li…
Change, dependence, and discovery: Celebrating the work of T.L. Lai
Alexander G. Tartakovsky, Jay Bartroff, Cheng-Der Fuh +1
Tze Leung Lai made seminal contributions to sequential analysis, particularly in sequential hypothesis testing, changepoint detection and nonlinear renewal theory. His work establi…
Group Sequential Testing of a Treatment Effect Using a Surrogate Marker
Layla Parast, Jay Bartroff
The identification of surrogate markers is motivated by their potential to make decisions sooner about a treatment effect. However, few methods have been developed to actually use…
Sequential FDR and pFDR control under arbitrary dependence, with application to pharmacovigilance database monitoring
Michael Hankin, Jay Bartroff
We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the dat…
Beyond boundaries: Gary Lorden's groundbreaking contributions to sequential analysis
Jay Bartroff, Alexander G. Tartakovsky
Gary Lorden provided several fundamental and novel insights into sequential hypothesis testing and changepoint detection. In this article, we provide an overview of Lorden's contri…