5 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…
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…
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…
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…
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…