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math.ST2021
Bayesian sequential composite hypothesis testing in discrete time
Erik Ekström, Yuqiong Wang
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations are costly. In a Bayesian setting, t…
math.ST2017
Monotonicity and robustness in Wiener disorder detection
Erik Ekström, Juozas Vaicenavicius
We study the problem of detecting a drift change of a Brownian motion under various extensions of the classical case. Specifically, we consider the case of a random post-change dri…